ULCC · Expected Move
Frontier Group Holdings, Inc. Common Stock
The expected move for ULCC 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).
ULCC 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 ULCC Expected Move
30-Day Straddle
$1.07
7-Day Straddle
$0.38
30-Day ATM IV
91.2%
IV Rank
83%
Implied one-standard-deviation move through the next 30 days. Compare to ULCC'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.
ULCC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.07 | $0.38 | 91.2% | 83% |
| 20261015 | $1.10 | $0.17 | 88.0% | 73% |
| 20261014 | $1.00 | $0.30 | 80.7% | 52% |
| 20261013 | $1.17 | $0.55 | 77.9% | 43% |
| 20261012 | $1.20 | $0.47 | 81.0% | 52% |
| 20261009 | $1.20 | $0.50 | 75.2% | 35% |
| 20261008 | $1.30 | $0.55 | 79.9% | 49% |
| 20261007 | $1.35 | $0.65 | 81.2% | 53% |
| 20261006 | $1.42 | $0.68 | 79.3% | 47% |
| 20261005 | $1.38 | $0.57 | 77.4% | 42% |
| 20261002 | $0.72 | $0.72 | 78.6% | 45% |
| 20261001 | $0.75 | $0.75 | 79.4% | 48% |
| 20260930 | $0.72 | $0.72 | 77.3% | 41% |
| 20260929 | $0.77 | $0.77 | 76.0% | 37% |
| 20260928 | $0.80 | $0.80 | 79.0% | 46% |
| 20260925 | $0.93 | $0.93 | 77.6% | 42% |
| 20260924 | $0.85 | $0.85 | 75.8% | 35% |
| 20260923 | $0.90 | $0.90 | 77.9% | 41% |
| 20260922 | $1.05 | $1.05 | 80.7% | 48% |
| 20260921 | $0.88 | $0.88 | 81.7% | 51% |
| 20260918 | $0.80 | $0.28 | 63.4% | 0% |
| 20260917 | $1.02 | $0.28 | 76.5% | 28% |
| 20260916 | $1.10 | $0.60 | — | — |
| 20260915 | $1.02 | $0.65 | 74.9% | 23% |
| 20260914 | $1.02 | $0.53 | 73.4% | 18% |
| 20260911 | $1.10 | $0.57 | 82.9% | 38% |
| 20260910 | $1.02 | $0.65 | 69.2% | 3% |
| 20260909 | $1.07 | $0.65 | 74.5% | 17% |
| 20260908 | $1.10 | $0.70 | 73.6% | 14% |
| 20260904 | $1.10 | $0.62 | 67.8% | 0% |
| 20260903 | $1.23 | $0.70 | 75.3% | 5% |
| 20260902 | $0.80 | $0.80 | 76.2% | 8% |
| 20260901 | $0.80 | $0.80 | 78.1% | 13% |
| 20260831 | $0.78 | $0.78 | 75.7% | 6% |
| 20260828 | $0.90 | $0.90 | 77.6% | 12% |
| 20260827 | $0.85 | $0.85 | 75.3% | 5% |
| 20260826 | $1.00 | $1.00 | 83.0% | 27% |
| 20260825 | $1.00 | $1.00 | 81.1% | 22% |
| 20260824 | $0.90 | $0.90 | 75.9% | 7% |
| 20260821 | $0.98 | $0.10 | 75.0% | 4% |
| 20260820 | $1.05 | $0.28 | 77.8% | 12% |
| 20260819 | $1.08 | $0.40 | 79.0% | 15% |
| 20260818 | $1.07 | $0.50 | 81.0% | 21% |
| 20260817 | $1.17 | $0.67 | 78.2% | 13% |
| 20260814 | $1.35 | $0.57 | 77.4% | 11% |
| 20260813 | $1.30 | $0.65 | 73.7% | 0% |
| 20260812 | $1.30 | $0.72 | 75.7% | 6% |
| 20260811 | $1.38 | $0.80 | 78.1% | 13% |
| 20260810 | $1.40 | $0.90 | 81.0% | 21% |
| 20260807 | — | — | 78.6% | 14% |
| 20260806 | $1.83 | $1.12 | 85.1% | 33% |
| 20260805 | $1.10 | $1.10 | 81.7% | 23% |
| 20260804 | $1.18 | $1.18 | 80.3% | 19% |
| 20260803 | $1.10 | $1.10 | 80.5% | 20% |
| 20260731 | $1.10 | $1.10 | 82.2% | 25% |
| 20260730 | $1.12 | $1.12 | 82.8% | 27% |
| 20260729 | $1.32 | $1.32 | 93.5% | 57% |
| 20260728 | $1.18 | $1.18 | 89.4% | 46% |
| 20260727 | $1.15 | $1.15 | 90.0% | 47% |
| 20260724 | $1.23 | $1.23 | 93.7% | 58% |
More on ULCC
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.