IMAX · Expected Move
Imax Corp
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).
IMAX 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 IMAX Expected Move
30-Day Straddle
$6.10
7-Day Straddle
$6.10
30-Day ATM IV
48.9%
IV Rank
53%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $6.10 | $6.10 | 48.9% | 53% |
| 20261020 | $6.25 | $6.25 | 48.5% | 51% |
| 20261019 | $6.75 | $6.75 | 52.2% | 66% |
| 20261016 | $6.83 | $1.27 | 52.5% | 67% |
| 20261015 | $7.55 | $2.80 | 56.9% | 84% |
| 20261014 | $7.48 | $2.72 | 55.0% | 77% |
| 20261013 | $7.08 | $2.78 | 52.1% | 68% |
| 20261012 | $7.03 | $3.17 | 52.6% | 69% |
| 20261009 | $6.55 | $3.15 | 47.5% | 51% |
| 20261008 | $7.53 | $3.42 | 53.5% | 73% |
| 20261007 | $6.53 | $3.62 | 47.1% | 49% |
| 20261006 | $7.30 | $4.03 | 52.0% | 67% |
| 20261005 | $7.88 | $4.05 | 48.4% | 55% |
| 20261002 | $4.12 | $4.12 | 46.7% | 49% |
| 20261001 | $4.47 | $4.47 | 46.9% | 49% |
| 20260930 | $4.10 | $4.10 | 48.8% | 56% |
| 20260929 | $4.28 | $4.28 | 47.7% | 52% |
| 20260928 | $4.47 | $4.47 | 46.8% | 49% |
| 20260925 | $4.67 | $4.67 | 48.3% | 59% |
| 20260924 | $4.58 | $4.58 | 46.7% | 54% |
| 20260923 | $4.72 | $4.72 | 44.7% | 48% |
| 20260922 | $4.75 | $4.75 | 43.6% | 44% |
| 20260921 | $4.72 | $4.72 | 44.1% | 46% |
| 20260918 | $5.15 | $1.90 | 42.7% | 41% |
| 20260917 | $4.97 | $2.65 | 40.9% | 36% |
| 20260916 | $5.58 | $2.88 | 44.3% | 47% |
| 20260915 | $5.80 | $3.15 | 44.2% | 46% |
| 20260914 | $5.65 | $2.88 | 43.5% | 44% |
| 20260911 | $5.35 | $3.20 | 42.3% | 40% |
| 20260910 | $5.05 | $3.80 | 40.2% | 33% |
| 20260909 | $5.12 | $3.55 | 40.2% | 33% |
| 20260908 | $6.38 | $3.92 | 45.0% | 49% |
| 20260904 | $6.85 | $4.10 | 46.8% | 55% |
| 20260903 | $6.45 | $4.42 | 43.8% | 45% |
| 20260902 | $3.77 | $3.77 | 41.7% | 38% |
| 20260901 | $3.62 | $3.62 | 41.3% | 37% |
| 20260831 | $4.53 | $4.53 | 46.8% | 55% |
| 20260828 | $3.85 | $3.85 | 43.5% | 44% |
| 20260827 | $4.30 | $4.30 | 43.0% | 42% |
| 20260826 | $4.80 | $4.80 | 47.9% | 58% |
| 20260825 | $5.22 | $5.22 | 46.9% | 55% |
| 20260824 | $5.55 | $5.55 | 47.5% | 57% |
| 20260821 | $5.72 | $2.32 | 46.9% | 55% |
| 20260820 | $6.12 | $2.38 | 49.3% | 62% |
| 20260819 | $5.92 | $2.42 | 47.8% | 58% |
| 20260818 | $5.43 | $2.02 | 45.7% | 51% |
| 20260817 | $5.75 | $3.15 | 44.5% | 47% |
| 20260814 | $6.03 | $3.58 | 45.5% | 50% |
| 20260813 | $5.33 | $3.90 | 40.9% | 36% |
| 20260812 | $6.05 | $3.20 | 46.2% | 53% |
| 20260811 | $6.03 | $3.22 | 45.8% | 51% |
| 20260810 | $5.65 | $3.30 | 43.7% | 44% |
| 20260807 | — | — | 43.4% | 44% |
| 20260806 | $6.65 | $3.85 | 47.4% | 57% |
| 20260805 | $3.77 | $3.77 | 45.2% | 50% |
| 20260804 | $4.15 | $4.15 | 43.8% | 45% |
| 20260803 | $4.20 | $4.20 | 43.6% | 44% |
| 20260731 | $3.38 | $3.38 | 39.6% | 31% |
| 20260730 | $3.72 | $3.72 | 41.7% | 38% |
| 20260729 | $4.67 | $4.67 | 45.5% | 50% |
More on IMAX
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.