AAMI · Expected Move
Acadian Asset Management Inc.
The expected move for AAMI 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).
AAMI 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 AAMI Expected Move
30-Day Straddle
$9.45
7-Day Straddle
$3.23
30-Day ATM IV
39.4%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to AAMI'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.
AAMI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $9.45 | $3.23 | 39.4% | 53% |
| 20261015 | $11.30 | $10.05 | 31.4% | 0% |
| 20261014 | $8.80 | $5.20 | 37.5% | 39% |
| 20261013 | $9.38 | $4.15 | 38.4% | 45% |
| 20261012 | $9.55 | $5.20 | 38.0% | 42% |
| 20261009 | $9.20 | $4.60 | 37.1% | 37% |
| 20261008 | $9.05 | $5.47 | 36.2% | 30% |
| 20261007 | $9.07 | $5.70 | 34.6% | 20% |
| 20261006 | $9.90 | $5.40 | 37.2% | 37% |
| 20261005 | $9.78 | $5.58 | 35.1% | 23% |
| 20261002 | $5.25 | $5.25 | 36.1% | 30% |
| 20261001 | $5.53 | $5.53 | 37.6% | 40% |
| 20260930 | $6.50 | $6.50 | 36.7% | 34% |
| 20260929 | $6.08 | $6.08 | 36.9% | 35% |
| 20260928 | $5.33 | $5.33 | 34.0% | 15% |
| 20260925 | $5.80 | $5.80 | 34.5% | 19% |
| 20260924 | $6.45 | $6.45 | 35.4% | 25% |
| 20260923 | $6.35 | $6.35 | 34.4% | 18% |
| 20260922 | $6.40 | $6.40 | 36.0% | 33% |
| 20260921 | $6.80 | $6.80 | 35.1% | 27% |
| 20260918 | $6.40 | $4.80 | 32.3% | 10% |
| 20260917 | $6.97 | $2.60 | 34.1% | 21% |
| 20260916 | $6.72 | $5.10 | 33.0% | 14% |
| 20260915 | $7.28 | $3.90 | 35.5% | 30% |
| 20260914 | $7.32 | $4.85 | 33.7% | 19% |
| 20260911 | $7.65 | $5.60 | 33.6% | 18% |
| 20260910 | $8.65 | $5.45 | 36.0% | 33% |
| 20260909 | $8.55 | $6.47 | 35.2% | 28% |
| 20260908 | $8.40 | $6.65 | 36.1% | 34% |
| 20260904 | $8.30 | $6.10 | 33.7% | 18% |
| 20260903 | $8.93 | $6.00 | 33.5% | 17% |
| 20260902 | $5.80 | $5.80 | 33.6% | 18% |
| 20260901 | $6.35 | $6.35 | 37.0% | 39% |
| 20260831 | $4.68 | $4.68 | 31.7% | 5% |
| 20260828 | $6.10 | $6.10 | 32.8% | 13% |
| 20260827 | $6.30 | $6.30 | 32.4% | 10% |
| 20260826 | $6.83 | $6.83 | 34.4% | 23% |
| 20260825 | $6.50 | $6.50 | 33.3% | 16% |
| 20260824 | $7.20 | $7.20 | 35.7% | 31% |
| 20260821 | $7.70 | $5.10 | 36.2% | 34% |
| 20260820 | $7.90 | $2.75 | 37.4% | 42% |
| 20260819 | $7.70 | $4.22 | 36.1% | 33% |
| 20260818 | $7.88 | $3.92 | 36.3% | 35% |
| 20260817 | $7.65 | $5.00 | 34.9% | 26% |
| 20260814 | $8.18 | $4.50 | 36.7% | 38% |
| 20260813 | $8.00 | $4.85 | 34.4% | 23% |
| 20260812 | $8.88 | $5.90 | 37.4% | 42% |
| 20260811 | $8.70 | $5.45 | 37.1% | 40% |
| 20260810 | $8.78 | $5.80 | 38.0% | 46% |
| 20260807 | — | — | 37.3% | 41% |
| 20260806 | $9.85 | $6.53 | 39.1% | 53% |
| 20260805 | $6.12 | $6.12 | 39.1% | 53% |
| 20260804 | $7.08 | $7.08 | 41.3% | 67% |
| 20260803 | $7.20 | $7.20 | 43.0% | 77% |
| 20260731 | $7.00 | $7.00 | 39.7% | 57% |
| 20260730 | $6.80 | $6.80 | 41.1% | 65% |
| 20260729 | $8.12 | $8.12 | 46.6% | 100% |
| 20260728 | $8.43 | $8.43 | 44.4% | 87% |
| 20260727 | $7.80 | $7.80 | 44.4% | 87% |
| 20260724 | $7.80 | $7.80 | 42.9% | 78% |
More on AAMI
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.