MAX · Expected Move
MediaAlpha, Inc.
The expected move for MAX 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).
MAX 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 MAX Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
30-Day ATM IV
63.0%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to MAX'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.
MAX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261102 | $1.77 | $1.77 | 63.0% | 25% |
| 20261030 | $1.83 | $1.83 | 62.5% | 24% |
| 20261029 | $1.95 | $1.95 | 65.0% | 28% |
| 20261028 | $1.77 | $1.77 | 73.1% | 39% |
| 20261027 | $2.00 | $2.00 | 72.8% | 39% |
| 20261026 | $1.98 | $1.98 | 73.4% | 39% |
| 20261023 | $2.03 | $2.03 | 73.4% | 39% |
| 20261022 | $1.95 | $1.95 | 71.1% | 36% |
| 20261021 | $1.88 | $1.88 | 80.4% | 49% |
| 20261020 | $2.05 | $2.05 | 71.2% | 36% |
| 20261019 | $2.05 | $2.05 | 70.7% | 35% |
| 20261016 | $2.45 | $1.25 | 76.6% | 43% |
| 20261015 | $2.48 | $1.68 | — | — |
| 20261014 | $1.90 | $0.95 | — | — |
| 20261013 | $1.90 | $0.78 | — | — |
| 20261012 | $1.68 | $0.75 | — | — |
| 20261009 | $1.75 | $0.88 | 66.3% | 24% |
| 20261008 | $1.85 | $0.98 | 79.4% | 40% |
| 20261007 | $1.70 | $0.90 | 71.8% | 31% |
| 20261006 | $1.65 | $1.35 | 68.3% | 27% |
| 20261005 | $1.77 | $1.05 | 65.6% | 23% |
| 20261002 | $1.07 | $1.07 | 66.4% | 24% |
| 20261001 | $1.43 | $1.43 | 66.2% | 24% |
| 20260930 | $2.03 | $2.03 | 64.2% | 21% |
| 20260929 | $1.40 | $1.40 | 66.4% | 24% |
| 20260928 | $1.45 | $1.45 | 70.2% | 28% |
| 20260925 | $1.30 | $1.30 | 65.6% | 23% |
| 20260924 | $1.38 | $1.38 | 66.4% | 24% |
| 20260923 | $2.22 | $2.22 | 101.9% | 63% |
| 20260922 | $1.98 | $1.98 | 85.7% | 45% |
| 20260921 | $1.38 | $1.38 | — | — |
| 20260918 | $3.58 | $1.18 | — | — |
| 20260917 | $1.88 | $1.98 | 74.7% | 33% |
| 20260916 | $1.92 | $1.38 | 78.6% | 37% |
| 20260915 | $1.75 | $1.45 | 66.9% | 24% |
| 20260914 | $1.80 | $1.30 | 73.5% | 32% |
| 20260911 | $1.70 | $1.20 | 66.2% | 23% |
| 20260910 | $2.05 | $1.48 | 69.1% | 27% |
| 20260909 | $1.77 | $1.67 | 62.3% | 19% |
| 20260908 | $2.60 | $1.82 | — | — |
| 20260904 | $1.95 | $1.20 | 61.4% | 18% |
| 20260903 | $1.93 | $1.60 | 62.5% | 19% |
| 20260902 | $1.23 | $1.23 | 66.1% | 23% |
| 20260901 | $1.45 | $1.45 | 67.6% | 25% |
| 20260831 | $1.25 | $1.25 | 55.0% | 11% |
| 20260828 | $1.62 | $1.62 | 70.4% | 28% |
| 20260827 | $1.48 | $1.48 | 65.6% | 23% |
| 20260826 | $1.88 | $1.88 | 67.6% | 25% |
| 20260825 | $1.30 | $1.30 | 52.2% | 8% |
| 20260824 | $1.40 | $1.40 | — | — |
| 20260821 | $1.27 | $0.65 | 45.2% | 0% |
| 20260820 | $1.60 | $1.60 | 71.7% | 24% |
| 20260819 | $1.78 | $1.60 | 60.6% | 10% |
| 20260818 | $1.70 | $0.88 | — | — |
| 20260817 | $1.67 | $1.57 | 56.4% | 5% |
| 20260814 | $2.10 | $1.30 | 62.0% | 12% |
| 20260813 | $2.00 | $1.32 | 61.1% | 11% |
| 20260812 | $1.80 | $1.05 | 57.4% | 6% |
| 20260811 | $2.08 | $1.23 | 55.9% | 5% |
| 20260810 | $2.35 | $1.43 | 62.0% | 12% |
More on MAX
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.