IMAX (Imax Corp)

Expected Move & Straddle Price History

The expected move for IMAX 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).

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.

Current IMAX Expected Move
30-Day Straddle
$6.85
7-Day Straddle
$4.10
Avg IV
0.6%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to IMAX'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.
IMAX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $6.85 $4.10 0.6% 11%
20260903 $6.45 $4.42 0.5% 1%
20260902 $3.77 $3.77 1.0% 59%
20260901 $3.62 $3.62 1.1% 76%
20260831 $4.53 $4.53 0.9% 53%
20260828 $3.85 $3.85 1.0% 63%
20260827 $4.30 $4.30 1.0% 63%
20260826 $4.80 $4.80 1.1% 70%
20260825 $5.22 $5.22 1.1% 73%
20260824 $5.55 $5.55 0.9% 51%
20260821 $5.72 $2.32 0.8% 40%
20260820 $6.12 $2.38 0.9% 49%
20260819 $5.92 $2.42 0.8% 38%
20260818 $5.43 $2.02 0.9% 52%
20260817 $5.75 $3.15 0.9% 44%
20260814 $6.03 $3.58 0.9% 51%
20260813 $5.33 $3.90 0.7% 28%
20260812 $6.05 $3.20 0.8% 31%
20260811 $6.03 $3.22 0.9% 45%
20260810 $5.65 $3.30 0.7% 28%
20260806 $6.65 $3.85 0.7% 28%
20260805 $3.77 $3.77 1.0% 65%
20260804 $4.15 $4.15 0.9% 45%
20260803 $4.20 $4.20 0.9% 52%
20260731 $3.38 $3.38 0.7% 29%
20260730 $3.72 $3.72 0.6% 18%
20260729 $4.67 $4.67 0.7% 29%
20260728 $3.85 $3.85 0.7% 21%
20260727 $3.15 $3.15 0.7% 24%
20260724 $4.17 $4.17 0.6% 17%
20260723 $4.15 $4.15 0.6% 16%
20260722 $4.82 $4.82 0.7% 26%
20260721 $5.15 $5.15 0.7% 24%
20260720 $4.80 $4.80 0.7% 28%
20260716 $5.65 $2.35 0.7% 26%
20260715 $6.03 $1.77 0.7% 22%
20260714 $5.60 $1.95 0.7% 24%
20260713 $5.47 $2.17 0.7% 23%
20260710 $5.42 $2.05 0.6% 17%
20260709 $5.62 $2.58 0.6% 21%
20260708 $6.03 $2.35 0.6% 20%
20260707 $6.70 $3.30 0.6% 21%
20260706 $6.12 $2.85 0.7% 22%
20260702 $2.55 $2.55 0.8% 36%
20260701 $3.12 $3.12 0.8% 37%
20260630 $2.85 $2.85 0.8% 38%
20260629 $2.98 $2.98 0.7% 29%
20260626 $3.25 $3.25 0.6% 17%
20260625 $3.70 $3.70 0.8% 42%
20260624 $3.92 $3.92 0.8% 45%
20260623 $4.75 $4.75 0.7% 26%
20260622 $3.67 $3.67 0.7% 33%
20260618 $3.62 $1.60 0.7% 24%
20260617 $3.97 $2.60 0.7% 24%
20260616 $3.90 $2.38 0.7% 24%
20260615 $4.08 $1.45 0.6% 21%
20260613 $3.95 $1.88 0.5% 6%
20260612 $3.95 $1.88 0.6% 11%
20260611 $4.45 $2.33 0.6% 19%
20260610 $4.53 $2.73 0.6% 12%