KLAC · Expected Move

KLA Corporation Common Stock

The expected move for KLAC 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).

KLAC 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 KLAC Expected Move
30-Day Straddle
$20.90
7-Day Straddle
$11.35
30-Day ATM IV
62.1%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to KLAC'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.
KLAC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $20.90 $11.35 62.1% 27%
20261023 $20.55 $12.70 63.4% 30%
20261022 $21.70 $14.10 65.1% 34%
20261021 $22.55 $15.20 60.5% 24%
20261020 $23.15 $16.65 62.1% 28%
20261019 $24.40 $8.90 62.7% 29%
20261016 $23.35 $11.45 62.9% 29%
20261015 $24.45 $12.30 62.3% 28%
20261014 $26.15 $14.80 63.9% 31%
20261013 $26.65 $13.60 62.6% 29%
20261012 $28.65 $11.15 64.9% 33%
20261009 $27.40 $12.35 63.2% 30%
20261008 $28.70 $14.75 64.9% 33%
20261007 $27.35 $13.85 61.3% 26%
20261006 $27.70 $14.70 60.5% 24%
20261005 $30.00 $9.90 61.8% 27%
20261002 $28.50 $11.05 62.5% 28%
20261001 $28.10 $12.05 63.0% 29%
20260930 $28.15 $13.70 63.7% 31%
20260929 $29.10 $14.65 63.1% 30%
20260928 $28.10 $10.10 62.5% 28%
20260925 $23.65 $10.65 57.6% 18%
20260924 $24.20 $12.30 56.7% 17%
20260923 $24.40 $13.00 56.8% 17%
20260922 $24.55 $13.35 55.8% 15%
20260921 $24.90 $8.85 56.9% 17%
20260918 $21.20 $9.35 53.3% 10%
20260917 $20.00 $9.90 52.6% 9%
20260916 $20.40 $11.50 52.5% 8%
20260915 $20.95 $11.90 53.1% 9%
20260914 $21.65 $8.45 54.2% 12%
20260911 $20.50 $9.85 51.8% 8%
20260910 $22.10 $12.05 55.2% 17%
20260909 $24.20 $12.75 58.1% 23%
20260908 $24.75 $14.85 56.8% 20%
20260904 $22.60 $11.30 54.8% 16%
20260903 $19.70 $9.60 49.1% 5%
20260902 $19.25 $10.30 48.4% 4%
20260901 $20.25 $11.45 51.0% 9%
20260831 $22.60 $8.50 54.6% 16%
20260828 $19.65 $9.75 50.9% 8%
20260827 $20.10 $11.10 50.6% 8%
20260826 $22.55 $12.60 53.5% 14%
20260825 $23.25 $14.45 54.6% 16%
20260824 $24.15 $10.05 57.1% 20%
20260821 $22.85 $11.10 56.4% 19%
20260820 $22.60 $13.10 55.2% 17%
20260819 $24.10 $14.15 56.3% 19%
20260818 $27.00 $16.20 60.3% 27%
20260817 $28.65 $11.35 59.1% 24%
20260814 $25.45 $12.30 56.6% 20%
20260813 $28.80 $16.30 61.4% 29%
20260812 $28.95 $16.85 61.4% 29%
20260811 $29.50 $17.10 63.7% 33%
20260810 $30.60 $10.80 67.2% 40%
20260807 — — 69.3% 44%
20260806 $39.70 $24.65 75.8% 57%
20260805 $25.10 $25.10 76.5% 58%
20260804 $28.35 $28.35 81.5% 68%
20260803 $26.65 $26.65 80.1% 65%

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.