MOD · Expected Move

Modine Manufacturing Co

The expected move for MOD 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).

MOD 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 MOD Expected Move
30-Day Straddle
$28.70
7-Day Straddle
$28.70
30-Day ATM IV
94.9%
IV Rank
79%
Implied one-standard-deviation move through the next 30 days. Compare to MOD'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.
MOD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $28.70 $28.70 94.9% 79%
20261023 $30.55 $30.55 94.1% 77%
20261022 $30.15 $30.15 94.9% 79%
20261021 $32.60 $32.60 90.0% 67%
20261020 $32.80 $32.80 89.1% 65%
20261019 $33.60 $33.60 90.0% 67%
20261016 $34.40 $13.00 91.8% 72%
20261015 $34.80 $12.30 86.0% 57%
20261014 $35.80 $13.42 85.0% 55%
20261013 $39.30 $15.70 82.0% 47%
20261012 $39.10 $19.07 79.3% 41%
20261009 $41.75 $19.32 78.2% 38%
20261008 $41.85 $20.05 77.3% 36%
20261007 $43.35 $20.10 76.7% 34%
20261006 $43.75 $20.45 77.9% 37%
20261005 $43.25 $20.90 77.3% 36%
20261002 $22.25 $22.25 74.0% 27%
20261001 $21.70 $21.70 77.2% 35%
20260930 $21.75 $21.75 76.0% 32%
20260929 $22.20 $22.20 75.1% 30%
20260928 $21.90 $21.90 75.4% 31%
20260925 $24.95 $24.95 69.9% 17%
20260924 $25.15 $25.15 70.3% 18%
20260923 $25.75 $25.75 69.7% 17%
20260922 $26.15 $26.15 68.5% 14%
20260921 $27.00 $27.00 67.4% 11%
20260918 $26.20 $2.42 63.0% 0%
20260917 $27.15 $6.12 65.6% 4%
20260916 $27.45 $9.00 66.4% 6%
20260915 $27.10 $9.40 65.4% 3%
20260914 $28.20 $10.85 65.8% 4%
20260911 $30.50 $13.60 65.4% 3%
20260910 $30.45 $15.75 68.1% 10%
20260909 $31.80 $16.35 67.8% 10%
20260908 $33.40 $19.00 68.4% 11%
20260904 $34.75 $20.25 66.4% 6%
20260903 $32.40 $20.30 64.0% 0%
20260902 $19.25 $19.25 65.4% 0%
20260901 $20.50 $20.50 65.4% 0%
20260831 $21.85 $21.85 68.6% 4%
20260828 $23.80 $23.80 68.7% 4%
20260827 $24.80 $24.80 68.9% 5%
20260826 $26.90 $26.90 71.2% 11%
20260825 $27.75 $27.75 71.0% 11%
20260824 $29.25 $29.25 73.0% 16%
20260821 $30.50 $2.77 68.5% 4%
20260820 $29.80 $6.30 69.6% 7%
20260819 $30.90 $8.80 69.7% 7%
20260818 $32.15 $10.95 69.3% 6%
20260817 $36.00 $14.80 69.3% 6%
20260814 $34.75 $14.20 67.2% 0%
20260813 $34.50 $15.85 67.4% 0%
20260812 $34.45 $16.55 68.2% 0%
20260811 $35.45 $18.05 69.2% 0%
20260810 $37.25 $19.20 74.4% 2%
20260807 — — 76.4% 9%
20260806 $44.30 $26.30 81.7% 27%
20260805 $26.00 $26.00 82.2% 29%
20260804 $30.80 $30.80 85.5% 40%
20260803 $29.30 $29.30 83.8% 34%

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.