MGNX · Expected Move

MacroGenics, Inc.

The expected move for MGNX 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).

MGNX 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 MGNX Expected Move
30-Day Straddle
$0.47
7-Day Straddle
$0.47
30-Day ATM IV
110.8%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to MGNX'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.
MGNX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $0.47 $0.47 110.8% 61%
20261023 $0.38 $0.38 82.3% 25%
20261022 $1.32 $1.32 138.9% 97%
20261021 $1.20 $1.20 134.0% 91%
20261020 $1.00 $1.00 133.7% 64%
20261019 $0.80 $0.80 105.7% 39%
20261016 $0.95 $0.50 116.7% 49%
20261015 $1.15 $0.50 129.2% 60%
20261014 $0.97 $0.48 108.2% 41%
20261013 $1.23 $0.67 141.3% 71%
20261012 $1.20 $2.85 — —
20261009 $1.20 $0.72 108.7% 42%
20261008 $1.15 $0.85 106.0% 39%
20261007 $1.25 $0.85 109.4% 42%
20261006 $1.30 $0.80 116.7% 49%
20261005 $1.40 $0.52 117.1% 49%
20261002 $0.82 $0.82 104.8% 38%
20261001 $0.53 $0.53 106.1% 39%
20260930 $0.62 $0.62 105.2% 39%
20260929 $0.45 $0.45 100.8% 35%
20260928 $0.50 $0.50 101.8% 36%
20260925 $0.53 $0.53 86.1% 21%
20260924 $0.78 $0.78 121.6% 53%
20260923 $0.80 $0.80 107.0% 40%
20260922 $0.70 $0.70 89.1% 24%
20260921 $0.53 $0.53 72.6% 9%
20260918 $0.55 $0.72 62.4% 0%
20260917 $0.70 $0.72 76.2% 12%
20260916 $0.88 $0.78 89.4% 24%
20260915 $0.70 $0.80 74.8% 11%
20260914 $0.90 $1.02 92.4% 27%
20260911 $0.62 $0.78 69.1% 6%
20260910 $0.72 $0.60 75.8% 12%
20260909 $0.80 $1.02 82.7% 18%
20260908 $0.70 $1.17 82.4% 18%
20260904 $1.07 $0.67 92.3% 27%
20260903 $0.80 $1.38 65.8% 3%
20260902 $0.43 $0.43 73.8% 10%
20260901 $0.57 $0.57 78.5% 14%
20260831 $0.70 $0.70 72.1% 8%
20260828 $0.55 $0.55 64.0% 1%
20260827 $0.55 $0.55 73.6% 10%
20260826 $0.65 $0.65 98.9% 33%
20260825 $0.62 $0.62 93.4% 28%
20260824 $0.52 $0.52 92.1% 26%
20260821 $0.93 $0.35 100.2% 34%
20260820 $1.12 $7.90 109.3% 27%
20260819 $0.78 $0.50 82.3% 11%
20260818 $0.65 $0.35 71.2% 5%
20260817 $0.75 $0.45 78.8% 9%
20260814 $0.75 $0.43 92.2% 17%
20260813 $1.12 $0.73 95.5% 19%
20260812 $0.93 $0.52 94.9% 19%
20260811 $1.05 $0.50 106.4% 26%
20260810 $1.00 $0.65 98.3% 21%
20260807 — — 105.2% 25%
20260806 $1.15 $0.90 112.2% 29%
20260805 $0.60 $0.60 105.3% 25%
20260804 $0.57 $0.57 93.4% 18%
20260803 $0.55 $0.55 92.2% 17%

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.