IOSP · Expected Move

Innospec Inc.

The expected move for IOSP 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).

IOSP 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 IOSP Expected Move
30-Day Straddle
$6.47
7-Day Straddle
$6.47
30-Day ATM IV
27.6%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to IOSP'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.
IOSP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $6.47 $6.47 27.6% 55%
20261021 $6.12 $6.12 27.1% 52%
20261020 $6.15 $6.15 27.2% 52%
20261019 $6.90 $6.90 28.7% 64%
20261016 $6.25 $4.20 27.5% 54%
20261015 $6.58 $4.45 27.9% 58%
20261014 $6.75 $4.93 27.6% 56%
20261013 $7.10 $5.15 27.3% 53%
20261012 $6.70 $4.90 27.2% 52%
20261009 $6.53 $3.90 25.5% 40%
20261008 $7.25 $4.93 25.9% 43%
20261007 $7.10 $4.80 25.3% 38%
20261006 $7.10 $4.93 25.1% 37%
20261005 $7.47 $4.93 24.9% 35%
20261002 $5.53 $5.53 23.7% 26%
20261001 $4.93 $4.93 24.8% 34%
20260930 $4.93 $4.93 24.1% 29%
20260929 $5.43 $5.43 24.0% 28%
20260928 $5.32 $5.32 25.4% 38%
20260925 $4.88 $4.88 20.5% 2%
20260924 $5.65 $5.65 25.4% 38%
20260923 $4.90 $4.90 22.8% 19%
20260922 $3.70 $3.70 20.3% 0%
20260921 $5.25 $5.25 22.3% 7%
20260918 $5.25 $4.88 21.6% 1%
20260917 $5.32 $4.80 22.5% 9%
20260916 $5.42 $4.88 22.5% 9%
20260915 $5.97 $4.80 24.4% 22%
20260914 $6.00 $4.90 21.5% 0%
20260911 $5.53 $4.88 22.6% 8%
20260910 $5.92 $4.88 25.0% 24%
20260909 $5.57 $4.88 23.5% 13%
20260908 $5.95 $4.80 25.4% 26%
20260904 $5.60 $4.88 25.1% 24%
20260903 $6.05 $4.90 23.8% 15%
20260902 $4.88 $4.88 21.4% 0%
20260901 $5.25 $5.25 23.4% 13%
20260831 $4.80 $4.80 24.3% 18%
20260828 $4.80 $4.80 24.3% 18%
20260827 $4.80 $4.80 24.4% 19%
20260826 $4.80 $4.80 23.1% 11%
20260825 $4.90 $4.90 24.6% 20%
20260824 $4.92 $4.92 24.4% 19%
20260821 $4.92 $4.88 24.7% 21%
20260820 $5.53 $4.80 27.6% 39%
20260819 $5.25 $4.80 25.8% 28%
20260818 $5.35 $4.80 25.5% 26%
20260817 $5.15 $4.88 24.5% 20%
20260814 $4.92 $4.80 21.4% 0%
20260813 $5.10 $4.80 22.2% 0%
20260812 $5.65 $4.80 25.3% 15%
20260811 $5.32 $4.88 23.5% 2%
20260810 $5.97 $5.10 25.7% 16%
20260807 — — 26.6% 22%
20260806 $6.65 $5.65 23.9% 5%
20260805 $5.45 $5.45 25.2% 13%
20260804 $6.08 $6.08 30.6% 48%
20260803 $5.47 $5.47 31.8% 55%
20260731 $5.55 $5.55 30.2% 26%
20260730 $5.40 $5.40 30.7% 28%

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.