MMI · Expected Move
MARCUS & MILLICHAP
The expected move for MMI 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).
MMI 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 MMI Expected Move
30-Day Straddle
$5.05
7-Day Straddle
$5.05
30-Day ATM IV
42.7%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to MMI'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.
MMI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.05 | $5.05 | 42.7% | 37% |
| 20261021 | $6.20 | $6.20 | 45.4% | 43% |
| 20261020 | $4.97 | $4.97 | 40.2% | 32% |
| 20261019 | $5.57 | $5.57 | 38.0% | 27% |
| 20261016 | $4.65 | $3.67 | 38.7% | 29% |
| 20261015 | $5.10 | $4.75 | 39.7% | 31% |
| 20261014 | $5.45 | $4.72 | 43.0% | 38% |
| 20261013 | $3.95 | $2.98 | 46.6% | 45% |
| 20261012 | $3.60 | $2.48 | 48.5% | 49% |
| 20261009 | $3.60 | $4.65 | 48.2% | 49% |
| 20261008 | $5.08 | $4.70 | 46.7% | 46% |
| 20261007 | $3.50 | $3.40 | 45.4% | 43% |
| 20261006 | $4.95 | $4.70 | 47.4% | 47% |
| 20261005 | $4.95 | $4.70 | 45.6% | 43% |
| 20261002 | $3.62 | $3.62 | 52.6% | 52% |
| 20261001 | $4.75 | $4.75 | 58.1% | 62% |
| 20260930 | $4.90 | $4.90 | 49.7% | 47% |
| 20260929 | $4.75 | $4.75 | 43.2% | 34% |
| 20260928 | $3.62 | $3.62 | 46.8% | 41% |
| 20260925 | $4.80 | $4.80 | 34.3% | 18% |
| 20260924 | $4.80 | $4.80 | 48.8% | 45% |
| 20260923 | $4.80 | $4.80 | 49.9% | 47% |
| 20260922 | $4.72 | $4.72 | 48.4% | 44% |
| 20260921 | $5.00 | $5.00 | 53.1% | 53% |
| 20260918 | $4.88 | $4.30 | 56.9% | 60% |
| 20260917 | $4.95 | $4.55 | 52.7% | 52% |
| 20260916 | $5.00 | $4.55 | 54.8% | 56% |
| 20260915 | $4.80 | $2.75 | 54.2% | 55% |
| 20260914 | $5.07 | $2.83 | 64.5% | 74% |
| 20260911 | $4.80 | $2.75 | 45.8% | 40% |
| 20260910 | $4.80 | $2.75 | 45.6% | 39% |
| 20260909 | $5.12 | $2.88 | 61.1% | 68% |
| 20260908 | $3.65 | $2.35 | 46.5% | 41% |
| 20260904 | $3.60 | $3.05 | 43.9% | 36% |
| 20260903 | $4.80 | $2.80 | 55.0% | 57% |
| 20260902 | $2.75 | $2.75 | 38.7% | 26% |
| 20260901 | $2.75 | $2.75 | 39.9% | 29% |
| 20260831 | $2.95 | $2.95 | 39.1% | 27% |
| 20260828 | $2.90 | $2.90 | 32.5% | 15% |
| 20260827 | $3.05 | $3.05 | 40.2% | 29% |
| 20260826 | $2.85 | $2.85 | 44.0% | 36% |
| 20260825 | $3.05 | $3.05 | 38.3% | 26% |
| 20260824 | $3.05 | $3.05 | 37.1% | 23% |
| 20260821 | $3.20 | $5.15 | 41.4% | 31% |
| 20260820 | $3.67 | $3.42 | 40.1% | 29% |
| 20260819 | $4.90 | $4.95 | 39.8% | 28% |
| 20260818 | $5.12 | $4.45 | 68.1% | 81% |
| 20260817 | $5.00 | $4.45 | 64.7% | 75% |
| 20260814 | $5.18 | $4.65 | 65.1% | 75% |
| 20260813 | $4.90 | $4.45 | 50.7% | 49% |
| 20260812 | $4.90 | $4.50 | 49.8% | 47% |
| 20260811 | $5.05 | $4.55 | 42.3% | 33% |
| 20260810 | $5.05 | $4.80 | 51.9% | 51% |
| 20260807 | — | — | 47.5% | 43% |
| 20260806 | $5.15 | $5.00 | 48.1% | 44% |
| 20260805 | $4.80 | $4.80 | 36.0% | 21% |
| 20260804 | $4.22 | $4.22 | 51.9% | 51% |
| 20260803 | $5.00 | $5.00 | 45.3% | 39% |
| 20260731 | $4.90 | $4.90 | 46.9% | 42% |
| 20260730 | $5.10 | $5.10 | 47.4% | 42% |
More on MMI
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.