ICAD · Expected Move

Icad Inc

The expected move for ICAD 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).

ICAD 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 ICAD Expected Move
30-Day Straddle
$1.78
7-Day Straddle
$1.23
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to ICAD'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.
ICAD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20250716 $1.78 $1.23 — —
20250715 $1.05 $1.18 — —
20250714 $0.78 $3.27 290.2% 97%
20250711 $1.07 $1.05 — —
20250710 $2.33 $1.00 — —
20250709 $1.35 $1.57 — —
20250708 $6.28 $1.05 — —
20250707 $11.10 $10.75 — —
20250703 $2.25 $1.07 — —
20250702 $1.05 $1.05 — —
20250701 $5.67 $5.67 — —
20250630 $1.02 $1.02 — —
20250627 $0.75 $0.75 — —
20250626 $0.70 $0.70 — —
20250625 $1.27 $1.27 — —
20250624 $6.33 $6.33 116.8% 16%
20250623 $3.67 $3.67 — —
20250620 $11.32 $1.10 — —
20250618 $3.73 $3.73 — —
20250617 $11.32 $11.32 — —
20250616 $6.35 $1.60 117.5% 16%
20250613 $3.83 $1.48 256.2% 81%
20250612 $3.67 $3.62 — —
20250611 $1.62 $3.58 — —
20250610 $6.12 $6.08 — —
20250609 $3.67 $1.18 — —
20250606 $3.67 $1.23 — —
20250605 $1.80 $1.30 101.9% 9%
20250604 $1.18 $1.18 — —
20250603 $1.30 $1.30 — —
20250530 $1.88 $1.88 — —
20250529 $1.45 $1.45 143.9% 28%
20250528 $3.70 $3.70 109.3% 12%
20250527 $11.35 $11.35 113.5% 14%
20250523 $1.38 $1.38 — —
20250522 $2.25 $2.25 — —
20250521 $3.47 $3.47 — —
20250520 $1.18 $1.18 — —
20250519 $6.08 $6.08 — —
20250516 $1.28 $1.57 — —
20250515 $3.70 $11.25 — —
20250514 $11.28 $1.43 — —
20250513 $1.48 $1.55 — —
20250512 $6.30 $6.30 — —
20250509 $11.22 $11.20 — —
20250508 $1.62 $1.22 — —
20250507 $3.65 $1.07 — —
20250506 $1.15 $10.88 — —
20250505 $3.47 $1.23 186.0% 48%
20250502 $10.88 $10.88 — —
20250501 $5.95 $5.95 — —
20250430 $1.48 $1.48 — —
20250429 $1.05 $1.05 — —
20250428 $0.88 $0.88 109.7% 12%
20250425 $0.88 $0.88 83.7% 0%
20250424 $0.68 $0.68 104.1% 9%
20250423 $5.72 $5.72 — —
20250422 $0.00 $0.00 100.7% 8%
20250421 $0.77 $0.77 105.6% 10%
20250417 $0.55 $0.78 96.3% 6%

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.