MAC · Expected Move

The Macerich Company

The expected move for MAC 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).

MAC 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 MAC Expected Move
30-Day Straddle
$1.80
7-Day Straddle
$0.15
30-Day ATM IV
32.0%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to MAC'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.
MAC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $1.80 $0.15 32.0% 27%
20261015 $2.00 $0.38 34.9% 36%
20261014 $2.05 $10.55 35.7% 38%
20261013 $1.95 $0.75 33.7% 32%
20261012 $2.05 $0.97 34.0% 33%
20261009 $2.00 $1.00 33.6% 32%
20261008 $2.12 $0.95 35.1% 36%
20261007 $2.00 $2.77 34.0% 33%
20261006 $2.75 $0.88 35.6% 38%
20261005 $2.12 $0.97 33.2% 30%
20261002 $1.02 $1.02 30.9% 23%
20261001 $1.15 $1.15 31.6% 25%
20260930 $1.35 $1.35 33.7% 32%
20260929 $1.23 $1.23 30.5% 22%
20260928 $1.23 $1.23 32.0% 27%
20260925 $1.20 $1.20 29.9% 20%
20260924 $1.30 $1.30 30.8% 23%
20260923 $1.43 $1.43 31.6% 25%
20260922 $1.38 $1.38 30.0% 20%
20260921 $1.35 $1.35 30.1% 21%
20260918 $1.40 $0.47 27.7% 13%
20260917 $1.65 $0.50 31.8% 13%
20260916 $1.85 $0.75 32.1% 13%
20260915 $1.68 $0.90 31.3% 12%
20260914 $1.75 $1.03 28.7% 8%
20260911 $1.75 $0.72 29.9% 10%
20260910 $1.73 $0.85 29.9% 10%
20260909 $1.75 $0.72 29.7% 9%
20260908 $1.90 $2.00 35.4% 19%
20260904 $1.62 $0.77 24.2% 1%
20260903 $1.60 $0.80 25.0% 2%
20260902 $0.88 $0.88 — —
20260901 $1.02 $1.02 29.1% 9%
20260831 $1.32 $1.32 32.3% 14%
20260828 $1.25 $1.25 26.4% 4%
20260827 $1.12 $1.12 27.0% 5%
20260826 $1.25 $1.25 26.6% 5%
20260825 $1.20 $1.20 27.4% 6%
20260824 $1.30 $1.30 23.7% 0%
20260821 $1.40 $1.27 26.8% 5%
20260820 $1.38 $0.60 25.8% 3%
20260819 $1.33 $0.60 23.9% 0%
20260818 $1.65 $0.90 26.5% 3%
20260817 $1.50 $0.80 — —
20260814 $1.60 $1.70 31.1% 10%
20260813 $1.62 $1.30 32.0% 11%
20260812 $1.67 $1.23 39.1% 23%
20260811 $1.75 $1.18 28.3% 5%
20260810 $1.70 $1.07 28.7% 6%
20260807 — — 32.9% 13%
20260806 $2.03 $1.33 33.5% 14%
20260805 $1.38 $1.38 30.9% 10%
20260804 $1.88 $1.88 31.9% 11%
20260803 $2.65 $2.65 55.0% 48%
20260731 $2.42 $2.42 39.6% 24%
20260730 $2.05 $2.05 34.0% 15%
20260729 $1.58 $1.58 38.7% 22%
20260728 $2.02 $2.02 36.8% 19%
20260727 $1.88 $1.88 32.6% 12%
20260724 $2.20 $2.20 38.3% 21%

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.