MTG (MGIC Investment Corp.)

Expected Move & Straddle Price History

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).

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.

Current MTG Expected Move
30-Day Straddle
$2.75
7-Day Straddle
$2.75
Avg IV
0.8%
IV Rank
57%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260723 $2.75 $2.75 0.8% 57%
20260722 $2.27 $2.27 0.7% 41%
20260721 $2.27 $2.27 0.5% 21%
20260720 $1.75 $1.75 0.7% 47%
20260716 $2.50 $2.62 0.4% 14%
20260715 $2.30 $2.02 0.7% 46%
20260714 $3.05 $2.08 0.6% 37%
20260713 $2.73 $1.83 0.4% 14%
20260710 $2.97 $2.25 0.6% 30%
20260709 $2.60 $2.62 0.6% 31%
20260708 $2.62 $3.90 0.5% 19%
20260707 $2.45 $1.77 0.7% 42%
20260706 $2.58 $3.80 0.6% 36%
20260702 $2.50 $2.50 0.9% 68%
20260701 $4.40 $4.40 0.9% 70%
20260630 $2.05 $2.05 0.9% 69%
20260629 $2.25 $2.25 0.8% 52%
20260626 $2.30 $2.30 1.1% 92%
20260625 $12.38 $12.38 1.0% 73%
20260624 $2.00 $2.00 0.8% 57%
20260623 $1.98 $1.98 1.0% 72%
20260622 $2.10 $2.10 0.7% 45%
20260618 $1.35 $1.58 0.8% 51%
20260617 $2.23 $2.08 0.4% 14%
20260616 $1.70 $1.80 0.5% 24%
20260615 $1.98 $0.97 0.6% 35%
20260613 $1.77 $1.05 0.5% 25%
20260612 $1.77 $1.05 0.5% 25%
20260611 $2.00 $1.50 0.8% 50%
20260610 $2.52 $1.12 0.6% 38%
20260609 $1.73 $0.97 0.5% 15%
20260608 $1.17 $1.18 0.6% 37%
20260605 $1.80 $1.10 0.3% 0%
20260604 $1.35 $0.88 0.5% 16%
20260603 $2.17 $1.77 0.7% 32%
20260602 $1.15 $1.15 1.0% 81%
20260601 $1.10 $1.10 0.9% 65%
20260529 $1.12 $1.12 1.0% 79%
20260528 $1.47 $1.47 1.0% 78%
20260527 $1.25 $1.25 0.9% 62%
20260526 $1.68 $1.68 0.9% 58%
20260510 $2.70 $2.55 0.7% 38%
20260508 $2.70 $2.55 0.7% 32%
20260507 $2.35 $1.90 0.6% 21%
20260506 $2.30 $1.95 0.5% 9%
20260505 $2.02 $1.65 0.6% 22%
20260504 $2.43 $1.68 0.7% 33%
20260502 $1.67 $1.67 0.8% 47%
20260501 $1.67 $1.67 0.9% 58%
20260430 $2.67 $2.67 1.2% 88%
20260429 $2.12 $2.12 1.1% 83%
20260428 $1.45 $1.45 1.1% 78%
20260427 $2.20 $2.20 1.0% 62%
20260424 $2.52 $2.52 1.0% 65%
20260423 $2.27 $2.27 0.9% 54%
20260422 $4.38 $4.38 0.8% 42%
20260421 $4.47 $4.47 0.8% 40%
20260420 $3.40 $3.40 0.9% 52%
20260417 $2.05 $2.85 0.8% 48%
20260416 $3.98 $3.40 0.6% 18%