MKC · Expected Move
McCormick & Company, Incorporated Non-VTG CS
The expected move for MKC 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).
MKC straddle price & implied vol
60 sessionsBars: 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 MKC Expected Move
30-Day Straddle
$3.88
7-Day Straddle
$3.88
30-Day ATM IV
31.7%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to MKC'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.
MKC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.88 | $3.88 | 31.7% | 26% |
| 20261022 | $3.80 | $3.80 | 32.4% | 31% |
| 20261021 | $3.40 | $3.40 | 31.3% | 24% |
| 20261020 | $4.05 | $4.05 | 30.1% | 16% |
| 20261019 | $3.25 | $3.25 | 29.2% | 10% |
| 20261016 | $3.43 | $1.52 | 28.5% | 6% |
| 20261015 | $3.40 | $0.93 | 29.2% | 10% |
| 20261014 | $3.40 | $0.97 | — | — |
| 20261013 | $3.28 | $1.18 | 28.3% | 5% |
| 20261012 | $3.25 | $1.23 | 27.5% | 0% |
| 20261009 | $3.52 | $1.48 | 29.8% | 11% |
| 20261008 | $3.67 | $1.82 | 29.6% | 9% |
| 20261007 | $3.48 | $1.75 | 28.3% | 1% |
| 20261006 | $3.50 | $1.88 | 28.3% | 1% |
| 20261005 | $3.58 | $1.98 | 29.0% | 5% |
| 20261002 | $2.23 | $2.23 | 29.0% | 6% |
| 20261001 | $2.70 | $2.70 | 31.4% | 20% |
| 20260930 | $3.42 | $3.42 | 38.4% | 64% |
| 20260929 | $3.92 | $3.92 | 38.2% | 63% |
| 20260928 | $4.00 | $4.00 | 38.3% | 64% |
| 20260925 | $4.12 | $4.12 | 37.3% | 57% |
| 20260924 | $4.28 | $4.28 | 38.2% | 63% |
| 20260923 | $4.03 | $4.03 | 37.1% | 56% |
| 20260922 | $3.92 | $3.92 | 36.7% | 53% |
| 20260921 | $4.12 | $4.12 | 37.1% | 56% |
| 20260918 | $4.22 | $1.28 | 37.2% | 57% |
| 20260917 | $4.25 | $0.75 | 37.9% | 61% |
| 20260916 | $4.30 | $1.18 | 37.8% | 60% |
| 20260915 | $4.32 | $1.40 | 37.4% | 58% |
| 20260914 | $4.33 | $1.65 | 36.1% | 50% |
| 20260911 | $4.60 | $2.23 | 35.7% | 47% |
| 20260910 | $4.85 | $2.15 | 37.0% | 55% |
| 20260909 | $4.85 | $2.40 | 35.7% | 47% |
| 20260908 | $5.00 | $2.85 | 36.1% | 50% |
| 20260904 | $5.17 | $2.90 | 33.8% | 35% |
| 20260903 | $5.22 | $3.10 | 34.1% | 37% |
| 20260902 | $2.67 | $2.67 | 33.1% | 31% |
| 20260901 | $2.75 | $2.75 | 34.0% | 36% |
| 20260831 | $2.77 | $2.77 | 32.1% | 25% |
| 20260828 | $2.88 | $2.88 | 30.5% | 15% |
| 20260827 | $2.95 | $2.95 | 30.8% | 17% |
| 20260826 | $3.05 | $3.05 | 30.4% | 14% |
| 20260825 | $3.20 | $3.20 | 30.8% | 17% |
| 20260824 | $3.23 | $3.23 | 28.9% | 5% |
| 20260821 | $3.38 | $0.42 | 28.1% | 0% |
| 20260820 | $3.85 | $0.82 | 31.1% | 14% |
| 20260819 | $4.03 | $1.75 | 30.0% | 7% |
| 20260818 | $4.00 | $1.40 | 31.1% | 14% |
| 20260817 | $3.90 | $1.68 | 29.6% | 5% |
| 20260814 | $4.05 | $1.62 | 29.8% | 6% |
| 20260813 | $4.17 | $2.00 | 30.7% | 12% |
| 20260812 | $4.53 | $2.67 | 32.1% | 21% |
| 20260811 | $4.67 | $3.03 | 33.2% | 28% |
| 20260810 | $4.80 | $3.00 | 32.5% | 23% |
| 20260807 | — | — | 33.1% | 27% |
| 20260806 | $5.53 | $3.38 | 35.1% | 40% |
| 20260805 | $3.50 | $3.50 | 35.3% | 42% |
| 20260804 | $3.58 | $3.58 | 35.2% | 41% |
| 20260803 | $3.47 | $3.47 | 35.0% | 40% |
| 20260731 | $3.40 | $3.40 | 34.1% | 34% |
More on MKC
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.