K · Expected Move

Kellanova

The expected move for K 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).

K 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 K Expected Move
30-Day Straddle
$3.02
7-Day Straddle
$2.70
30-Day ATM IV
13.8%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to K'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.
K Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20251210 $3.02 $2.70 13.8% 20%
20251209 $0.68 $2.70 12.8% 17%
20251208 $8.50 $8.50 22.6% 39%
20251205 $1.32 $0.73 6.2% 3%
20251204 $2.65 $1.10 6.1% 2%
20251203 $15.00 $15.00 16.6% 26%
20251202 $0.75 $0.75 6.0% 2%
20251201 $0.85 $0.85 7.5% 5%
20251128 $1.75 $1.75 7.8% 6%
20251126 $1.25 $1.25 7.6% 6%
20251125 $1.32 $1.32 17.3% 27%
20251124 $1.32 $1.32 7.1% 5%
20251121 $1.10 $4.50 11.3% 14%
20251120 $8.60 $2.38 18.8% 31%
20251119 $9.60 $1.18 19.2% 32%
20251118 $1.35 $3.30 9.6% 10%
20251117 $9.95 $8.38 17.8% 29%
20251114 $2.88 $2.58 9.0% 9%
20251113 $15.00 $9.45 13.3% 19%
20251112 $1.57 $2.15 20.4% 34%
20251111 $1.38 $1.10 15.9% 24%
20251110 $1.32 $0.70 8.8% 9%
20251107 $1.00 $1.12 10.3% 12%
20251106 $1.02 $1.02 10.3% 12%
20251105 $3.05 $3.05 10.8% 13%
20251104 $8.32 $8.32 26.2% 47%
20251103 $8.32 $8.32 16.1% 25%
20251031 $1.00 $1.00 10.8% 13%
20251030 $1.02 $1.02 11.9% 15%
20251029 $2.73 $2.73 21.3% 36%
20251028 $1.62 $1.62 11.6% 15%
20251027 $1.07 $1.07 8.9% 9%
20251024 $1.23 $1.23 7.1% 5%
20251023 $7.80 $7.80 22.9% 40%
20251022 $1.08 $1.08 6.1% 2%
20251021 $1.27 $1.27 6.9% 4%
20251020 $1.20 $1.20 15.4% 23%
20251017 $2.15 $2.33 10.0% 11%
20251016 $1.25 $1.90 11.9% 15%
20251015 $2.62 $0.85 5.7% 2%
20251014 $8.95 $0.93 23.9% 42%
20251013 $7.90 $1.33 5.1% 0%
20251010 $1.07 $3.15 10.0% 8%
20251009 $1.18 $1.70 11.5% 12%
20251008 $3.35 $1.67 6.3% 0%
20251007 $8.28 $1.62 21.1% 34%
20251006 $1.32 $1.88 9.0% 6%
20251003 $1.88 $1.88 6.6% 0%
20251002 $1.23 $1.23 14.0% 16%
20251001 $2.23 $2.23 14.5% 17%
20250930 $2.35 $2.35 11.7% 10%
20250929 $2.10 $2.10 12.2% 16%
20250926 $3.17 $3.17 22.3% 38%
20250925 $3.73 $3.73 26.5% 48%
20250924 $2.78 $2.78 21.2% 36%
20250923 $2.17 $2.17 18.4% 30%
20250922 $2.80 $2.80 30.4% 57%
20250919 $2.70 $1.38 31.4% 59%
20250918 $3.50 $1.57 18.1% 29%
20250917 $3.25 $1.70 15.5% 23%

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.