IMOS · Expected Move

ChipMOS TECHNOLOGIES INC

The expected move for IMOS 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).

IMOS 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 IMOS Expected Move
30-Day Straddle
$10.55
7-Day Straddle
$7.50
30-Day ATM IV
83.3%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to IMOS'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.
IMOS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $10.55 $7.50 83.3% 78%
20261106 $10.00 $6.57 85.9% 85%
20261105 $10.60 $6.73 86.1% 85%
20261104 $7.53 $7.53 77.3% 62%
20261103 $8.15 $8.15 79.4% 68%
20261102 $8.28 $8.28 78.1% 64%
20261030 $8.30 $8.30 76.8% 61%
20261029 $8.90 $8.90 72.3% 49%
20261028 $9.65 $9.65 72.3% 49%
20261027 $9.40 $9.40 73.1% 51%
20261026 $9.27 $9.27 73.1% 51%
20261023 $9.95 $9.95 79.2% 67%
20261022 $10.27 $10.27 82.3% 75%
20261021 $10.20 $10.20 70.5% 44%
20261020 $10.10 $10.10 71.4% 47%
20261019 $9.90 $9.90 64.9% 30%
20261016 $10.75 $2.73 71.6% 47%
20261015 $11.15 $3.55 68.7% 40%
20261014 $10.90 $4.40 61.7% 21%
20261013 $12.85 $5.45 67.4% 36%
20261012 $12.35 $5.70 63.4% 26%
20261009 $13.40 $6.47 63.6% 26%
20261008 $13.35 $5.85 65.0% 30%
20261007 $13.55 $6.60 63.1% 25%
20261006 $13.90 $7.10 63.9% 27%
20261005 $13.35 $7.75 63.1% 25%
20261002 $8.50 $8.50 62.9% 24%
20261001 $7.60 $7.60 62.7% 24%
20260930 $7.45 $7.45 62.1% 22%
20260929 $7.80 $7.80 64.6% 29%
20260928 $7.40 $7.40 60.5% 18%
20260925 $8.85 $8.85 63.8% 27%
20260924 $8.30 $8.30 63.1% 25%
20260923 $8.80 $8.80 64.4% 28%
20260922 $8.90 $8.90 63.3% 25%
20260921 $7.25 $7.25 56.8% 8%
20260918 $7.25 $5.03 53.6% 0%
20260917 $7.90 $0.92 64.2% 23%
20260916 $7.90 $1.30 63.4% 22%
20260915 $8.25 $2.98 65.5% 27%
20260914 $8.50 $2.08 67.4% 32%
20260911 $8.50 $2.60 62.2% 18%
20260910 $8.75 $3.08 61.3% 16%
20260909 $9.35 $3.65 61.8% 17%
20260908 $9.70 $4.60 62.5% 19%
20260904 $9.45 $4.40 59.0% 9%
20260903 $9.90 $4.90 60.4% 13%
20260902 $4.45 $4.45 58.3% 7%
20260901 $5.70 $5.70 57.7% 6%
20260831 $4.62 $4.62 57.3% 4%
20260828 $5.62 $5.62 57.4% 5%
20260827 $5.72 $5.72 55.7% 0%
20260826 $6.72 $6.72 58.0% 6%
20260825 $5.75 $5.75 55.7% 0%
20260824 $6.03 $6.03 58.0% 5%
20260821 $6.38 $5.00 57.9% 18%
20260820 $6.67 $5.00 58.2% 19%
20260819 $8.35 $5.60 61.2% 26%
20260818 $7.08 $5.25 59.7% 23%
20260817 $7.85 $5.75 56.1% 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.