Aldeyra Therapeutics Inc (ALDX) Expected Move

Tracking the ALDX expected move helps you see how far Aldeyra Therapeutics Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Aldeyra Therapeutics Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the ALDX expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For ALDX, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The ALDX expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Aldeyra Therapeutics Inc is unlikely to go.

Aldeyra Therapeutics, Inc., a biotechnology company, develops and commercializes medicines for immune-mediated ocular and systemic diseases. The company's lead product candidate is reproxalap, a reactive aldehyde species (RASP)modulator, which is in Phase III clinical trial for the treatment of dry eye diseases and allergic conjunctivitis. It also develops ADX-629, a first-in-class orally administered RASP modulator that is Phase II clinical trial for psoriasis, asthma, and COVID-19; and ADX-2191, a dihydrofolate reductase inhibitor which is in phase 3 for the prevention of proliferative vitreoretinopathy, and phase II clinical trial for the treatment of retinitis pigmentosa, as well as for treating primary vitreoretinal lymphoma.

The company has a license agreement with Madrigal Pharmaceuticals, Inc. for developing ADX-1612, which inhibits the protein chaperome for the treatment of inflammatory diseases. The company was formerly known as Aldexa Therapeutics, Inc. and changed its name to Aldeyra Therapeutics, Inc. in March 2014. Aldeyra Therapeutics, Inc. was incorporated in 2004 and is based in Lexington, Massachusetts.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the ALDX expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Aldeyra Therapeutics Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about ALDX.