SCHW · Expected Move
The Charles Schwab Corporation
The expected move for SCHW 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).
SCHW 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 SCHW Expected Move
30-Day Straddle
$5.28
7-Day Straddle
$2.66
30-Day ATM IV
25.7%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to SCHW'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.
SCHW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.28 | $2.66 | 25.7% | 37% |
| 20261015 | $5.68 | $3.28 | 27.0% | 45% |
| 20261014 | $7.12 | $4.59 | 32.0% | 78% |
| 20261013 | $6.95 | $4.78 | 31.3% | 73% |
| 20261012 | $6.60 | $4.11 | 29.2% | 60% |
| 20261009 | $6.36 | $4.27 | 30.2% | 66% |
| 20261008 | $6.27 | $4.39 | 29.2% | 60% |
| 20261007 | $6.60 | $4.69 | 29.5% | 62% |
| 20261006 | $6.88 | $4.60 | 30.4% | 67% |
| 20261005 | $6.88 | $2.05 | 29.8% | 64% |
| 20261002 | $6.55 | $2.54 | 30.7% | 69% |
| 20261001 | $6.85 | $3.04 | 30.5% | 68% |
| 20260930 | $7.07 | $3.19 | 31.8% | 76% |
| 20260929 | $7.53 | $3.61 | 33.1% | 85% |
| 20260928 | $7.06 | $2.47 | 31.8% | 76% |
| 20260925 | $7.58 | $2.91 | 33.8% | 90% |
| 20260924 | $7.28 | $3.28 | 31.7% | 76% |
| 20260923 | $7.17 | $3.31 | 31.6% | 75% |
| 20260922 | $7.27 | $3.81 | 31.2% | 73% |
| 20260921 | $7.35 | $2.22 | 29.1% | 59% |
| 20260918 | $6.53 | $2.58 | 28.1% | 52% |
| 20260917 | $6.75 | $2.97 | 28.6% | 56% |
| 20260916 | $6.57 | $3.41 | 27.3% | 47% |
| 20260915 | $6.96 | $3.68 | 27.3% | 47% |
| 20260914 | $7.35 | $2.91 | 27.3% | 47% |
| 20260911 | $5.85 | $3.04 | 25.0% | 32% |
| 20260910 | $6.08 | $3.11 | 25.1% | 33% |
| 20260909 | $6.04 | $3.07 | 24.7% | 31% |
| 20260908 | $6.12 | $3.42 | 24.8% | 31% |
| 20260904 | $5.46 | $2.46 | 23.0% | 19% |
| 20260903 | $5.64 | $2.77 | 22.9% | 18% |
| 20260902 | $5.73 | $3.12 | 23.3% | 21% |
| 20260901 | $6.04 | $3.16 | 23.8% | 24% |
| 20260831 | $6.17 | $2.33 | 23.9% | 25% |
| 20260828 | $5.68 | $2.66 | 23.4% | 22% |
| 20260827 | $5.54 | $3.00 | 23.0% | 20% |
| 20260826 | $6.14 | $3.28 | 23.9% | 25% |
| 20260825 | $6.08 | $3.38 | 23.3% | 21% |
| 20260824 | $6.29 | $2.17 | 23.4% | 22% |
| 20260821 | $5.96 | $2.61 | 23.4% | 22% |
| 20260820 | $5.54 | $2.90 | 22.5% | 16% |
| 20260819 | $5.53 | $2.96 | 21.3% | 8% |
| 20260818 | $5.88 | $3.01 | 21.2% | 8% |
| 20260817 | $5.72 | $2.02 | 21.5% | 10% |
| 20260814 | $4.91 | $2.27 | 20.0% | 0% |
| 20260813 | $5.25 | $2.77 | 21.4% | 4% |
| 20260812 | $5.24 | $2.85 | 20.8% | 0% |
| 20260811 | $5.40 | $3.12 | 21.6% | 0% |
| 20260810 | $5.73 | $2.21 | 22.5% | 2% |
| 20260807 | — | — | 22.2% | 0% |
| 20260806 | $5.96 | $3.31 | 24.3% | 0% |
| 20260805 | $6.08 | $3.48 | 24.7% | 2% |
| 20260804 | $6.09 | $3.53 | 24.5% | 1% |
| 20260803 | $6.28 | $2.42 | 25.2% | 5% |
| 20260731 | $5.63 | $2.67 | 24.4% | 0% |
| 20260730 | $5.72 | $3.01 | 24.7% | 0% |
| 20260729 | $6.28 | $3.60 | 25.9% | 4% |
| 20260728 | $6.26 | $3.50 | 25.4% | 0% |
| 20260727 | $6.34 | $2.70 | 25.9% | 0% |
| 20260724 | $5.81 | $3.00 | 26.1% | 1% |
More on SCHW
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.