KG · Expected Move

Kestrel Group, Ltd.

The expected move for KG 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).

KG 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 KG Expected Move
30-Day Straddle
$7.05
7-Day Straddle
$7.05
30-Day ATM IV
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IV Rank
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Implied one-standard-deviation move through the next 30 days. Compare to KG'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.
KG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20251121 $7.05 $7.05 — —
20251120 $7.05 $7.05 — —
20251119 $7.05 $7.05 — —
20251118 $7.05 $7.05 — —
20251117 $7.05 $7.05 — —
20251114 $6.95 $6.95 — —
20251113 $7.33 $7.33 — —
20251112 $6.95 $6.95 — —
20251111 $6.85 $6.85 — —
20251110 $6.75 $6.75 — —
20251107 $7.12 $7.12 — —
20251106 $7.12 $7.12 — —
20251105 $6.65 $6.65 — —
20251104 $7.08 $7.08 — —
20251103 $6.75 $6.75 — —
20251031 $6.65 $6.65 — —
20251030 $6.55 $6.55 — —
20251029 $6.45 $6.45 — —
20251028 $6.45 $6.45 — —
20251027 $6.45 $6.45 — —
20251024 $6.45 $6.45 — —
20251023 $6.45 $6.45 — —
20251022 $6.45 $6.45 — —
20251021 $6.55 $6.55 — —
20251020 $6.45 $6.45 — —
20251017 $6.88 $6.88 — —
20251016 $6.45 $6.45 — —
20251015 $6.67 $6.67 — —
20251014 $6.55 $6.55 — —
20251013 $6.55 $6.55 — —
20251010 $6.45 $6.45 — —
20251009 $6.45 $6.45 — —
20251008 $6.55 $6.55 — —
20251007 $6.62 $6.62 — —
20251006 $6.45 $6.45 — —
20251003 $6.45 $6.45 — —
20251002 $6.45 $6.45 — —
20251001 $6.45 $6.45 — —
20250930 $6.45 $6.45 — —
20250929 $6.35 $6.35 — —
20250926 $6.62 $6.62 — —
20250925 $6.45 $6.45 — —
20250924 $6.45 $6.45 — —
20250923 $6.47 $6.47 — —
20250922 $6.25 $6.25 — —
20250919 $6.45 $6.45 — —
20250918 $6.45 $6.45 — —
20250917 $6.45 $6.45 — —
20250916 $6.35 $6.35 — —
20250915 $6.55 $6.55 — —
20250912 $6.55 $6.55 — —
20250911 $6.55 $6.55 — —
20250910 $6.55 $6.55 — —
20250909 $6.55 $6.55 — —
20250908 $6.45 $6.45 — —
20250905 $6.45 $6.45 — —
20250904 $6.45 $6.45 — —
20250903 $6.45 $6.45 — —
20250902 $6.45 $6.45 — —
20250829 $6.45 $6.45 — —

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.