MFG · Expected Move

Mizuho Financial Group, Inc. American Depositary Shares (Each representing one-fifth of an Ordinary Share)

The expected move for MFG 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).

MFG 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 MFG Expected Move
30-Day Straddle
$1.10
7-Day Straddle
$0.65
30-Day ATM IV
46.9%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to MFG'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.
MFG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $1.10 $0.65 46.9% 18%
20261106 $1.38 $1.32 58.8% 34%
20261105 $1.15 $1.00 44.2% 14%
20261104 $0.80 $0.80 59.6% 35%
20261103 $1.48 $1.48 108.7% 100%
20261102 $0.78 $0.78 69.1% 52%
20261030 $1.30 $1.30 102.7% 100%
20261029 $0.93 $0.93 68.7% 67%
20261028 $1.60 $1.60 — —
20261027 $0.72 $0.72 79.9% 88%
20261026 $1.17 $1.17 73.8% 77%
20261023 $1.25 $1.25 77.7% 84%
20261022 $1.57 $1.57 85.6% 99%
20261021 $0.88 $0.88 41.8% 16%
20261020 $1.45 $1.45 71.4% 72%
20261019 $1.18 $1.18 46.5% 25%
20261016 $1.92 $0.23 86.1% 100%
20261015 $2.00 $0.17 62.2% 71%
20261014 $1.45 $0.40 43.6% 25%
20261013 $1.57 $0.75 50.5% 42%
20261012 $2.27 $0.62 61.6% 69%
20261009 $1.55 $1.05 50.4% 42%
20261008 $2.38 $1.03 61.7% 69%
20261007 $2.17 $1.05 59.4% 64%
20261006 $1.75 $1.45 51.4% 44%
20261005 $1.60 $1.32 46.2% 32%
20261002 $1.73 $1.73 41.3% 20%
20261001 $1.60 $1.60 58.7% 58%
20260930 $1.10 $1.10 56.2% 52%
20260929 $1.77 $1.77 38.7% 12%
20260928 $1.60 $1.60 45.0% 27%
20260925 $1.07 $1.07 48.3% 34%
20260924 $0.85 $0.85 40.8% 12%
20260923 $1.10 $1.10 52.6% 30%
20260922 $1.23 $1.23 56.2% 36%
20260921 $1.62 $1.62 57.1% 37%
20260918 $1.20 $1.07 52.9% 31%
20260917 $1.02 $0.68 48.1% 23%
20260916 $1.03 $1.27 46.4% 21%
20260915 $1.40 $1.50 50.2% 27%
20260914 $1.05 $1.57 45.9% 20%
20260911 $1.52 $1.32 67.9% 54%
20260910 $1.73 $1.02 58.6% 40%
20260909 $1.60 $0.78 47.4% 22%
20260908 $1.70 $1.07 48.8% 24%
20260904 $1.77 $1.23 46.1% 20%
20260903 $1.60 $1.38 44.7% 18%
20260902 $1.12 $1.12 49.0% 25%
20260901 $0.77 $0.77 40.9% 12%
20260831 $0.85 $0.85 35.2% 3%
20260828 $0.68 $0.68 47.2% 22%
20260827 $0.73 $0.73 33.3% 0%
20260826 $0.80 $0.80 37.0% 6%
20260825 $0.80 $0.80 44.3% 17%
20260824 $0.68 $0.68 41.0% 12%
20260821 $0.75 $0.35 37.4% 6%
20260820 $0.73 $0.57 33.3% 0%
20260819 $0.68 $0.33 42.7% 13%
20260818 $1.07 $0.85 39.5% 8%
20260817 $1.60 $0.93 49.7% 24%

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.