MKTX · Expected Move
MarketAxess Holdings Inc.
The expected move for MKTX 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).
MKTX 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 MKTX Expected Move
30-Day Straddle
$3.20
7-Day Straddle
$2.48
30-Day ATM IV
5.8%
IV Rank
1%
Implied one-standard-deviation move through the next 30 days. Compare to MKTX'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.
MKTX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261014 | $3.20 | $2.48 | 5.8% | 1% |
| 20261013 | $2.85 | $21.38 | 6.1% | 2% |
| 20261012 | $3.55 | $6.42 | 5.7% | 1% |
| 20261009 | $4.05 | $1.92 | 6.5% | 3% |
| 20261008 | $3.30 | $3.15 | 7.5% | 5% |
| 20261007 | $3.40 | $1.93 | 7.2% | 5% |
| 20261006 | $3.08 | $1.82 | 8.4% | 7% |
| 20261005 | $4.00 | $2.10 | 7.0% | 4% |
| 20261002 | $2.10 | $2.10 | 6.4% | 3% |
| 20261001 | $2.05 | $2.05 | 7.4% | 5% |
| 20260930 | $2.55 | $2.55 | 7.7% | 6% |
| 20260929 | $2.15 | $2.15 | 15.3% | 24% |
| 20260928 | $3.20 | $3.20 | 8.0% | 6% |
| 20260925 | $1.73 | $1.73 | 5.2% | 0% |
| 20260924 | $2.90 | $2.90 | 7.3% | 4% |
| 20260923 | $2.70 | $2.70 | 6.2% | 1% |
| 20260922 | $2.98 | $2.98 | 6.4% | 2% |
| 20260921 | $1.82 | $1.82 | 7.3% | 4% |
| 20260918 | $21.90 | $21.90 | 18.5% | 30% |
| 20260917 | $5.65 | $22.05 | 7.7% | 5% |
| 20260916 | $3.12 | $6.75 | 5.8% | 0% |
| 20260915 | $3.80 | $7.00 | 6.1% | 0% |
| 20260914 | $2.60 | $2.38 | 6.1% | 0% |
| 20260911 | $4.53 | $2.40 | 6.1% | 0% |
| 20260910 | $2.98 | $6.97 | 6.0% | 0% |
| 20260909 | $2.90 | $2.38 | 7.0% | 2% |
| 20260908 | $2.17 | $2.27 | 26.3% | 48% |
| 20260904 | $2.45 | $1.95 | 30.9% | 59% |
| 20260903 | $3.35 | $2.40 | 6.3% | 0% |
| 20260902 | $2.77 | $2.77 | 6.8% | 1% |
| 20260901 | $2.42 | $2.42 | 7.0% | 1% |
| 20260831 | $7.38 | $7.38 | 7.2% | 2% |
| 20260828 | $2.58 | $2.58 | 9.4% | 7% |
| 20260827 | $3.60 | $3.60 | 8.7% | 5% |
| 20260826 | $2.58 | $2.58 | 8.3% | 4% |
| 20260825 | $2.42 | $2.42 | 9.3% | 7% |
| 20260824 | $2.40 | $2.40 | 8.7% | 5% |
| 20260821 | $2.38 | $22.07 | 9.3% | 7% |
| 20260820 | $2.25 | $22.07 | 9.9% | 8% |
| 20260819 | $2.25 | $9.10 | 6.5% | 0% |
| 20260818 | $3.78 | $8.65 | 10.7% | 10% |
| 20260817 | $3.30 | $8.75 | 10.8% | 10% |
| 20260814 | $4.22 | $8.00 | 10.2% | 8% |
| 20260813 | $3.83 | $3.60 | 10.4% | 9% |
| 20260812 | $4.17 | $23.68 | 8.9% | 5% |
| 20260811 | $3.65 | $23.52 | 6.7% | 0% |
| 20260810 | $2.98 | $23.00 | 18.4% | 27% |
| 20260807 | — | — | 11.0% | 9% |
| 20260806 | $3.47 | $3.77 | 7.4% | 0% |
| 20260805 | $2.85 | $2.85 | 9.8% | 5% |
| 20260804 | $2.65 | $2.65 | 8.5% | 2% |
| 20260803 | $2.68 | $2.68 | 10.2% | 6% |
| 20260731 | $4.45 | $4.45 | 9.6% | 4% |
| 20260730 | $2.02 | $2.02 | 7.8% | 0% |
| 20260729 | $12.00 | $12.00 | 45.4% | 86% |
| 20260728 | $11.50 | $11.50 | 44.6% | 81% |
| 20260727 | $11.85 | $11.85 | 46.3% | 91% |
| 20260724 | $12.65 | $12.65 | 47.4% | 97% |
| 20260723 | $11.70 | $11.70 | 45.2% | 85% |
| 20260722 | $13.00 | $13.00 | 47.4% | 97% |
More on MKTX
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.