KEN · Expected Move
KENON HOLDINGS LTD.
The expected move for KEN 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).
KEN 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 KEN Expected Move
30-Day Straddle
$6.08
7-Day Straddle
$6.08
30-Day ATM IV
40.7%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to KEN'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.
KEN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $6.08 | $6.08 | 40.7% | 64% |
| 20261023 | $5.90 | $5.90 | 42.7% | 81% |
| 20261022 | $6.25 | $6.25 | 42.9% | 82% |
| 20261021 | $6.30 | $6.30 | 41.7% | 72% |
| 20261020 | $5.95 | $5.95 | 42.6% | 80% |
| 20261019 | $7.20 | $7.20 | 39.0% | 49% |
| 20261016 | $5.97 | $4.30 | 40.3% | 60% |
| 20261015 | $6.70 | $3.57 | 43.1% | 84% |
| 20261014 | $7.20 | $5.40 | 37.6% | 38% |
| 20261013 | $7.20 | $5.50 | 43.0% | 83% |
| 20261012 | $6.65 | $5.43 | 39.8% | 56% |
| 20261009 | $5.90 | $5.12 | 41.6% | 71% |
| 20261008 | $6.62 | $4.53 | 43.4% | 87% |
| 20261007 | $7.10 | $4.95 | 38.6% | 45% |
| 20261006 | $7.60 | $5.20 | 41.6% | 71% |
| 20261005 | $6.58 | $5.08 | 40.5% | 68% |
| 20261002 | $5.42 | $5.42 | 43.8% | 92% |
| 20261001 | $4.97 | $4.97 | 42.8% | 84% |
| 20260930 | $4.33 | $4.33 | 40.2% | 65% |
| 20260929 | $5.80 | $5.80 | 44.0% | 93% |
| 20260928 | $5.72 | $5.72 | 43.2% | 87% |
| 20260925 | $5.10 | $5.10 | 40.7% | 69% |
| 20260924 | $5.05 | $5.05 | 40.1% | 65% |
| 20260923 | $6.45 | $6.45 | 43.7% | 91% |
| 20260922 | $6.15 | $6.15 | 42.3% | 81% |
| 20260921 | $5.82 | $5.82 | 39.8% | 63% |
| 20260918 | $6.05 | $3.50 | 41.8% | 77% |
| 20260917 | $6.20 | $4.97 | 41.1% | 72% |
| 20260916 | $6.15 | $5.00 | 40.5% | 68% |
| 20260915 | $6.38 | $5.70 | 42.2% | 80% |
| 20260914 | $6.00 | $4.90 | 40.8% | 69% |
| 20260911 | $6.15 | $5.10 | 39.1% | 57% |
| 20260910 | $6.62 | $4.85 | 40.9% | 70% |
| 20260909 | $6.70 | $4.88 | 41.4% | 74% |
| 20260908 | $7.53 | $5.58 | 45.0% | 100% |
| 20260904 | $6.97 | $5.50 | 40.9% | 71% |
| 20260903 | $6.55 | $5.40 | 35.7% | 34% |
| 20260902 | $5.33 | $5.33 | 40.5% | 68% |
| 20260901 | $5.53 | $5.53 | 41.8% | 77% |
| 20260831 | $4.70 | $4.70 | 38.8% | 56% |
| 20260828 | $6.75 | $6.75 | 41.9% | 78% |
| 20260827 | $5.55 | $5.55 | 36.4% | 39% |
| 20260826 | $5.83 | $5.83 | 36.8% | 41% |
| 20260825 | $6.15 | $6.15 | 37.4% | 46% |
| 20260824 | $5.40 | $5.40 | 34.8% | 27% |
| 20260821 | $6.40 | $3.20 | 41.1% | 73% |
| 20260820 | $5.60 | $4.85 | 37.8% | 49% |
| 20260819 | $5.40 | $4.80 | 36.8% | 41% |
| 20260818 | $5.40 | $4.88 | 37.0% | 43% |
| 20260817 | $6.35 | $5.18 | 41.7% | 80% |
| 20260814 | $6.38 | $5.30 | 39.2% | 64% |
| 20260813 | $6.60 | $4.72 | 39.8% | 68% |
| 20260812 | $6.38 | $5.60 | 38.6% | 60% |
| 20260811 | $6.30 | $5.25 | 42.3% | 83% |
| 20260810 | $7.15 | $4.82 | 42.8% | 87% |
| 20260807 | — | — | 41.2% | 77% |
| 20260806 | $7.70 | $5.72 | 44.9% | 100% |
| 20260805 | $5.30 | $5.30 | 43.2% | 100% |
| 20260804 | $5.62 | $5.62 | 39.0% | 72% |
| 20260803 | $5.30 | $5.30 | 37.8% | 64% |
More on KEN
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.