MCRB · Expected Move

Seres Therapeutics, Inc.

The expected move for MCRB 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).

MCRB 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 MCRB Expected Move
30-Day Straddle
$0.68
7-Day Straddle
$0.68
30-Day ATM IV
159.5%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to MCRB'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.
MCRB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $0.68 $0.68 159.5% 34%
20261023 $0.78 $0.78 148.3% 29%
20261022 $10.97 $10.97 257.6% 79%
20261021 $0.75 $0.75 142.7% 27%
20261020 $5.38 $5.38 140.3% 26%
20261019 $0.75 $0.75 155.4% 32%
20261016 $1.68 $1.12 — —
20261015 $0.93 $0.85 — —
20261014 $0.77 $2.10 124.0% 18%
20261013 $1.32 $1.25 — —
20261012 $0.88 $0.78 135.1% 23%
20261009 $0.90 $0.75 149.2% 30%
20261008 $0.93 $1.20 112.7% 13%
20261007 $1.80 $1.45 — —
20261006 $0.88 $1.38 108.3% 11%
20261005 $0.85 $1.30 116.9% 15%
20261002 $1.00 $1.00 164.4% 37%
20261001 $1.57 $1.57 — —
20260930 $3.42 $3.42 110.6% 12%
20260929 $2.42 $2.42 122.6% 17%
20260928 $1.92 $1.92 — —
20260925 $1.60 $1.60 — —
20260924 $1.55 $1.55 — —
20260923 $1.32 $1.32 89.3% 2%
20260922 $1.17 $1.17 99.6% 7%
20260921 $1.27 $1.27 105.7% 10%
20260918 $1.70 $1.30 — —
20260917 $3.10 $1.07 302.4% 100%
20260916 $2.73 $2.50 171.1% 49%
20260915 $1.02 $0.80 86.2% 1%
20260914 $1.00 $0.80 84.7% 0%
20260911 $1.10 $0.80 93.5% 2%
20260910 $1.93 $1.15 190.7% 58%
20260909 $2.35 $1.15 184.5% 55%
20260908 $2.27 $1.20 153.1% 36%
20260904 $2.08 $1.88 139.8% 29%
20260903 $1.85 $1.27 126.9% 21%
20260902 $1.10 $1.10 105.1% 8%
20260901 $0.88 $0.88 115.9% 15%
20260831 $1.02 $1.02 146.2% 32%
20260828 $1.38 $1.38 142.0% 30%
20260827 $1.07 $1.07 110.5% 11%
20260826 $0.90 $0.90 100.9% 6%
20260825 $0.98 $0.98 124.6% 20%
20260824 $1.05 $1.05 124.6% 20%
20260821 $1.30 $1.12 111.0% 12%
20260820 $1.02 $0.90 90.9% 0%
20260819 $1.20 $1.23 105.5% 6%
20260818 $2.83 $1.88 94.8% 0%
20260817 $2.15 $1.68 — —
20260814 $1.75 $1.95 137.2% 20%
20260813 $1.52 $1.50 124.2% 11%
20260812 $3.22 $1.07 261.9% 94%
20260811 $1.75 $1.05 141.9% 22%
20260810 $2.20 $2.42 — —
20260807 — — 183.4% 47%
20260806 $2.50 $1.77 185.4% 48%
20260805 $1.52 $1.52 214.2% 65%
20260804 $1.15 $1.15 132.8% 16%
20260803 $1.05 $1.05 122.1% 10%

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.