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
$3.40
7-Day Straddle
$1.38
Avg IV
0.7%
IV Rank
46%
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
20260904 $3.40 $1.38 0.7% 46%
20260903 $2.55 $1.75 0.5% 19%
20260902 $1.68 $1.68 0.9% 69%
20260901 $1.25 $1.25 1.1% 85%
20260831 $1.27 $1.27 1.2% 99%
20260828 $1.75 $1.75 1.1% 84%
20260827 $1.80 $1.80 1.0% 75%
20260826 $1.77 $1.77 0.9% 64%
20260825 $1.53 $1.53 0.8% 56%
20260824 $1.70 $1.70 0.9% 65%
20260821 $2.83 $1.70 0.8% 51%
20260820 $0.00 $0.00 0.9% 69%
20260819 $0.00 $0.00 0.9% 61%
20260818 $0.00 $0.00 0.8% 56%
20260817 $0.00 $0.00 0.8% 49%
20260814 $0.00 $0.00 0.6% 32%
20260813 $1.80 $1.32 0.6% 38%
20260812 $1.92 $1.73 0.6% 33%
20260811 $1.70 $1.57 0.6% 27%
20260810 $1.62 $1.30 0.7% 46%
20260806 $2.05 $1.48 0.7% 44%
20260805 $1.83 $1.83 1.1% 87%
20260804 $2.60 $2.60 0.6% 31%
20260803 $1.58 $1.58 1.0% 72%
20260731 $1.57 $1.57 1.0% 80%
20260730 $1.62 $1.62 0.9% 65%
20260729 $2.65 $2.65 0.9% 64%
20260728 $2.05 $2.05 0.8% 59%
20260727 $1.70 $1.70 0.8% 60%
20260724 $1.80 $1.80 0.4% 4%
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%