M (Macy's Inc.)

Expected ove & Straddle Price History

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).

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.

Current M Expected Move
30-Day Straddle
$2.88
7-Day Straddle
$1.42
Avg IV
1.0%
IV Rank
83%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260819 $2.88 $1.42 1.0% 83%
20260818 $2.88 $1.34 1.0% 95%
20260817 $3.04 $1.30 1.0% 82%
20260814 $2.81 $1.28 0.6% 23%
20260813 $2.65 $1.38 0.6% 17%
20260812 $2.93 $1.50 0.7% 30%
20260811 $3.07 $1.98 0.6% 21%
20260810 $3.23 $1.15 0.7% 26%
20260806 $3.17 $1.54 0.7% 30%
20260805 $2.95 $1.36 0.7% 40%
20260804 $3.34 $1.60 0.7% 31%
20260803 $3.40 $1.06 0.6% 17%
20260731 $2.85 $1.19 0.6% 19%
20260730 $2.73 $1.40 0.6% 9%
20260729 $2.93 $1.34 0.6% 21%
20260728 $2.67 $1.50 0.6% 12%
20260727 $3.04 $1.05 0.6% 13%
20260724 $2.39 $1.12 0.6% 22%
20260723 $2.57 $1.41 0.7% 32%
20260722 $2.60 $1.32 0.6% 23%
20260721 $2.64 $1.42 0.6% 21%
20260720 $2.74 $0.97 0.7% 32%
20260716 $2.33 $1.20 0.6% 9%
20260715 $2.41 $1.27 0.6% 8%
20260714 $2.67 $1.25 0.6% 8%
20260713 $2.46 $1.01 0.6% 13%
20260710 $2.11 $1.07 0.6% 10%
20260709 $2.25 $1.21 0.6% 7%
20260708 $2.29 $1.35 0.6% 13%
20260707 $2.46 $1.53 0.6% 18%
20260706 $2.57 $1.02 0.6% 8%
20260702 $2.26 $1.16 0.6% 10%
20260701 $2.34 $1.25 0.5% 0%
20260630 $2.44 $1.39 0.6% 0%
20260629 $2.59 $0.88 0.6% 14%
20260626 $2.16 $1.00 0.7% 15%
20260625 $2.49 $1.19 0.7% 20%
20260624 $2.46 $1.11 0.6% 9%
20260623 $2.48 $1.30 0.6% 0%
20260622 $2.58 $1.02 0.7% 13%
20260618 $2.32 $1.21 0.7% 23%
20260617 $2.29 $1.35 0.8% 32%
20260616 $2.54 $1.50 0.8% 33%
20260615 $2.41 $1.13 0.7% 14%
20260613 $2.41 $1.04 0.7% 21%
20260612 $2.41 $1.04 0.7% 22%
20260611 $2.43 $1.27 0.6% 0%
20260610 $2.31 $1.42 0.7% 7%
20260609 $2.24 $1.25 0.7% 8%
20260608 $2.35 $0.97 0.6% 2%
20260605 $1.97 $1.02 0.8% 22%
20260604 $2.21 $1.25 0.8% 35%
20260603 $2.04 $1.21 0.7% 14%
20260602 $2.97 $2.21 0.8% 35%
20260601 $3.05 $2.05 0.7% 19%
20260529 $2.94 $2.13 0.9% 37%
20260528 $2.90 $2.38 0.8% 22%
20260527 $2.87 $2.26 0.8% 34%
20260526 $3.12 $2.35 0.8% 22%
20260522 $2.62 $0.94 1.1% 67%