IGIC · Expected Move

International General Insurance Holdings Ltd. Ordinary Share

The expected move for IGIC 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).

IGIC 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 IGIC Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
30-Day ATM IV
40.9%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to IGIC'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.
IGIC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261104 $1.77 $1.77 40.9% 68%
20261103 $2.17 $2.17 49.8% 100%
20261102 $1.97 $1.97 40.0% 67%
20261030 $2.12 $2.12 42.9% 78%
20261029 $1.95 $1.95 37.6% 58%
20261028 $2.17 $2.17 36.0% 52%
20261027 $1.70 $1.70 39.4% 65%
20261026 $1.48 $1.48 34.0% 45%
20261023 $2.17 $2.17 45.7% 88%
20261022 $2.75 $2.75 41.0% 71%
20261021 $2.10 $2.10 41.5% 73%
20261020 $3.12 $3.12 38.3% 61%
20261019 $2.02 $2.02 29.1% 27%
20261016 $2.15 $1.32 27.5% 21%
20261015 $2.40 $1.25 45.2% 86%
20261014 $2.15 $0.38 38.7% 62%
20261013 $2.40 $0.60 25.3% 13%
20261012 $1.52 $0.57 24.3% 10%
20261009 $2.38 $0.47 34.7% 48%
20261008 $3.17 $0.53 48.9% 100%
20261007 $2.17 $0.75 31.5% 40%
20261006 $1.68 $0.62 24.2% 10%
20261005 $2.05 $0.68 29.2% 31%
20261002 $0.78 $0.78 25.0% 14%
20261001 $0.62 $0.62 33.7% 49%
20260930 $0.93 $0.93 31.6% 41%
20260929 $0.78 $0.78 32.6% 45%
20260928 $0.88 $0.88 30.2% 35%
20260925 $0.88 $0.88 25.3% 15%
20260924 $0.90 $0.90 32.6% 45%
20260923 $0.90 $0.90 25.2% 14%
20260922 $1.05 $1.05 27.7% 25%
20260921 $1.27 $1.27 27.3% 23%
20260918 $1.20 $0.65 27.1% 22%
20260917 $1.20 $1.43 21.7% 0%
20260916 $1.07 $1.62 22.3% 0%
20260915 $1.85 $1.32 25.2% 0%
20260914 $1.75 $1.88 30.2% 9%
20260911 $2.15 $1.97 38.6% 28%
20260910 $2.12 $2.27 32.6% 14%
20260909 $2.30 $2.30 38.6% 28%
20260908 $2.60 $2.48 38.8% 29%
20260904 $3.20 $2.42 37.0% 22%
20260903 $3.10 $3.25 40.6% 29%
20260902 $3.12 $3.12 42.3% 31%
20260901 $1.85 $1.85 38.3% 22%
20260831 $3.30 $3.30 39.6% 24%
20260828 $2.65 $2.65 37.8% 21%
20260827 $2.92 $2.92 39.4% 13%
20260826 $3.10 $3.10 40.8% 15%
20260825 $2.55 $2.55 37.3% 11%
20260824 $2.70 $2.70 44.0% 18%
20260821 $2.47 $2.45 36.9% 11%
20260820 $2.38 $1.57 38.3% 12%
20260819 $3.65 $1.95 43.4% 17%
20260818 $2.80 $2.23 42.7% 17%
20260817 $2.62 $1.55 40.3% 14%
20260814 $3.60 $2.62 41.1% 15%
20260813 $3.47 $2.38 46.0% 20%
20260812 $3.45 $2.02 37.9% 12%

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.