MTG · Expected Move
MGIC Investment Corp.
The expected move for MTG 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).
MTG 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 MTG Expected Move
30-Day Straddle
$4.40
7-Day Straddle
$4.40
30-Day ATM IV
36.9%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to MTG'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.
MTG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.40 | $4.40 | 36.9% | 20% |
| 20261021 | $3.50 | $3.50 | 41.9% | 26% |
| 20261020 | $2.78 | $2.78 | 32.1% | 14% |
| 20261019 | $3.00 | $3.00 | 40.7% | 25% |
| 20261016 | $2.82 | $3.78 | — | — |
| 20261015 | $3.00 | $2.42 | 34.2% | 17% |
| 20261014 | $3.08 | $3.38 | 37.9% | 21% |
| 20261013 | $3.07 | $4.40 | 35.2% | 18% |
| 20261012 | $3.40 | $2.95 | — | — |
| 20261009 | $3.42 | $5.75 | 42.9% | 27% |
| 20261008 | $4.20 | $4.75 | 46.4% | 32% |
| 20261007 | $3.40 | $3.62 | 57.4% | 45% |
| 20261006 | $3.18 | $4.60 | 64.9% | 54% |
| 20261005 | $3.25 | $2.58 | 39.9% | 24% |
| 20261002 | $2.60 | $2.60 | 54.8% | 42% |
| 20261001 | $1.95 | $1.95 | 36.8% | 20% |
| 20260930 | $2.35 | $2.35 | 53.4% | 40% |
| 20260929 | $2.23 | $2.23 | 35.3% | 18% |
| 20260928 | $4.38 | $4.38 | 37.3% | 21% |
| 20260925 | $2.15 | $2.15 | 32.0% | 14% |
| 20260924 | $1.55 | $1.55 | 39.7% | 24% |
| 20260923 | $1.92 | $1.92 | 33.6% | 16% |
| 20260922 | $1.57 | $1.57 | 28.7% | 11% |
| 20260921 | $1.32 | $1.32 | 23.8% | 5% |
| 20260918 | $1.45 | $0.72 | 21.5% | 2% |
| 20260917 | $1.50 | $0.93 | 22.9% | 4% |
| 20260916 | $2.17 | $1.50 | 20.1% | 0% |
| 20260915 | $1.92 | $0.60 | 27.6% | 9% |
| 20260914 | $2.38 | $1.32 | 37.0% | 20% |
| 20260911 | $2.52 | $1.10 | 29.8% | 12% |
| 20260910 | $2.35 | $1.18 | 28.5% | 10% |
| 20260909 | $2.33 | $1.53 | 30.7% | 13% |
| 20260908 | $2.62 | $1.43 | 34.2% | 17% |
| 20260904 | $3.40 | $1.38 | 25.3% | 6% |
| 20260903 | $2.55 | $1.75 | 27.0% | 8% |
| 20260902 | $1.68 | $1.68 | 30.2% | 12% |
| 20260901 | $1.25 | $1.25 | 27.7% | 9% |
| 20260831 | $1.27 | $1.27 | 23.8% | 5% |
| 20260828 | $1.75 | $1.75 | 25.8% | 7% |
| 20260827 | $1.80 | $1.80 | 22.6% | 3% |
| 20260826 | $1.77 | $1.77 | 23.6% | 4% |
| 20260825 | $1.53 | $1.53 | 27.9% | 9% |
| 20260824 | $1.70 | $1.70 | 25.5% | 7% |
| 20260821 | $2.83 | $1.70 | 27.1% | 9% |
| 20260820 | $0.00 | $0.00 | 24.4% | 5% |
| 20260819 | $0.00 | $0.00 | 24.3% | 5% |
| 20260818 | $0.00 | $0.00 | 20.8% | 1% |
| 20260817 | $0.00 | $0.00 | 22.6% | 3% |
| 20260814 | $0.00 | $0.00 | 23.7% | 4% |
| 20260813 | $1.80 | $1.32 | 23.9% | 5% |
| 20260812 | $1.92 | $1.73 | 26.6% | 8% |
| 20260811 | $1.70 | $1.57 | 24.0% | 5% |
| 20260810 | $1.62 | $1.30 | 21.7% | 2% |
| 20260807 | — | — | 25.0% | 6% |
| 20260806 | $2.05 | $1.48 | 24.7% | 6% |
| 20260805 | $1.83 | $1.83 | 28.1% | 10% |
| 20260804 | $2.60 | $2.60 | 32.1% | 15% |
| 20260803 | $1.58 | $1.58 | 30.5% | 13% |
| 20260731 | $1.57 | $1.57 | 34.4% | 17% |
| 20260730 | $1.62 | $1.62 | 26.0% | 7% |
More on MTG
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.