MELI · Expected Move

Mercado Libre, Inc

The expected move for MELI 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).

MELI 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 MELI Expected Move
30-Day Straddle
$138.05
7-Day Straddle
$60.60
30-Day ATM IV
38.5%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to MELI'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.
MELI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $138.05 $60.60 38.5% 31%
20261106 $132.55 $72.50 40.2% 39%
20261105 $146.60 $90.00 42.2% 49%
20261104 $188.30 $144.30 47.5% 75%
20261103 $179.70 $147.00 47.1% 73%
20261102 $187.05 $131.80 48.4% 79%
20261030 $176.30 $130.55 48.5% 80%
20261029 $171.50 $126.65 45.9% 67%
20261028 $176.40 $132.80 46.0% 68%
20261027 $174.20 $136.15 45.2% 64%
20261026 $177.60 $66.95 45.7% 67%
20261023 $208.55 $118.65 51.4% 94%
20261022 $217.20 $127.45 52.6% 100%
20261021 $212.50 $117.80 50.3% 98%
20261020 $215.10 $118.00 49.7% 95%
20261019 $206.40 $57.40 47.8% 85%
20261016 $197.40 $74.40 47.8% 84%
20261015 $196.90 $80.55 47.1% 81%
20261014 $191.10 $83.40 45.3% 71%
20261013 $195.10 $85.20 45.3% 71%
20261012 $204.50 $62.95 45.8% 74%
20261009 $186.25 $70.65 44.5% 67%
20261008 $191.50 $78.55 45.8% 74%
20261007 $190.90 $83.60 44.8% 68%
20261006 $195.15 $85.40 44.4% 66%
20261005 $206.95 $62.80 45.2% 71%
20261002 $138.40 $74.00 41.0% 48%
20261001 $143.05 $79.05 40.0% 43%
20260930 $152.80 $86.05 38.8% 36%
20260929 $154.40 $91.45 38.4% 34%
20260928 $154.55 $57.00 37.7% 30%
20260925 $136.95 $64.60 36.0% 21%
20260924 $148.10 $73.55 37.2% 28%
20260923 $150.15 $84.45 36.5% 24%
20260922 $158.15 $85.00 37.2% 28%
20260921 $158.15 $58.60 37.2% 27%
20260918 $146.90 $66.55 37.3% 28%
20260917 $151.40 $74.45 37.1% 27%
20260916 $163.90 $86.80 39.1% 38%
20260915 $160.80 $93.80 38.1% 32%
20260914 $165.40 $64.75 37.0% 27%
20260911 $150.55 $65.80 35.9% 21%
20260910 $160.15 $81.05 37.4% 28%
20260909 $162.15 $86.00 37.6% 30%
20260908 $163.25 $94.20 36.5% 24%
20260904 $147.65 $66.20 34.2% 11%
20260903 $153.20 $76.05 34.4% 13%
20260902 $161.45 $83.50 35.4% 18%
20260901 $154.70 $85.70 33.7% 9%
20260831 $158.55 $59.80 34.3% 12%
20260828 $142.15 $66.40 33.0% 5%
20260827 $147.55 $75.50 34.0% 11%
20260826 $150.70 $87.60 33.9% 10%
20260825 $156.80 $91.70 33.9% 10%
20260824 $158.05 $61.05 34.3% 12%
20260821 $136.15 $68.65 32.4% 2%
20260820 $147.85 $79.40 34.2% 11%
20260819 $152.85 $90.15 35.0% 16%
20260818 $135.10 $76.15 32.7% 4%
20260817 $134.20 $54.90 32.1% 0%

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.