ICL · Expected Move
ICL Group Ltd.
The expected move for ICL 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).
ICL 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 ICL Expected Move
30-Day Straddle
$0.60
7-Day Straddle
$0.45
30-Day ATM IV
45.1%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to ICL'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.
ICL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.60 | $0.45 | 45.1% | 25% |
| 20261106 | $0.50 | $1.65 | 29.5% | 0% |
| 20261105 | $0.57 | $0.45 | 38.1% | 7% |
| 20261104 | $1.88 | $1.88 | 41.6% | 12% |
| 20261103 | $0.68 | $0.68 | 59.5% | 35% |
| 20261102 | $0.50 | $0.50 | 40.8% | 11% |
| 20261030 | $0.50 | $0.50 | 33.3% | 1% |
| 20261029 | $2.95 | $2.95 | 36.7% | 5% |
| 20261028 | $0.48 | $0.48 | 38.7% | 8% |
| 20261027 | $0.38 | $0.38 | — | — |
| 20261026 | $0.40 | $0.40 | 33.7% | 1% |
| 20261023 | $0.43 | $0.43 | 34.1% | 2% |
| 20261022 | $0.50 | $0.50 | 37.8% | 7% |
| 20261021 | $0.47 | $0.47 | 37.5% | 6% |
| 20261020 | $0.40 | $0.40 | 32.6% | 0% |
| 20261019 | $0.42 | $0.42 | 34.4% | 0% |
| 20261016 | $0.43 | $2.60 | — | — |
| 20261015 | $0.45 | $0.17 | 35.7% | 2% |
| 20261014 | $0.55 | $0.17 | 43.4% | 12% |
| 20261013 | $0.55 | $0.17 | 42.8% | 11% |
| 20261012 | $0.50 | $0.40 | — | — |
| 20261009 | $0.53 | $0.23 | 38.8% | 6% |
| 20261008 | $0.53 | $0.20 | 38.0% | 5% |
| 20261007 | $0.53 | $0.22 | 36.9% | 3% |
| 20261006 | $0.53 | $0.25 | 36.7% | 3% |
| 20261005 | $0.53 | $0.23 | 35.8% | 2% |
| 20261002 | $0.30 | $0.30 | 40.1% | 8% |
| 20261001 | $0.30 | $0.30 | 40.8% | 8% |
| 20260930 | $0.30 | $0.30 | 36.4% | 3% |
| 20260929 | $0.33 | $0.33 | 36.9% | 3% |
| 20260928 | $0.30 | $0.30 | 36.2% | 2% |
| 20260925 | $0.40 | $0.40 | 35.7% | 2% |
| 20260924 | $2.20 | $2.20 | 35.1% | 1% |
| 20260923 | $0.45 | $0.45 | 38.6% | 6% |
| 20260922 | $0.98 | $0.98 | 36.1% | 2% |
| 20260921 | $0.48 | $0.48 | 36.6% | 3% |
| 20260918 | $1.05 | $0.90 | 53.0% | 25% |
| 20260917 | $1.10 | $0.50 | 35.3% | 1% |
| 20260916 | $0.62 | $1.18 | — | — |
| 20260915 | $1.90 | $0.55 | — | — |
| 20260914 | $1.10 | $0.55 | 54.4% | 27% |
| 20260911 | $0.80 | $0.75 | 54.9% | 27% |
| 20260910 | $0.93 | $3.12 | — | — |
| 20260909 | $2.33 | $0.97 | 89.4% | 73% |
| 20260908 | $1.32 | $1.02 | 60.3% | 34% |
| 20260904 | $1.25 | $0.77 | 48.8% | 19% |
| 20260903 | $1.40 | $1.40 | 63.8% | 39% |
| 20260902 | $0.95 | $0.95 | 49.0% | 19% |
| 20260901 | $1.95 | $1.95 | — | — |
| 20260831 | $1.30 | $1.30 | 52.3% | 24% |
| 20260828 | $0.67 | $0.67 | 45.5% | 15% |
| 20260827 | $0.67 | $0.67 | 50.5% | 21% |
| 20260826 | $0.75 | $0.75 | 54.6% | 27% |
| 20260825 | $1.20 | $1.20 | 50.1% | 21% |
| 20260824 | $2.62 | $2.62 | 44.9% | 14% |
| 20260821 | $2.70 | $0.82 | — | — |
| 20260820 | $1.10 | $0.65 | 34.4% | 0% |
| 20260819 | $0.60 | $0.48 | 36.7% | 2% |
| 20260818 | $0.55 | $0.45 | 37.1% | 2% |
| 20260817 | $0.57 | $0.57 | 35.3% | 0% |
More on ICL
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.