KEY · Expected Move

KeyCorp

The expected move for KEY 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).

KEY 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 KEY Expected Move
30-Day Straddle
$1.40
7-Day Straddle
$0.15
30-Day ATM IV
28.6%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to KEY'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.
KEY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $1.40 $0.15 28.6% 67%
20261015 $1.40 $0.38 28.2% 63%
20261014 $1.42 $0.55 28.3% 64%
20261013 $1.45 $0.40 28.4% 66%
20261012 $1.43 $0.45 27.1% 54%
20261009 $1.50 $0.53 27.7% 59%
20261008 $1.50 $0.65 27.2% 55%
20261007 $1.52 $0.65 27.7% 59%
20261006 $1.62 $0.55 27.5% 58%
20261005 $1.65 $0.75 28.0% 62%
20261002 $0.80 $0.80 26.1% 44%
20261001 $0.80 $0.80 27.1% 54%
20260930 $0.75 $0.75 25.4% 39%
20260929 $0.88 $0.88 27.4% 56%
20260928 $0.93 $0.93 25.2% 37%
20260925 $0.90 $0.90 25.1% 36%
20260924 $1.10 $1.10 27.2% 55%
20260923 $1.02 $1.02 25.2% 36%
20260922 $1.08 $1.08 24.7% 32%
20260921 $0.95 $0.95 23.2% 19%
20260918 $1.20 $0.22 26.5% 48%
20260917 $1.15 $0.50 24.5% 30%
20260916 $1.23 $0.55 26.0% 44%
20260915 $1.30 $0.73 26.0% 44%
20260914 $1.38 $0.60 26.6% 49%
20260911 $1.27 $0.60 23.8% 24%
20260910 $1.38 $0.68 24.9% 34%
20260909 $1.35 $0.70 24.4% 29%
20260908 $1.32 $0.80 24.6% 32%
20260904 $1.45 $0.90 23.7% 23%
20260903 $1.48 $0.82 23.7% 23%
20260902 $0.82 $0.82 21.7% 5%
20260901 $0.85 $0.85 23.7% 23%
20260831 $0.92 $0.92 22.6% 13%
20260828 $0.95 $0.95 22.9% 15%
20260827 $0.93 $0.93 22.2% 9%
20260826 $1.07 $1.07 23.4% 21%
20260825 $0.97 $0.97 22.3% 10%
20260824 $1.02 $1.02 22.9% 16%
20260821 $1.00 $0.17 21.2% 0%
20260820 $1.15 $0.32 23.4% 12%
20260819 $1.25 $0.38 24.6% 24%
20260818 $1.20 $0.42 22.5% 2%
20260817 $1.20 $0.50 22.1% 0%
20260814 $1.30 $0.62 22.2% 0%
20260813 $1.45 $0.68 25.3% 10%
20260812 $1.40 $0.68 24.1% 2%
20260811 $1.45 $0.82 25.2% 9%
20260810 $1.52 $0.82 25.2% 9%
20260807 — — 23.8% 0%
20260806 $1.50 $1.02 24.5% 3%
20260805 $1.00 $1.00 24.8% 5%
20260804 $1.05 $1.05 24.9% 6%
20260803 $1.05 $1.05 26.4% 15%
20260731 $1.15 $1.15 26.1% 14%
20260730 $1.23 $1.23 26.3% 15%
20260729 $1.30 $1.30 27.7% 24%
20260728 $1.25 $1.25 26.4% 16%
20260727 $1.30 $1.30 26.9% 19%
20260724 $1.27 $1.27 25.9% 12%

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.