KSPI · Expected Move
Joint Stock Company Kaspi.kz American Depository Shares
The expected move for KSPI 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).
KSPI 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 KSPI Expected Move
30-Day Straddle
$8.03
7-Day Straddle
$8.03
30-Day ATM IV
38.4%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to KSPI'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.
KSPI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $8.03 | $8.03 | 38.4% | 49% |
| 20261021 | $7.65 | $7.65 | 36.2% | 40% |
| 20261020 | $8.47 | $8.47 | 38.9% | 51% |
| 20261019 | $9.70 | $9.70 | 41.9% | 64% |
| 20261016 | $9.30 | $2.48 | 39.7% | 55% |
| 20261015 | $10.10 | $1.35 | 42.7% | 67% |
| 20261014 | $9.20 | $2.02 | 38.5% | 49% |
| 20261013 | $9.25 | $2.12 | 37.3% | 45% |
| 20261012 | $10.20 | $3.05 | 38.2% | 48% |
| 20261009 | $7.40 | $2.82 | 29.7% | 13% |
| 20261008 | $8.57 | $3.07 | 31.6% | 21% |
| 20261007 | $7.78 | $3.75 | 30.5% | 16% |
| 20261006 | $8.22 | $3.33 | 29.5% | 12% |
| 20261005 | $8.85 | $3.33 | 31.6% | 20% |
| 20261002 | $3.77 | $3.77 | 31.8% | 21% |
| 20261001 | $4.62 | $4.62 | 30.5% | 16% |
| 20260930 | $4.22 | $4.22 | 33.5% | 29% |
| 20260929 | $4.33 | $4.33 | 32.9% | 26% |
| 20260928 | $4.60 | $4.60 | 31.2% | 19% |
| 20260925 | $4.70 | $4.70 | 29.9% | 14% |
| 20260924 | $5.30 | $5.30 | 30.1% | 14% |
| 20260923 | $5.55 | $5.55 | 31.2% | 19% |
| 20260922 | $6.20 | $6.20 | 30.5% | 16% |
| 20260921 | $5.42 | $5.42 | 29.4% | 11% |
| 20260918 | $6.10 | $3.40 | 26.7% | 0% |
| 20260917 | $7.10 | $3.15 | 29.8% | 5% |
| 20260916 | $7.78 | $3.58 | 31.8% | 14% |
| 20260915 | $8.40 | $4.10 | 36.2% | 35% |
| 20260914 | $7.03 | $4.17 | 29.8% | 5% |
| 20260911 | $7.67 | $4.70 | 31.8% | 14% |
| 20260910 | $7.32 | $4.10 | 30.8% | 10% |
| 20260909 | $7.12 | $4.78 | 29.1% | 2% |
| 20260908 | $8.80 | $4.25 | 32.5% | 17% |
| 20260904 | $9.15 | $6.65 | 28.6% | 0% |
| 20260903 | $10.25 | $6.35 | 31.8% | 9% |
| 20260902 | $5.28 | $5.28 | 30.3% | 1% |
| 20260901 | $7.85 | $7.85 | 32.9% | 14% |
| 20260831 | $5.80 | $5.80 | 30.9% | 5% |
| 20260828 | $6.42 | $6.42 | 30.9% | 4% |
| 20260827 | $7.12 | $7.12 | 33.4% | 17% |
| 20260826 | $7.80 | $7.80 | 32.3% | 11% |
| 20260825 | $6.97 | $6.97 | 31.0% | 5% |
| 20260824 | $6.65 | $6.65 | 30.0% | 0% |
| 20260821 | $8.25 | $1.73 | 34.7% | 18% |
| 20260820 | $7.67 | $2.40 | 32.5% | 6% |
| 20260819 | $8.00 | $2.20 | 34.9% | 18% |
| 20260818 | $9.03 | $3.02 | 34.5% | 16% |
| 20260817 | $8.60 | $3.95 | 35.5% | 21% |
| 20260814 | $9.00 | $3.75 | 34.8% | 18% |
| 20260813 | $9.25 | $4.28 | 36.2% | 25% |
| 20260812 | $9.65 | $4.80 | 37.5% | 32% |
| 20260811 | $8.00 | $4.35 | 33.5% | 11% |
| 20260810 | $8.90 | $5.12 | 35.8% | 23% |
| 20260807 | — | — | 42.9% | 60% |
| 20260806 | $11.05 | $8.30 | 44.1% | 67% |
| 20260805 | $8.50 | $8.50 | 44.6% | 69% |
| 20260804 | $8.95 | $8.95 | 49.0% | 92% |
| 20260803 | $9.10 | $9.10 | 47.9% | 86% |
| 20260731 | $8.30 | $8.30 | 47.1% | 82% |
| 20260730 | $9.05 | $9.05 | 48.0% | 87% |
More on KSPI
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.