IFF · Expected Move
International Flavors & Fragrances Inc.
The expected move for IFF 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).
IFF 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 IFF Expected Move
30-Day Straddle
$5.92
7-Day Straddle
$3.08
30-Day ATM IV
26.4%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to IFF'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.
IFF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $5.92 | $3.08 | 26.4% | 15% |
| 20261106 | $5.70 | $4.20 | 27.2% | 19% |
| 20261105 | $6.28 | $3.92 | 26.5% | 15% |
| 20261104 | $3.90 | $3.90 | 28.2% | 26% |
| 20261103 | $7.17 | $7.17 | 38.7% | 91% |
| 20261102 | $6.47 | $6.47 | 34.6% | 66% |
| 20261030 | $7.03 | $7.03 | 35.4% | 71% |
| 20261029 | $6.15 | $6.15 | 33.0% | 56% |
| 20261028 | $6.18 | $6.18 | 33.0% | 56% |
| 20261027 | $6.98 | $6.98 | 34.3% | 64% |
| 20261026 | $7.65 | $7.65 | 34.7% | 66% |
| 20261023 | $6.88 | $6.88 | 33.4% | 58% |
| 20261022 | $7.53 | $7.53 | 34.4% | 65% |
| 20261021 | $7.82 | $7.82 | 36.6% | 78% |
| 20261020 | $7.10 | $7.10 | 34.1% | 63% |
| 20261019 | $8.30 | $8.30 | 37.3% | 83% |
| 20261016 | $7.55 | $1.62 | 32.7% | 54% |
| 20261015 | $7.62 | $2.62 | 33.5% | 59% |
| 20261014 | $6.95 | $2.25 | 30.7% | 41% |
| 20261013 | $7.12 | $1.70 | 31.2% | 44% |
| 20261012 | $6.42 | $2.00 | 29.2% | 32% |
| 20261009 | $7.00 | $3.17 | 31.1% | 44% |
| 20261008 | $7.05 | $2.77 | 30.6% | 41% |
| 20261007 | $7.02 | $2.67 | 28.9% | 30% |
| 20261006 | $7.70 | $2.85 | 31.3% | 45% |
| 20261005 | $7.50 | $3.60 | 30.8% | 42% |
| 20261002 | $3.23 | $3.23 | 29.2% | 32% |
| 20261001 | $3.42 | $3.42 | 30.6% | 41% |
| 20260930 | $4.20 | $4.20 | 30.7% | 41% |
| 20260929 | $3.75 | $3.75 | 29.2% | 32% |
| 20260928 | $4.47 | $4.47 | 29.4% | 33% |
| 20260925 | $4.17 | $4.17 | 28.7% | 29% |
| 20260924 | $4.75 | $4.75 | 29.2% | 32% |
| 20260923 | $4.30 | $4.30 | 28.2% | 26% |
| 20260922 | $4.47 | $4.47 | 27.5% | 21% |
| 20260921 | $4.60 | $4.60 | 27.5% | 22% |
| 20260918 | $4.55 | $1.27 | 24.6% | 4% |
| 20260917 | $4.68 | $1.02 | 24.6% | 3% |
| 20260916 | $5.15 | $1.35 | 26.5% | 15% |
| 20260915 | $5.17 | $2.00 | 26.2% | 13% |
| 20260914 | $5.35 | $2.15 | 26.8% | 16% |
| 20260911 | $6.10 | $2.45 | 28.7% | 27% |
| 20260910 | $5.72 | $2.80 | 26.9% | 16% |
| 20260909 | $5.78 | $2.42 | 26.5% | 14% |
| 20260908 | $6.20 | $2.83 | 27.2% | 18% |
| 20260904 | $6.05 | $5.03 | 26.1% | 12% |
| 20260903 | $6.03 | $3.92 | 24.8% | 4% |
| 20260902 | $3.77 | $3.77 | 24.8% | 4% |
| 20260901 | $3.93 | $3.93 | 26.5% | 14% |
| 20260831 | $4.45 | $4.45 | 25.8% | 10% |
| 20260828 | $4.60 | $4.60 | 27.5% | 20% |
| 20260827 | $4.80 | $4.80 | 27.0% | 17% |
| 20260826 | $4.28 | $4.28 | 25.9% | 10% |
| 20260825 | $4.68 | $4.68 | 26.2% | 13% |
| 20260824 | $4.40 | $4.40 | 25.3% | 7% |
| 20260821 | $4.55 | $1.40 | 24.6% | 3% |
| 20260820 | $4.67 | $1.23 | 24.1% | 0% |
| 20260819 | $4.95 | $1.55 | 25.3% | 4% |
| 20260818 | $4.62 | $1.85 | 24.7% | 0% |
| 20260817 | $4.85 | $1.92 | 25.7% | 0% |
More on IFF
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.