M · Expected Move
Macy's Inc.
The expected move for M 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).
M 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 M Expected Move
30-Day Straddle
$2.00
7-Day Straddle
$0.98
30-Day ATM IV
40.0%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to M'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.
M Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.00 | $0.98 | 40.0% | 16% |
| 20261001 | $2.01 | $1.04 | 39.7% | 14% |
| 20260930 | $2.15 | $1.15 | 40.5% | 17% |
| 20260929 | $2.10 | $1.28 | 38.8% | 11% |
| 20260928 | $2.23 | $0.97 | 40.9% | 19% |
| 20260925 | $1.99 | $0.90 | 39.1% | 12% |
| 20260924 | $1.89 | $0.89 | 36.1% | 0% |
| 20260923 | $1.86 | $1.14 | 36.1% | 0% |
| 20260922 | $1.98 | $1.20 | 37.5% | 5% |
| 20260921 | $1.85 | $0.81 | 36.7% | 2% |
| 20260918 | $1.85 | $0.88 | 37.3% | 4% |
| 20260917 | $1.92 | $1.02 | 39.1% | 11% |
| 20260916 | $1.87 | $1.15 | 38.0% | 7% |
| 20260915 | $2.07 | $1.20 | 40.5% | 17% |
| 20260914 | $2.12 | $0.84 | 39.6% | 13% |
| 20260911 | $1.65 | $0.87 | 36.2% | 0% |
| 20260910 | $1.75 | $0.97 | 38.2% | 0% |
| 20260909 | $2.60 | $2.04 | 53.4% | 61% |
| 20260908 | $2.48 | $2.05 | 48.7% | 41% |
| 20260904 | $2.50 | $1.88 | 49.3% | 44% |
| 20260903 | $2.38 | $1.85 | 47.5% | 36% |
| 20260902 | $2.50 | $1.84 | 39.0% | 0% |
| 20260901 | $2.39 | $1.92 | 47.6% | 35% |
| 20260831 | $2.62 | $0.70 | 50.7% | 48% |
| 20260828 | $2.78 | $0.88 | 54.9% | 67% |
| 20260827 | $2.53 | $1.03 | 50.3% | 46% |
| 20260826 | $3.00 | $1.28 | 56.3% | 73% |
| 20260825 | $2.76 | $1.19 | 53.2% | 59% |
| 20260824 | $2.82 | $0.98 | 52.1% | 54% |
| 20260821 | $2.75 | $1.13 | 52.7% | 57% |
| 20260820 | $2.90 | $1.22 | 54.3% | 64% |
| 20260819 | $2.88 | $1.42 | 54.8% | 66% |
| 20260818 | $2.88 | $1.34 | 53.3% | 60% |
| 20260817 | $3.04 | $1.30 | 55.9% | 71% |
| 20260814 | $2.81 | $1.28 | 54.3% | 64% |
| 20260813 | $2.65 | $1.38 | 49.8% | 44% |
| 20260812 | $2.93 | $1.50 | 55.2% | 68% |
| 20260811 | $3.07 | $1.98 | 54.3% | 64% |
| 20260810 | $3.23 | $1.15 | 55.1% | 68% |
| 20260807 | — | — | 51.8% | 53% |
| 20260806 | $3.17 | $1.54 | 55.2% | 68% |
| 20260805 | $2.95 | $1.36 | 51.0% | 49% |
| 20260804 | $3.34 | $1.60 | 54.6% | 65% |
| 20260803 | $3.40 | $1.06 | 54.5% | 65% |
| 20260731 | $2.85 | $1.19 | 51.0% | 50% |
| 20260730 | $2.73 | $1.40 | 49.7% | 44% |
| 20260729 | $2.93 | $1.34 | 51.5% | 52% |
| 20260728 | $2.67 | $1.50 | 47.3% | 33% |
| 20260727 | $3.04 | $1.05 | 51.1% | 41% |
| 20260724 | $2.39 | $1.12 | 47.5% | 26% |
| 20260723 | $2.57 | $1.41 | 48.4% | 28% |
| 20260722 | $2.60 | $1.32 | 46.1% | 21% |
| 20260721 | $2.64 | $1.42 | 45.9% | 20% |
| 20260720 | $2.74 | $0.97 | 48.3% | 28% |
| 20260716 | $2.33 | $1.20 | 43.7% | 13% |
| 20260715 | $2.41 | $1.27 | 44.2% | 15% |
| 20260714 | $2.67 | $1.25 | 46.4% | 22% |
| 20260713 | $2.46 | $1.01 | 45.1% | 18% |
| 20260710 | $2.11 | $1.07 | 43.1% | 11% |
| 20260709 | $2.25 | $1.21 | 44.3% | 15% |
More on M
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.