IXHL · Expected Move

Incannex Healthcare Limited Common Stock

The expected move for IXHL 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).

IXHL straddle price & implied vol

24 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 IXHL Expected Move
30-Day Straddle
$3.60
7-Day Straddle
$2.27
30-Day ATM IV
133.6%
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to IXHL'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.
IXHL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $3.60 $2.27 133.6% —
20261008 $3.65 $2.58 141.3% —
20261007 $2.83 $1.65 151.7% —
20261006 $3.12 $1.65 138.3% —
20261005 $3.70 $1.40 133.3% —
20261002 $1.65 $1.65 120.4% —
20261001 $2.28 $2.28 — —
20260930 $2.62 $2.62 — —
20260929 $2.67 $2.67 — —
20260928 $2.67 $2.67 — —
20260925 $3.38 $3.38 — —
20260924 $3.38 $3.38 165.5% —
20260923 $3.40 $3.40 172.5% —
20260922 $3.48 $3.48 138.7% —
20260921 $1.65 $1.65 357.9% —
20260918 $4.95 $1.72 150.3% —
20260917 $4.95 $2.40 134.7% —
20260916 $5.03 $1.72 — —
20260915 $3.55 $2.12 — —
20260914 $3.50 $1.88 144.4% —
20260911 $2.48 $1.85 158.3% —
20260910 $3.55 $1.67 158.4% —
20260909 $2.48 $3.25 557.7% —
20260908 $3.60 $3.27 205.2% —

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.