KLG · Expected Move

WK Kellogg Co

The expected move for KLG 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).

KLG 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 KLG Expected Move
30-Day Straddle
$7.53
7-Day Straddle
$7.53
30-Day ATM IV
44.0%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to KLG'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.
KLG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20250925 $7.53 $7.53 44.0% 33%
20250924 $15.00 $15.00 33.3% 23%
20250923 $7.53 $7.53 37.7% 27%
20250922 $0.05 $0.05 32.0% 22%
20250919 $7.53 $7.90 — —
20250918 $9.40 $7.95 — —
20250917 $7.55 $7.95 — —
20250916 $15.00 $7.95 28.8% 19%
20250915 $5.00 $2.92 28.2% 18%
20250912 $7.53 $0.50 30.7% 21%
20250911 $8.25 $7.85 — —
20250910 $7.53 $7.97 — —
20250909 $15.00 $0.45 26.0% 16%
20250908 $8.62 $7.97 — —
20250905 $15.00 $7.95 25.2% 15%
20250904 $6.10 $0.47 — —
20250903 $0.42 $0.42 — —
20250902 $0.53 $0.53 14.1% 5%
20250829 $0.55 $0.55 — —
20250828 $0.65 $0.65 — —
20250827 $5.53 $5.53 14.1% 5%
20250826 $5.45 $5.45 — —
20250825 $0.60 $0.60 — —
20250822 $0.48 $0.48 9.1% 0%
20250821 $6.03 $6.03 — —
20250820 $5.58 $5.58 — —
20250819 $5.50 $5.50 — —
20250818 $0.55 $0.55 — —
20250815 $0.72 $0.55 — —
20250814 $0.60 $5.80 — —
20250813 $6.58 $0.65 — —
20250812 $5.65 $5.62 — —
20250811 $0.80 $3.12 31.6% 19%
20250808 $0.70 $5.62 14.9% 3%
20250807 $0.80 $0.70 28.5% 16%
20250806 $1.02 $0.68 — —
20250805 $0.95 $0.68 — —
20250804 $0.95 $5.70 114.0% 100%
20250801 $5.62 $5.62 — —
20250731 $5.67 $5.67 14.8% 4%
20250730 $0.62 $0.62 12.3% 0%
20250729 $0.72 $0.72 — —
20250728 $5.75 $5.75 88.7% 100%
20250725 $0.72 $0.72 16.8% 8%
20250724 $5.88 $5.88 22.9% 19%
20250723 $0.73 $0.73 20.2% 14%
20250722 $0.70 $0.70 17.9% 10%
20250721 $0.95 $0.95 — —
20250718 $0.85 $0.72 44.3% 56%
20250717 $1.57 $6.42 — —
20250716 $0.70 $0.65 13.6% 3%
20250715 $5.65 $5.53 — —
20250714 $0.50 $5.53 30.4% 32%
20250711 $0.62 $0.43 12.0% 0%
20250710 $0.65 $0.45 14.7% 0%
20250709 $8.35 $8.75 — —
20250708 $2.73 $1.77 62.9% 81%
20250707 $2.60 $1.75 58.6% 69%
20250703 $2.40 $1.50 51.3% 49%
20250702 $2.20 $2.20 66.6% 91%

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.