MC · Expected Move
MOELIS & COMPANY
The expected move for MC 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).
MC 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 MC Expected Move
30-Day Straddle
$6.30
7-Day Straddle
$6.30
30-Day ATM IV
50.6%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to MC'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.
MC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $6.30 | $6.30 | 50.6% | 100% |
| 20261020 | $6.00 | $6.00 | 48.0% | 87% |
| 20261019 | $6.72 | $6.72 | 49.9% | 100% |
| 20261016 | $6.58 | $1.60 | 48.9% | 95% |
| 20261015 | $6.45 | $2.73 | 47.0% | 82% |
| 20261014 | $6.90 | $2.92 | 48.9% | 95% |
| 20261013 | $6.85 | $2.38 | 46.4% | 78% |
| 20261012 | $7.92 | $3.40 | 48.1% | 90% |
| 20261009 | $7.33 | $3.38 | 47.8% | 88% |
| 20261008 | $6.80 | $3.18 | 44.7% | 66% |
| 20261007 | $7.35 | $3.35 | 47.2% | 83% |
| 20261006 | $7.65 | $3.62 | 48.0% | 89% |
| 20261005 | $7.55 | $3.60 | 48.0% | 89% |
| 20261002 | $4.72 | $4.72 | 45.5% | 72% |
| 20261001 | $5.08 | $5.08 | 47.7% | 87% |
| 20260930 | $4.45 | $4.45 | 45.9% | 75% |
| 20260929 | $4.50 | $4.50 | 43.2% | 56% |
| 20260928 | $4.62 | $4.62 | 43.8% | 60% |
| 20260925 | $4.10 | $4.10 | 39.9% | 33% |
| 20260924 | $5.28 | $5.28 | 44.6% | 66% |
| 20260923 | $5.15 | $5.15 | 43.9% | 61% |
| 20260922 | $5.62 | $5.62 | 47.3% | 84% |
| 20260921 | $5.00 | $5.00 | 41.3% | 43% |
| 20260918 | $5.70 | $2.47 | 43.1% | 55% |
| 20260917 | $5.88 | $1.88 | 43.8% | 60% |
| 20260916 | $6.45 | $2.97 | 46.2% | 77% |
| 20260915 | $5.40 | $2.50 | 37.3% | 16% |
| 20260914 | $6.15 | $3.55 | 41.7% | 46% |
| 20260911 | $5.97 | $2.92 | 38.3% | 23% |
| 20260910 | $6.45 | $3.55 | 41.0% | 41% |
| 20260909 | $6.57 | $4.00 | 40.4% | 37% |
| 20260908 | $7.35 | $3.88 | 41.7% | 46% |
| 20260904 | $6.97 | $4.22 | 37.0% | 13% |
| 20260903 | $6.65 | $3.78 | 35.0% | 0% |
| 20260902 | $4.83 | $4.83 | 38.5% | 23% |
| 20260901 | $5.20 | $5.20 | 41.7% | 44% |
| 20260831 | $4.58 | $4.58 | 37.1% | 13% |
| 20260828 | $5.38 | $5.38 | 39.0% | 26% |
| 20260827 | $5.90 | $5.90 | 39.4% | 29% |
| 20260826 | $6.12 | $6.12 | 39.0% | 26% |
| 20260825 | $5.92 | $5.92 | 39.9% | 32% |
| 20260824 | $5.38 | $5.38 | 39.0% | 26% |
| 20260821 | $6.17 | $2.68 | 39.8% | 32% |
| 20260820 | $6.10 | $2.80 | 39.6% | 25% |
| 20260819 | $6.25 | $2.33 | 39.1% | 22% |
| 20260818 | $6.42 | $2.90 | 40.0% | 27% |
| 20260817 | $6.67 | $3.60 | 39.5% | 24% |
| 20260814 | $6.15 | $2.98 | 37.9% | 15% |
| 20260813 | $6.90 | $4.03 | 39.8% | 26% |
| 20260812 | $6.97 | $3.80 | 39.4% | 24% |
| 20260811 | $6.85 | $3.10 | 38.7% | 20% |
| 20260810 | $6.72 | $3.85 | 40.9% | 32% |
| 20260807 | — | — | 39.2% | 23% |
| 20260806 | $7.40 | $5.47 | 41.8% | 38% |
| 20260805 | $5.08 | $5.08 | 41.1% | 33% |
| 20260804 | $5.45 | $5.45 | 43.5% | 47% |
| 20260803 | $5.85 | $5.85 | 42.7% | 42% |
| 20260731 | $6.75 | $6.75 | 45.0% | 56% |
| 20260730 | $5.40 | $5.40 | 38.8% | 20% |
| 20260729 | $6.72 | $6.72 | 48.7% | 77% |
More on MC
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.