MSGS · Expected Move
Madison Square Garden Sports Corp.
The expected move for MSGS 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).
MSGS 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 MSGS Expected Move
30-Day Straddle
$29.20
7-Day Straddle
$4.60
30-Day ATM IV
29.7%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to MSGS'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.
MSGS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $29.20 | $4.60 | 29.7% | 45% |
| 20261015 | $30.65 | $7.55 | 29.4% | 42% |
| 20261014 | $30.85 | $9.60 | 29.5% | 43% |
| 20261013 | $28.00 | $9.62 | 26.4% | 19% |
| 20261012 | $29.80 | $10.00 | 27.7% | 29% |
| 20261009 | $29.45 | $10.57 | 26.4% | 20% |
| 20261008 | $31.30 | $12.15 | 27.6% | 28% |
| 20261007 | $32.95 | $14.55 | 28.1% | 32% |
| 20261006 | $31.00 | $13.50 | 27.0% | 24% |
| 20261005 | $31.30 | $14.15 | 27.2% | 26% |
| 20261002 | $15.45 | $15.45 | 26.4% | 20% |
| 20261001 | $17.00 | $17.00 | 27.2% | 25% |
| 20260930 | $17.35 | $17.35 | 26.3% | 19% |
| 20260929 | $19.20 | $19.20 | 26.9% | 23% |
| 20260928 | $19.70 | $19.70 | 27.3% | 26% |
| 20260925 | $20.40 | $20.40 | 26.4% | 20% |
| 20260924 | $21.70 | $21.70 | 27.3% | 26% |
| 20260923 | $20.65 | $20.65 | 25.7% | 14% |
| 20260922 | $20.85 | $20.85 | 25.8% | 15% |
| 20260921 | $21.45 | $21.45 | 26.2% | 18% |
| 20260918 | $21.75 | $2.62 | 24.6% | 6% |
| 20260917 | $23.05 | $7.07 | 25.1% | 10% |
| 20260916 | $23.85 | $8.50 | 26.0% | 16% |
| 20260915 | $24.30 | $9.48 | 26.0% | 17% |
| 20260914 | $24.25 | $9.90 | 25.7% | 14% |
| 20260911 | $24.70 | $11.05 | 25.2% | 11% |
| 20260910 | $25.85 | $12.15 | 25.9% | 16% |
| 20260909 | $25.95 | $13.55 | 25.8% | 15% |
| 20260908 | $26.65 | $13.95 | 26.5% | 20% |
| 20260904 | $25.90 | $14.75 | 24.2% | 3% |
| 20260903 | $25.70 | $15.00 | 23.8% | 0% |
| 20260902 | $15.10 | $15.10 | 24.8% | 0% |
| 20260901 | $16.30 | $16.30 | 25.6% | 7% |
| 20260831 | $17.70 | $17.70 | 25.4% | 5% |
| 20260828 | $17.95 | $17.95 | 24.8% | 1% |
| 20260827 | $19.45 | $19.45 | 24.9% | 1% |
| 20260826 | $19.50 | $19.50 | 24.7% | 0% |
| 20260825 | $21.30 | $21.30 | 25.5% | 4% |
| 20260824 | $21.20 | $21.20 | 25.4% | 3% |
| 20260821 | $22.80 | $4.62 | 25.2% | 2% |
| 20260820 | $22.45 | $5.72 | 25.0% | 0% |
| 20260819 | $24.65 | $7.25 | 26.4% | 6% |
| 20260818 | $24.60 | $8.62 | 26.2% | 5% |
| 20260817 | $26.45 | $12.15 | 27.0% | 12% |
| 20260814 | $27.20 | $12.00 | 26.4% | 6% |
| 20260813 | $26.90 | $13.00 | 25.7% | 0% |
| 20260812 | $31.30 | $19.20 | 29.7% | 30% |
| 20260811 | $30.80 | $18.60 | 30.3% | 36% |
| 20260810 | $31.90 | $19.25 | 31.4% | 45% |
| 20260807 | — | — | 31.2% | 44% |
| 20260806 | $36.20 | $23.15 | 33.4% | 64% |
| 20260805 | $22.65 | $22.65 | 33.4% | 64% |
| 20260804 | $24.25 | $24.25 | 33.6% | 66% |
| 20260803 | $24.65 | $24.65 | 34.1% | 71% |
| 20260731 | $25.75 | $25.75 | 32.6% | 57% |
| 20260730 | $27.70 | $27.70 | 32.6% | 57% |
| 20260729 | $26.85 | $26.85 | 33.0% | 61% |
| 20260728 | $27.00 | $27.00 | 32.6% | 57% |
| 20260727 | $28.90 | $28.90 | 33.9% | 69% |
| 20260724 | $29.40 | $29.40 | 33.2% | 63% |
More on MSGS
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.