IDT · Expected Move

IDT Corporation Class B

The expected move for IDT 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).

IDT 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 IDT Expected Move
30-Day Straddle
$8.10
7-Day Straddle
$4.30
30-Day ATM IV
34.4%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to IDT'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.
IDT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $8.10 $4.30 34.4% 43%
20261106 $8.10 $4.50 35.6% 50%
20261105 $8.43 $5.25 36.6% 55%
20261104 $4.90 $4.90 35.8% 50%
20261103 $4.30 $4.30 32.3% 32%
20261102 $5.33 $5.33 34.1% 41%
20261030 $5.60 $5.60 33.0% 35%
20261029 $4.57 $4.57 31.0% 24%
20261028 $5.78 $5.78 34.0% 41%
20261027 $6.53 $6.53 37.9% 62%
20261026 $5.88 $5.88 34.1% 41%
20261023 $6.60 $6.60 33.9% 40%
20261022 $5.45 $5.45 29.2% 15%
20261021 $6.47 $6.47 33.5% 38%
20261020 $5.58 $5.58 28.6% 10%
20261019 $6.57 $6.57 32.6% 31%
20261016 $6.38 $1.77 31.7% 26%
20261015 $5.78 $3.22 29.4% 14%
20261014 $6.40 $2.38 30.2% 18%
20261013 $7.25 $3.17 30.2% 19%
20261012 $6.53 $3.35 30.8% 18%
20261009 $6.50 $3.40 30.1% 15%
20261008 $6.07 $2.10 26.9% 2%
20261007 $6.45 $2.75 28.8% 9%
20261006 $6.45 $3.27 29.8% 13%
20261005 $6.85 $3.70 30.8% 18%
20261002 $3.27 $3.27 28.8% 9%
20261001 $3.67 $3.67 27.5% 4%
20260930 $3.85 $3.85 31.4% 20%
20260929 $3.42 $3.42 28.6% 8%
20260928 $5.55 $5.55 38.5% 50%
20260925 $6.25 $6.25 41.5% 62%
20260924 $6.00 $6.00 43.0% 68%
20260923 $6.40 $6.40 44.8% 76%
20260922 $6.10 $6.10 42.1% 65%
20260921 $6.30 $6.30 42.1% 65%
20260918 $6.55 $1.62 42.5% 67%
20260917 $6.75 $2.67 44.4% 74%
20260916 $7.03 $1.83 44.6% 75%
20260915 $7.08 $2.70 41.0% 60%
20260914 $6.93 $2.15 40.6% 58%
20260911 $6.08 $2.65 34.7% 34%
20260910 $6.00 $2.80 34.8% 34%
20260909 $6.32 $3.65 35.7% 38%
20260908 $6.78 $3.35 38.5% 50%
20260904 $6.68 $3.10 34.1% 32%
20260903 $6.70 $2.78 33.6% 29%
20260902 $3.50 $3.50 35.2% 36%
20260901 $3.83 $3.83 35.6% 38%
20260831 $3.53 $3.53 34.6% 34%
20260828 $3.58 $3.58 30.8% 17%
20260827 $3.95 $3.95 32.8% 26%
20260826 $4.75 $4.75 33.4% 28%
20260825 $4.17 $4.17 30.5% 16%
20260824 $4.35 $4.35 37.2% 46%
20260821 $4.72 $3.45 29.4% 15%
20260820 $4.17 $3.25 26.6% 14%
20260819 $4.78 $3.28 28.6% 21%
20260818 $4.78 $3.10 28.7% 21%
20260817 $4.40 $3.55 26.6% 14%

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.