KALU · Expected Move
Kaiser Aluminum Corporation
The expected move for KALU 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).
KALU 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 KALU Expected Move
30-Day Straddle
$11.90
7-Day Straddle
$11.90
30-Day ATM IV
42.9%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to KALU'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.
KALU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $11.90 | $11.90 | 42.9% | 8% |
| 20261021 | $17.85 | $17.85 | 51.1% | 61% |
| 20261020 | $18.95 | $18.95 | 52.8% | 72% |
| 20261019 | $18.65 | $18.65 | 52.9% | 72% |
| 20261016 | $19.45 | $5.70 | 52.3% | 68% |
| 20261015 | $19.20 | $4.75 | 51.4% | 62% |
| 20261014 | $19.25 | $6.25 | 51.2% | 61% |
| 20261013 | $19.65 | $6.10 | 49.7% | 52% |
| 20261012 | $20.15 | $6.80 | 51.5% | 63% |
| 20261009 | $20.80 | $7.67 | 50.4% | 56% |
| 20261008 | $20.70 | $7.83 | 50.1% | 55% |
| 20261007 | $21.70 | $8.70 | 50.1% | 54% |
| 20261006 | $21.60 | $9.15 | 49.4% | 50% |
| 20261005 | $21.35 | $9.75 | 48.2% | 43% |
| 20261002 | $9.97 | $9.97 | 47.8% | 40% |
| 20261001 | $11.00 | $11.00 | 49.0% | 47% |
| 20260930 | $10.95 | $10.95 | 48.9% | 47% |
| 20260929 | $12.65 | $12.65 | 49.2% | 49% |
| 20260928 | $13.00 | $13.00 | 49.3% | 49% |
| 20260925 | $12.32 | $12.32 | 45.0% | 22% |
| 20260924 | $13.43 | $13.43 | 46.4% | 31% |
| 20260923 | $12.95 | $12.95 | 44.2% | 17% |
| 20260922 | $13.55 | $13.55 | 44.4% | 18% |
| 20260921 | $14.00 | $14.00 | 45.7% | 26% |
| 20260918 | $13.80 | $4.80 | 41.9% | 2% |
| 20260917 | $14.65 | $5.12 | 42.3% | 5% |
| 20260916 | $15.00 | $6.15 | 43.0% | 10% |
| 20260915 | $14.80 | $5.78 | 42.7% | 8% |
| 20260914 | $15.15 | $6.53 | 43.3% | 12% |
| 20260911 | $16.45 | $8.48 | 41.5% | 1% |
| 20260910 | $17.40 | $8.55 | 43.7% | 14% |
| 20260909 | $18.95 | $10.00 | 44.3% | 18% |
| 20260908 | $18.90 | $10.32 | 44.1% | 17% |
| 20260904 | $19.55 | $11.02 | 43.5% | 13% |
| 20260903 | $18.70 | $10.65 | 42.2% | 5% |
| 20260902 | $11.68 | $11.68 | 43.5% | 13% |
| 20260901 | $12.07 | $12.07 | 41.9% | 3% |
| 20260831 | $12.10 | $12.10 | 41.6% | 1% |
| 20260828 | $13.25 | $13.25 | 42.9% | 9% |
| 20260827 | $13.50 | $13.50 | 43.8% | 15% |
| 20260826 | $15.25 | $15.25 | 46.4% | 32% |
| 20260825 | $14.25 | $14.25 | 44.1% | 17% |
| 20260824 | $15.05 | $15.05 | 45.9% | 28% |
| 20260821 | $16.85 | $4.80 | 47.6% | 39% |
| 20260820 | $15.00 | $4.88 | 43.9% | 16% |
| 20260819 | $15.40 | $4.70 | 43.0% | 10% |
| 20260818 | $18.10 | $6.50 | 48.4% | 44% |
| 20260817 | $19.95 | $7.53 | 45.7% | 27% |
| 20260814 | $20.65 | $8.75 | 46.3% | 31% |
| 20260813 | $21.60 | $9.57 | 45.6% | 26% |
| 20260812 | $21.65 | $11.40 | 45.3% | 25% |
| 20260811 | $21.15 | $10.60 | 42.4% | 6% |
| 20260810 | $21.90 | $12.85 | 44.8% | 21% |
| 20260807 | — | — | 43.1% | 11% |
| 20260806 | $20.65 | $12.70 | 42.3% | 6% |
| 20260805 | $12.50 | $12.50 | 41.8% | 3% |
| 20260804 | $13.45 | $13.45 | 43.6% | 14% |
| 20260803 | $13.50 | $13.50 | 44.7% | 21% |
| 20260731 | $13.25 | $13.25 | 44.1% | 17% |
| 20260730 | $14.10 | $14.10 | 44.6% | 20% |
More on KALU
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.