UDMY · Expected Move

Udemy, Inc. Common Stock

The expected move for UDMY 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).

UDMY straddle price & implied vol

60 sessions

Bars: 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 UDMY Expected Move
30-Day Straddle
$0.75
7-Day Straddle
$0.33
30-Day ATM IV
57.8%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to UDMY'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.
UDMY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260508 $0.75 $0.33 57.8% 14%
20260507 $10.53 $0.38 59.9% 16%
20260506 $3.00 $2.75 — —
20260505 $10.53 $0.45 59.2% 16%
20260504 $0.70 $0.38 57.0% 13%
20260502 $0.42 $0.42 — —
20260501 $0.45 $0.45 64.7% 22%
20260430 $0.65 $0.65 69.2% 27%
20260429 $0.42 $0.42 58.6% 16%
20260428 $0.95 $0.95 81.7% 39%
20260427 $0.70 $0.70 77.2% 35%
20260424 $1.20 $1.20 101.1% 58%
20260423 $0.70 $0.70 69.6% 27%
20260422 $0.75 $0.75 73.8% 31%
20260421 $0.80 $0.80 72.2% 30%
20260420 $0.57 $0.57 60.8% 19%
20260417 $0.82 $0.30 89.7% 47%
20260416 $0.90 $0.60 77.7% 35%
20260415 $0.88 $0.45 76.7% 34%
20260414 $0.95 $0.45 81.5% 39%
20260413 $1.15 $8.12 97.6% 55%
20260410 $1.15 $8.12 85.1% 43%
20260409 $0.82 $0.62 80.1% 38%
20260408 $0.88 $7.67 105.3% 63%
20260407 $1.33 $0.47 — —
20260406 $1.40 $0.55 75.0% 33%
20260402 $8.07 $1.02 65.1% 23%
20260401 $0.57 $0.57 70.6% 28%
20260331 $1.35 $1.35 64.1% 22%
20260330 $0.62 $0.62 66.1% 24%
20260327 $0.72 $0.72 80.8% 38%
20260326 $0.62 $0.62 59.7% 18%
20260325 $0.70 $0.70 — —
20260324 $0.55 $0.55 59.2% 17%
20260323 $0.55 $0.55 65.9% 24%
20260320 $2.27 $2.88 62.3% 20%
20260319 $0.77 $0.50 74.5% 32%
20260318 $10.55 $0.97 — —
20260317 $0.75 $0.40 63.9% 22%
20260316 $7.97 $0.25 65.0% 23%
20260313 $0.73 $0.30 68.8% 27%
20260312 $0.80 $0.35 71.5% 29%
20260311 $0.85 $0.72 66.6% 24%
20260310 $3.00 $0.38 — —
20260309 $1.00 $0.42 78.0% 36%
20260308 $1.15 $0.45 — —
20260306 $1.15 $0.45 69.3% 27%
20260305 $0.85 $0.55 69.1% 27%
20260304 $0.47 $0.47 87.8% 45%
20260303 $0.45 $0.45 59.2% 17%
20260302 $8.00 $8.00 70.1% 28%
20260227 $1.05 $1.05 88.0% 46%
20260226 $0.60 $0.60 63.9% 22%
20260225 $0.55 $0.55 66.1% 24%
20260224 $0.57 $0.57 55.9% 14%
20260223 $0.53 $0.53 50.1% 8%
20260221 $0.50 $0.50 — —
20260220 $0.50 $0.33 46.2% 4%
20260219 $0.57 $0.25 51.5% 9%
20260218 $0.70 $0.30 60.4% 18%

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.