MCO · Expected Move
Moody's Corporation
The expected move for MCO 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).
MCO 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 MCO Expected Move
30-Day Straddle
$37.25
7-Day Straddle
$9.50
30-Day ATM IV
31.2%
IV Rank
91%
Implied one-standard-deviation move through the next 30 days. Compare to MCO'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.
MCO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $37.25 | $9.50 | 31.2% | 91% |
| 20261015 | $35.10 | $8.18 | 28.4% | 62% |
| 20261014 | $34.60 | $9.70 | 29.1% | 69% |
| 20261013 | $38.65 | $14.55 | 30.9% | 88% |
| 20261012 | $36.75 | $13.15 | 30.0% | 79% |
| 20261009 | $35.00 | $13.20 | 27.4% | 52% |
| 20261008 | $37.55 | $15.50 | 29.6% | 74% |
| 20261007 | $36.05 | $15.00 | 28.7% | 66% |
| 20261006 | $37.60 | $13.90 | 28.4% | 62% |
| 20261005 | $36.40 | $14.00 | 27.7% | 56% |
| 20261002 | $17.75 | $17.75 | 28.1% | 59% |
| 20261001 | $18.45 | $18.45 | 27.7% | 56% |
| 20260930 | $19.85 | $19.85 | 27.1% | 49% |
| 20260929 | $19.75 | $19.75 | 27.5% | 53% |
| 20260928 | $21.35 | $21.35 | 28.2% | 60% |
| 20260925 | $21.60 | $21.60 | 26.1% | 39% |
| 20260924 | $23.30 | $23.30 | 26.8% | 46% |
| 20260923 | $24.95 | $24.95 | 26.3% | 40% |
| 20260922 | $24.25 | $24.25 | 26.3% | 41% |
| 20260921 | $23.25 | $23.25 | 25.4% | 32% |
| 20260918 | $25.15 | $2.75 | 24.1% | 19% |
| 20260917 | $25.60 | $7.65 | 24.4% | 21% |
| 20260916 | $26.00 | $10.70 | 24.3% | 20% |
| 20260915 | $28.05 | $10.97 | 25.5% | 33% |
| 20260914 | $29.00 | $11.30 | 25.4% | 32% |
| 20260911 | $31.15 | $13.55 | 25.3% | 31% |
| 20260910 | $31.10 | $14.05 | 26.5% | 36% |
| 20260909 | $33.90 | $15.70 | 27.4% | 44% |
| 20260908 | $32.90 | $16.30 | 26.3% | 35% |
| 20260904 | $34.65 | $19.30 | 25.1% | 21% |
| 20260903 | $33.95 | $18.50 | 23.7% | 11% |
| 20260902 | $19.05 | $19.05 | 25.0% | 20% |
| 20260901 | $20.90 | $20.90 | 24.6% | 16% |
| 20260831 | $20.15 | $20.15 | 24.1% | 13% |
| 20260828 | $21.50 | $21.50 | 22.3% | 0% |
| 20260827 | $22.35 | $22.35 | 23.9% | 11% |
| 20260826 | $27.05 | $27.05 | 24.8% | 17% |
| 20260825 | $24.35 | $24.35 | 23.4% | 8% |
| 20260824 | $26.15 | $26.15 | 24.4% | 14% |
| 20260821 | $26.25 | $5.30 | 23.6% | 9% |
| 20260820 | $27.10 | $6.03 | 24.4% | 14% |
| 20260819 | $29.25 | $9.55 | 25.6% | 20% |
| 20260818 | $26.90 | $10.47 | 24.7% | 14% |
| 20260817 | $29.35 | $12.30 | 25.5% | 19% |
| 20260814 | $26.80 | $15.15 | 22.3% | 0% |
| 20260813 | $31.00 | $14.45 | 25.3% | 6% |
| 20260812 | $29.90 | $15.10 | 24.4% | 0% |
| 20260811 | $30.50 | $15.40 | 24.7% | 0% |
| 20260810 | $32.20 | $17.90 | 25.9% | 5% |
| 20260807 | — | — | 25.2% | 0% |
| 20260806 | $36.40 | $22.35 | 27.9% | 17% |
| 20260805 | $20.25 | $20.25 | 25.6% | 0% |
| 20260804 | $22.75 | $22.75 | 27.0% | 11% |
| 20260803 | $24.25 | $24.25 | 28.1% | 18% |
| 20260731 | $22.90 | $22.90 | 27.0% | 11% |
| 20260730 | $22.55 | $22.55 | 25.6% | 0% |
| 20260729 | $24.90 | $24.90 | 25.9% | 0% |
| 20260728 | $28.50 | $28.50 | 28.3% | 14% |
| 20260727 | $29.75 | $29.75 | 28.2% | 13% |
| 20260724 | $29.05 | $29.05 | 27.7% | 9% |
More on MCO
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.