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
$2.26
7-Day Straddle
$1.16
Avg IV
0.6%
IV Rank
10%
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
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%
20260521 $2.78 $1.06 0.8% 41%
20260520 $2.77 $1.09 0.9% 44%
20260519 $2.54 $1.17 0.9% 48%
20260518 $2.65 $0.85 0.9% 52%
20260515 $2.61 $1.04 0.8% 41%
20260514 $2.47 $1.21 0.8% 29%
20260513 $2.59 $1.38 0.7% 18%
20260512 $2.27 $1.20 0.7% 22%
20260511 $2.96 $0.82 0.8% 30%
20260510 $2.76 $0.97 0.6% 10%
20260508 $2.35 $0.97 0.7% 21%
20260507 $2.46 $1.02 0.7% 23%
20260506 $2.58 $1.10 0.7% 23%
20260505 $2.54 $1.15 0.7% 23%
20260504 $2.58 $0.79 0.8% 35%
20260502 $2.08 $0.85 0.7% 23%
20260501 $2.04 $0.97 0.7% 24%
20260430 $2.15 $1.00 0.6% 17%
20260429 $2.26 $1.14 0.8% 36%
20260428 $2.25 $1.09 0.7% 33%
20260427 $2.37 $0.80 0.7% 26%
20260424 $1.99 $0.96 0.7% 32%
20260423 $2.08 $1.08 0.7% 30%
20260422 $2.13 $1.07 0.8% 36%
20260421 $2.22 $1.23 0.7% 29%
20260420 $2.23 $0.82 0.7% 28%
20260417 $1.84 $0.86 0.8% 45%
20260416 $1.90 $0.96 0.8% 44%
20260415 $2.00 $1.06 0.8% 46%
20260414 $1.93 $1.07 0.8% 44%
20260413 $2.00 $0.79 0.8% 35%