IBKR · Expected Move
Interactive Brokers Group, Inc. Class A Common Stock
The expected move for IBKR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
IBKR straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current IBKR Expected Move
30-Day Straddle
$6.78
7-Day Straddle
$3.25
30-Day ATM IV
37.2%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to IBKR's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
IBKR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $6.78 | $3.25 | 37.2% | 17% |
| 20261015 | $8.30 | $5.18 | 42.3% | 52% |
| 20261014 | $7.60 | $6.08 | 39.8% | 35% |
| 20261013 | $8.20 | $5.60 | 40.3% | 39% |
| 20261012 | $8.05 | $4.57 | 39.5% | 33% |
| 20261009 | $8.23 | $4.85 | 41.1% | 44% |
| 20261008 | $7.97 | $5.62 | 41.1% | 44% |
| 20261007 | $8.82 | $5.33 | 43.1% | 58% |
| 20261006 | $8.45 | $5.43 | 41.3% | 46% |
| 20261005 | $9.07 | $2.80 | 43.9% | 63% |
| 20261002 | $7.88 | $3.03 | 40.7% | 41% |
| 20261001 | $7.78 | $3.70 | 40.5% | 40% |
| 20260930 | $8.15 | $3.92 | 41.6% | 47% |
| 20260929 | $8.55 | $4.68 | 43.0% | 57% |
| 20260928 | $8.32 | $2.40 | 40.5% | 40% |
| 20260925 | $8.72 | $4.15 | 43.0% | 57% |
| 20260924 | $8.95 | $4.22 | 43.7% | 62% |
| 20260923 | $8.95 | $4.28 | 42.2% | 52% |
| 20260922 | $8.45 | $4.55 | 41.0% | 43% |
| 20260921 | $9.60 | $4.20 | 42.9% | 56% |
| 20260918 | $7.05 | $3.78 | 36.6% | 14% |
| 20260917 | $7.40 | $4.30 | 37.7% | 21% |
| 20260916 | $8.10 | $5.12 | 38.9% | 29% |
| 20260915 | $8.35 | $5.70 | 39.6% | 34% |
| 20260914 | $8.90 | $3.52 | 40.9% | 43% |
| 20260911 | $7.60 | $3.55 | 37.5% | 19% |
| 20260910 | $7.30 | $3.77 | 38.3% | 25% |
| 20260909 | $8.40 | $4.50 | 40.4% | 39% |
| 20260908 | $7.62 | $4.67 | 37.0% | 16% |
| 20260904 | $7.75 | $3.88 | 38.1% | 24% |
| 20260903 | $7.82 | $3.97 | 37.4% | 19% |
| 20260902 | $7.35 | $4.10 | 36.3% | 11% |
| 20260901 | $7.88 | $4.62 | 37.3% | 18% |
| 20260831 | $8.10 | $3.70 | 37.1% | 17% |
| 20260828 | $8.18 | $3.95 | 37.9% | 22% |
| 20260827 | $7.72 | $4.60 | 37.3% | 18% |
| 20260826 | $8.65 | $5.80 | 39.2% | 31% |
| 20260825 | $9.10 | $6.95 | 40.4% | 39% |
| 20260824 | $8.32 | $3.50 | 37.4% | 19% |
| 20260821 | $7.15 | $3.12 | 35.6% | 6% |
| 20260820 | $7.20 | $3.92 | 36.4% | 12% |
| 20260819 | $7.47 | $4.20 | 35.6% | 7% |
| 20260818 | $7.73 | $4.40 | 36.5% | 12% |
| 20260817 | $7.40 | $3.25 | 34.7% | 0% |
| 20260814 | $7.35 | $3.80 | 36.2% | 8% |
| 20260813 | $8.15 | $4.05 | 37.9% | 19% |
| 20260812 | $7.80 | $4.45 | 37.7% | 18% |
| 20260811 | $8.10 | $3.97 | 39.1% | 27% |
| 20260810 | $8.30 | $3.12 | 40.0% | 33% |
| 20260807 | — | — | 37.6% | 13% |
| 20260806 | $8.18 | $4.50 | 41.3% | 31% |
| 20260805 | $8.43 | $4.60 | 41.7% | 32% |
| 20260804 | $8.95 | $5.08 | 43.0% | 38% |
| 20260803 | $9.00 | $3.45 | 41.9% | 33% |
| 20260731 | $7.90 | $4.05 | 42.0% | 34% |
| 20260730 | $9.35 | $4.90 | 43.3% | 40% |
| 20260729 | $8.98 | $5.12 | 45.2% | 49% |
| 20260728 | $9.40 | $6.17 | 44.7% | 46% |
| 20260727 | $10.35 | $4.10 | 45.9% | 52% |
| 20260724 | $8.38 | $4.47 | 41.7% | 32% |
More on IBKR
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.