MKL · Expected Move

Markel Group Inc.

The expected move for MKL 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).

MKL 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 MKL Expected Move
30-Day Straddle
$83.90
7-Day Straddle
$83.90
30-Day ATM IV
21.2%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to MKL'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.
MKL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $83.90 $83.90 21.2% 66%
20261026 $87.55 $87.55 21.2% 66%
20261023 $88.00 $88.00 21.0% 64%
20261022 $88.70 $88.70 20.4% 57%
20261021 $87.75 $87.75 20.3% 55%
20261020 $86.15 $86.15 19.7% 48%
20261019 $90.45 $90.45 20.4% 57%
20261016 $91.50 $14.07 20.0% 52%
20261015 $91.10 $22.05 19.7% 49%
20261014 $91.15 $19.02 20.0% 52%
20261013 $91.15 $31.42 19.7% 49%
20261012 $88.05 $27.20 18.8% 39%
20261009 $91.30 $29.00 18.8% 38%
20261008 $94.50 $35.25 19.1% 42%
20261007 $93.70 $31.20 18.9% 40%
20261006 $93.05 $33.90 18.5% 35%
20261005 $94.10 $39.55 18.6% 37%
20261002 $39.70 $39.70 18.0% 29%
20261001 $43.50 $43.50 18.2% 31%
20260930 $46.25 $46.25 18.3% 33%
20260929 $45.15 $45.15 18.1% 31%
20260928 $47.90 $47.90 17.8% 27%
20260925 $50.50 $50.50 17.2% 20%
20260924 $52.90 $52.90 17.7% 25%
20260923 $51.45 $51.45 16.5% 12%
20260922 $58.30 $58.30 17.1% 19%
20260921 $54.55 $54.55 15.8% 4%
20260918 $62.55 $20.55 15.7% 3%
20260917 $64.25 $18.60 15.7% 3%
20260916 $65.30 $23.48 15.6% 2%
20260915 $67.25 $28.70 15.9% 5%
20260914 $65.95 $27.70 15.5% 0%
20260911 $72.40 $28.30 16.1% 0%
20260910 $75.00 $38.05 16.8% 7%
20260909 $78.35 $40.70 17.1% 10%
20260908 $80.20 $42.95 17.2% 12%
20260904 $83.85 $46.00 16.5% 3%
20260903 $84.00 $48.00 16.3% 0%
20260902 $48.95 $48.95 16.3% 0%
20260901 $49.45 $49.45 16.4% 2%
20260831 $53.45 $53.45 16.9% 7%
20260828 $54.95 $54.95 16.3% 0%
20260827 $56.20 $56.20 16.4% 1%
20260826 $60.00 $60.00 16.8% 6%
20260825 $59.85 $59.85 16.4% 2%
20260824 $62.20 $62.20 16.7% 4%
20260821 $65.70 $17.43 16.3% 0%
20260820 $64.80 $23.25 16.3% 0%
20260819 $69.40 $22.82 16.7% 2%
20260818 $71.20 $25.75 16.8% 3%
20260817 $71.85 $28.70 16.8% 3%
20260814 $75.60 $30.55 16.5% 0%
20260813 $79.15 $36.75 17.0% 0%
20260812 $83.25 $41.85 17.6% 2%
20260811 $84.60 $41.65 17.7% 4%
20260810 $86.35 $45.80 17.9% 6%
20260807 — — 17.8% 4%
20260806 $96.85 $56.20 18.6% 12%
20260805 $59.00 $59.00 18.7% 14%
20260804 $63.55 $63.55 19.5% 21%

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.