UBS · Expected Move
UBS Group AG
The expected move for UBS 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).
UBS 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 UBS Expected Move
30-Day Straddle
$3.68
7-Day Straddle
$2.10
30-Day ATM IV
28.7%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to UBS'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.
UBS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.68 | $2.10 | 28.7% | 43% |
| 20261106 | $3.98 | $2.42 | 30.2% | 55% |
| 20261105 | $4.03 | $2.58 | 30.1% | 54% |
| 20261104 | $2.35 | $2.35 | 26.3% | 24% |
| 20261103 | $2.58 | $2.58 | 29.1% | 46% |
| 20261102 | $2.73 | $2.73 | 28.8% | 43% |
| 20261030 | $2.67 | $2.67 | 28.9% | 44% |
| 20261029 | $2.73 | $2.73 | 27.6% | 34% |
| 20261028 | $2.65 | $2.65 | 28.4% | 40% |
| 20261027 | $3.42 | $3.42 | 34.2% | 86% |
| 20261026 | $3.25 | $3.25 | 32.4% | 71% |
| 20261023 | $3.42 | $3.42 | 32.5% | 73% |
| 20261022 | $3.90 | $3.90 | 36.0% | 100% |
| 20261021 | $3.50 | $3.50 | 31.4% | 75% |
| 20261020 | $3.47 | $3.47 | 31.6% | 77% |
| 20261019 | $3.58 | $3.58 | 32.3% | 83% |
| 20261016 | $3.85 | $0.33 | 32.3% | 83% |
| 20261015 | $3.70 | $0.72 | 30.8% | 70% |
| 20261014 | $3.72 | $0.95 | 31.1% | 72% |
| 20261013 | $3.85 | $1.25 | 30.9% | 71% |
| 20261012 | $4.12 | $1.38 | 32.3% | 84% |
| 20261009 | $4.12 | $1.57 | 30.7% | 69% |
| 20261008 | $4.10 | $1.62 | 31.7% | 78% |
| 20261007 | $4.25 | $1.75 | 31.6% | 77% |
| 20261006 | $4.40 | $2.25 | 31.5% | 76% |
| 20261005 | $4.53 | $2.10 | 31.9% | 80% |
| 20261002 | $2.25 | $2.25 | 31.9% | 80% |
| 20261001 | $2.45 | $2.45 | 34.1% | 100% |
| 20260930 | $2.58 | $2.58 | 31.7% | 98% |
| 20260929 | $2.72 | $2.72 | 31.1% | 91% |
| 20260928 | $2.83 | $2.83 | 31.0% | 90% |
| 20260925 | $2.75 | $2.75 | 29.9% | 77% |
| 20260924 | $2.92 | $2.92 | 31.2% | 93% |
| 20260923 | $2.80 | $2.80 | 29.5% | 73% |
| 20260922 | $3.05 | $3.05 | 30.0% | 78% |
| 20260921 | $2.85 | $2.85 | 25.9% | 24% |
| 20260918 | $3.02 | $0.62 | 25.9% | 24% |
| 20260917 | $3.12 | $0.90 | 26.4% | 29% |
| 20260916 | $3.17 | $1.18 | 27.2% | 36% |
| 20260915 | $3.33 | $1.58 | 27.4% | 37% |
| 20260914 | $3.20 | $1.50 | 25.2% | 17% |
| 20260911 | $3.45 | $1.50 | 25.5% | 20% |
| 20260910 | $3.62 | $1.93 | 26.7% | 32% |
| 20260909 | $3.58 | $1.77 | 25.8% | 23% |
| 20260908 | $3.60 | $2.33 | 26.1% | 26% |
| 20260904 | $3.70 | $2.02 | 24.0% | 7% |
| 20260903 | $3.85 | $2.27 | 24.3% | 10% |
| 20260902 | $2.20 | $2.20 | 24.1% | 8% |
| 20260901 | $2.48 | $2.48 | 25.4% | 18% |
| 20260831 | $2.53 | $2.53 | 26.8% | 30% |
| 20260828 | $2.35 | $2.35 | 23.3% | 0% |
| 20260827 | $2.55 | $2.55 | 24.6% | 6% |
| 20260826 | $2.67 | $2.67 | 24.8% | 8% |
| 20260825 | $2.67 | $2.67 | 24.8% | 8% |
| 20260824 | $2.97 | $2.97 | 24.5% | 5% |
| 20260821 | $2.92 | $0.80 | 24.0% | 1% |
| 20260820 | $3.08 | $0.85 | 24.9% | 8% |
| 20260819 | $3.10 | $1.10 | 24.6% | 6% |
| 20260818 | $3.02 | $1.05 | 23.9% | 0% |
| 20260817 | $3.20 | $1.40 | 23.9% | 0% |
More on UBS
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.