IBM · Expected Move

International Business Machines Corporation

The expected move for IBM 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).

IBM straddle price & implied vol

60 sessions

Bars: 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 IBM Expected Move
30-Day Straddle
$19.93
7-Day Straddle
$10.35
30-Day ATM IV
34.7%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to IBM'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.
IBM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $19.93 $10.35 34.7% 15%
20261022 $20.18 $11.38 35.4% 18%
20261021 $25.52 $20.85 44.5% 48%
20261020 $24.02 $19.92 43.4% 45%
20261019 $23.77 $16.65 43.7% 46%
20261016 $23.75 $17.85 45.3% 51%
20261015 $23.20 $17.75 43.7% 46%
20261014 $23.75 $17.70 45.0% 50%
20261013 $23.75 $17.25 44.6% 49%
20261012 $23.23 $6.22 42.7% 42%
20261009 $21.75 $7.60 42.2% 41%
20261008 $22.65 $8.75 44.0% 43%
20261007 $21.70 $8.20 43.2% 41%
20261006 $22.48 $9.32 43.9% 43%
20261005 $22.52 $6.20 43.9% 43%
20261002 $22.07 $7.28 44.3% 44%
20261001 $23.35 $8.53 46.2% 50%
20260930 $22.43 $8.95 44.9% 46%
20260929 $22.62 $9.60 44.9% 46%
20260928 $23.45 $6.56 46.0% 50%
20260925 $23.15 $7.77 45.9% 49%
20260924 $23.73 $8.53 46.2% 50%
20260923 $25.45 $10.02 47.6% 55%
20260922 $24.80 $10.68 45.0% 47%
20260921 $25.70 $7.47 44.4% 45%
20260918 $16.27 $7.85 37.3% 22%
20260917 $17.90 $9.27 35.4% 16%
20260916 $19.48 $10.35 35.3% 16%
20260915 $19.60 $11.52 33.8% 11%
20260914 $19.62 $8.35 33.4% 10%
20260911 $17.93 $9.65 33.4% 10%
20260910 $17.75 $9.85 33.9% 12%
20260909 $19.50 $11.62 35.8% 18%
20260908 $17.65 $10.18 32.2% 6%
20260904 $15.68 $7.12 30.4% 1%
20260903 $16.23 $7.75 30.9% 2%
20260902 $16.05 $8.43 30.2% 0%
20260901 $16.95 $9.50 31.4% 3%
20260831 $16.95 $6.57 30.7% 1%
20260828 $15.62 $7.45 30.5% 0%
20260827 $17.25 $9.20 32.1% 3%
20260826 $16.70 $9.47 32.0% 3%
20260825 $17.80 $10.38 32.8% 6%
20260824 $18.23 $7.32 33.1% 7%
20260821 $17.10 $8.55 33.0% 6%
20260820 $17.27 $9.15 32.8% 6%
20260819 $18.02 $9.95 32.9% 6%
20260818 $18.02 $10.30 32.9% 6%
20260817 $18.50 $7.18 33.9% 9%
20260814 $16.80 $7.95 32.6% 5%
20260813 $18.07 $9.68 34.2% 10%
20260812 $18.20 $9.85 33.8% 9%
20260811 $19.92 $11.10 35.8% 15%
20260810 $20.33 $7.38 36.5% 18%
20260807 — — 36.4% 17%
20260806 $20.45 $10.95 39.2% 26%
20260805 $21.60 $11.73 40.0% 29%
20260804 $23.20 $12.95 42.7% 38%
20260803 $23.73 $8.85 42.6% 37%
20260731 $20.35 $9.72 41.4% 33%

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.