MGIC · Expected Move

Magic Software Enterprises Ltd

The expected move for MGIC 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).

MGIC 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 MGIC Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$2.20
30-Day ATM IV
62.6%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to MGIC'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.
MGIC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260223 $2.20 $2.20 62.6% 61%
20260221 $3.28 $3.28 — —
20260220 $3.28 $2.83 65.1% 64%
20260219 $3.48 $2.23 68.5% 69%
20260218 $3.38 $0.88 83.3% 90%
20260217 $3.10 $1.55 90.0% 100%
20260213 $3.50 $3.00 72.7% 100%
20260212 $3.27 $2.55 67.8% 93%
20260211 $3.15 $2.38 50.7% 60%
20260210 $3.42 $3.35 54.3% 67%
20260209 $3.00 $2.75 57.7% 73%
20260206 $3.65 $2.67 50.1% 58%
20260205 $3.48 $2.95 57.0% 72%
20260204 $2.60 $2.60 53.6% 65%
20260203 $3.65 $3.65 52.4% 63%
20260202 $3.18 $3.18 58.7% 75%
20260130 $2.73 $2.73 60.1% 78%
20260129 $3.23 $3.23 67.0% 92%
20260128 $4.17 $4.17 61.1% 80%
20260127 $2.65 $2.65 47.0% 52%
20260126 $3.45 $3.45 48.9% 56%
20260123 $2.23 $2.23 65.9% 89%
20260122 $2.05 $2.05 64.9% 87%
20260121 $2.92 $2.92 56.5% 71%
20260120 $2.67 $2.67 34.8% 28%
20260116 $2.83 $3.12 — —
20260115 $3.90 $2.98 39.9% 38%
20260114 $4.08 $2.83 35.1% 29%
20260113 $4.60 $3.02 — —
20260112 $2.85 $2.95 — —
20260109 $3.05 $4.00 48.9% 56%
20260108 $3.65 $3.65 46.2% 51%
20260107 $2.98 $3.85 41.0% 40%
20260106 $3.12 $3.62 44.3% 47%
20260105 $4.08 $3.47 39.3% 37%
20260102 $9.60 $9.60 34.1% 27%
20251231 $2.67 $2.67 37.4% 33%
20251230 $2.23 $2.23 38.1% 35%
20251229 $2.33 $2.33 37.2% 33%
20251226 $3.92 $3.92 39.4% 37%
20251224 $3.47 $3.47 33.3% 25%
20251223 $2.35 $2.35 36.3% 31%
20251222 $9.22 $9.22 — —
20251219 $4.17 $2.92 40.9% 40%
20251218 $2.97 $2.25 40.7% 40%
20251217 $3.30 $2.70 31.4% 22%
20251216 $4.53 $3.08 53.2% 64%
20251215 $2.40 $2.58 32.6% 24%
20251212 $3.25 $2.68 37.2% 33%
20251211 $2.52 $2.17 35.7% 30%
20251210 $2.83 $2.05 25.0% 9%
20251209 $2.48 $2.35 34.8% 28%
20251208 $1.95 $1.73 29.5% 18%
20251205 $1.83 $2.25 21.4% 2%
20251204 $1.85 $1.57 20.4% 0%
20251203 $1.52 $1.52 23.8% 5%
20251202 $2.17 $2.17 21.2% 0%
20251201 $1.95 $1.95 35.3% 26%
20251128 $2.73 $2.73 38.4% 33%
20251126 $2.23 $2.23 24.2% 3%

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.