MBI · Expected Move
MBIA Inc.
The expected move for MBI 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).
MBI 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 MBI Expected Move
30-Day Straddle
$0.62
7-Day Straddle
$0.45
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to MBI'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.
MBI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $0.62 | $0.45 | — | — |
| 20261015 | $0.70 | $0.85 | 52.9% | 20% |
| 20261014 | $10.62 | $1.55 | 60.1% | 30% |
| 20261013 | $0.78 | $0.62 | — | — |
| 20261012 | $5.58 | $5.47 | — | — |
| 20261009 | $0.62 | $0.80 | 69.7% | 43% |
| 20261008 | $0.78 | $1.42 | 70.9% | 45% |
| 20261007 | $0.68 | $2.42 | 61.7% | 32% |
| 20261006 | $0.70 | $0.90 | 64.9% | 36% |
| 20261005 | $0.65 | $0.85 | 71.4% | 45% |
| 20261002 | $0.55 | $0.55 | — | — |
| 20261001 | $1.23 | $1.23 | 72.0% | 46% |
| 20260930 | $1.45 | $1.45 | 55.2% | 23% |
| 20260929 | $0.57 | $0.57 | 57.0% | 26% |
| 20260928 | $0.57 | $0.57 | 64.2% | 36% |
| 20260925 | $0.93 | $0.93 | 67.8% | 40% |
| 20260924 | $2.48 | $2.48 | 60.5% | 30% |
| 20260923 | $1.48 | $1.48 | — | — |
| 20260922 | $1.30 | $1.30 | 56.9% | 26% |
| 20260921 | $1.55 | $1.55 | 66.5% | 39% |
| 20260918 | $0.90 | $0.55 | 84.8% | 64% |
| 20260917 | $1.43 | $1.38 | 51.3% | 18% |
| 20260916 | $0.68 | $1.38 | 60.4% | 30% |
| 20260915 | $0.83 | $1.42 | — | — |
| 20260914 | $0.93 | $0.57 | 61.7% | 32% |
| 20260911 | $0.82 | $7.85 | 46.9% | 12% |
| 20260910 | $1.55 | $0.77 | 89.8% | 71% |
| 20260909 | $0.88 | $1.35 | 54.4% | 22% |
| 20260908 | $0.90 | $0.80 | 60.2% | 30% |
| 20260904 | $7.92 | $0.72 | 63.2% | 34% |
| 20260903 | $0.68 | $0.68 | 40.6% | 3% |
| 20260902 | $0.68 | $0.68 | 45.8% | 10% |
| 20260901 | $2.35 | $2.35 | — | — |
| 20260831 | $0.45 | $0.45 | 43.3% | 7% |
| 20260828 | $0.43 | $0.43 | — | — |
| 20260827 | $0.50 | $0.50 | 48.3% | 14% |
| 20260826 | $0.42 | $0.42 | 47.2% | 12% |
| 20260825 | $0.53 | $0.53 | 50.5% | 17% |
| 20260824 | $0.43 | $0.43 | 45.0% | 9% |
| 20260821 | $0.55 | $0.10 | 49.7% | 16% |
| 20260820 | $0.47 | $1.48 | 42.1% | 5% |
| 20260819 | $0.60 | $0.25 | — | — |
| 20260818 | $0.53 | $0.25 | 45.5% | 10% |
| 20260817 | $0.55 | $0.20 | 62.7% | 33% |
| 20260814 | $0.50 | $0.17 | — | — |
| 20260813 | $0.53 | $0.25 | 68.1% | 41% |
| 20260812 | $0.57 | $0.23 | 45.0% | 9% |
| 20260811 | $0.78 | $0.32 | — | — |
| 20260810 | $0.90 | $0.47 | 68.0% | 41% |
| 20260807 | — | — | 66.5% | 39% |
| 20260806 | $2.65 | $0.62 | — | — |
| 20260805 | $0.65 | $0.65 | 66.6% | 39% |
| 20260804 | $0.57 | $0.57 | 59.7% | 29% |
| 20260803 | $0.62 | $0.62 | 63.4% | 34% |
| 20260731 | $0.57 | $0.57 | 60.5% | 30% |
| 20260730 | $0.65 | $0.65 | 62.5% | 33% |
| 20260729 | $0.70 | $0.70 | 62.1% | 33% |
| 20260728 | $0.78 | $0.78 | 68.4% | 41% |
| 20260727 | $0.70 | $0.70 | 61.6% | 32% |
| 20260724 | $0.80 | $0.80 | 58.7% | 28% |
More on MBI
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.