AAL · Expected Move
American Airlines Group Inc.
The expected move for AAL 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).
AAL 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 AAL Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$0.71
30-Day ATM IV
48.1%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to AAL'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.
AAL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.38 | $0.71 | 48.1% | 39% |
| 20261021 | $1.49 | $0.95 | 50.6% | 50% |
| 20261020 | $1.28 | $1.00 | 46.4% | 32% |
| 20261019 | $1.40 | $0.88 | 51.1% | 52% |
| 20261016 | $1.27 | $0.82 | 48.0% | 39% |
| 20261015 | $1.20 | $0.82 | 44.2% | 22% |
| 20261014 | $1.28 | $0.86 | 47.3% | 35% |
| 20261013 | $1.35 | $0.87 | 46.8% | 33% |
| 20261012 | $1.30 | $0.43 | 44.6% | 24% |
| 20261009 | $1.21 | $0.57 | 44.2% | 22% |
| 20261008 | $1.30 | $0.75 | 45.0% | 26% |
| 20261007 | $1.51 | $0.74 | 50.0% | 48% |
| 20261006 | $1.38 | $0.80 | 46.4% | 32% |
| 20261005 | $1.43 | $0.64 | 46.6% | 32% |
| 20261002 | $1.31 | $0.71 | 47.6% | 37% |
| 20261001 | $1.42 | $0.85 | 50.6% | 50% |
| 20260930 | $1.60 | $0.92 | 51.7% | 55% |
| 20260929 | $1.56 | $1.03 | 50.1% | 48% |
| 20260928 | $1.64 | $0.60 | 52.0% | 56% |
| 20260925 | $1.57 | $0.73 | 50.3% | 49% |
| 20260924 | $1.48 | $0.66 | 48.8% | 42% |
| 20260923 | $1.57 | $0.70 | 50.8% | 51% |
| 20260922 | $1.63 | $0.82 | 51.1% | 52% |
| 20260921 | $1.62 | $0.54 | 49.7% | 46% |
| 20260918 | $1.34 | $0.56 | 47.8% | 38% |
| 20260917 | $1.39 | $0.68 | 48.0% | 39% |
| 20260916 | $1.44 | $0.89 | 49.3% | 44% |
| 20260915 | $1.45 | $0.86 | 45.9% | 29% |
| 20260914 | $1.48 | $0.65 | 46.4% | 31% |
| 20260911 | $1.27 | $0.68 | 44.8% | 25% |
| 20260910 | $1.40 | $0.78 | 46.0% | 30% |
| 20260909 | $1.48 | $0.81 | 48.9% | 43% |
| 20260908 | $2.00 | $0.81 | 59.9% | 91% |
| 20260904 | $1.16 | $0.51 | 40.3% | 5% |
| 20260903 | $1.16 | $0.54 | 39.5% | 1% |
| 20260902 | $1.14 | $0.52 | 39.2% | 0% |
| 20260901 | $1.31 | $0.62 | 43.3% | 10% |
| 20260831 | $1.39 | $0.48 | 45.0% | 19% |
| 20260828 | $1.36 | $0.55 | 43.7% | 12% |
| 20260827 | $1.27 | $0.56 | 43.2% | 10% |
| 20260826 | $1.52 | $0.73 | 46.5% | 26% |
| 20260825 | $1.48 | $0.79 | 45.6% | 22% |
| 20260824 | $1.52 | $0.52 | 46.6% | 26% |
| 20260821 | $1.35 | $0.61 | 43.7% | 12% |
| 20260820 | $1.41 | $0.64 | 44.4% | 16% |
| 20260819 | $1.41 | $0.71 | 43.8% | 13% |
| 20260818 | $1.43 | $0.76 | 43.1% | 10% |
| 20260817 | $1.60 | $0.54 | 45.0% | 18% |
| 20260814 | $1.39 | $0.66 | 41.6% | 2% |
| 20260813 | $1.78 | $0.75 | 50.4% | 37% |
| 20260812 | $1.42 | $0.80 | 41.1% | 0% |
| 20260811 | $1.49 | $0.94 | 42.3% | 0% |
| 20260810 | $1.67 | $0.60 | 46.5% | 7% |
| 20260807 | — | — | 45.0% | 0% |
| 20260806 | $2.01 | $0.97 | 53.4% | 31% |
| 20260805 | $1.84 | $1.15 | 48.6% | 6% |
| 20260804 | $1.87 | $1.28 | 49.3% | 10% |
| 20260803 | $1.89 | $0.76 | 49.8% | 12% |
| 20260731 | $1.65 | $0.81 | 47.4% | 0% |
| 20260730 | $1.63 | $0.92 | 47.5% | 0% |
More on AAL
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.