AAT · Expected Move

AMERICAN ASSETS TRUST, INC.

The expected move for AAT 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).

AAT 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 AAT Expected Move
30-Day Straddle
$3.27
7-Day Straddle
$2.40
30-Day ATM IV
53.8%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to AAT'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.
AAT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $3.27 $2.40 53.8% 76%
20261015 $2.38 $1.52 41.3% 43%
20261014 $3.42 $1.90 40.0% 39%
20261013 $2.70 $2.10 51.6% 70%
20261012 $1.88 $1.45 39.1% 37%
20261009 $1.75 $1.35 28.3% 8%
20261008 $1.55 $1.38 33.8% 22%
20261007 $2.42 $1.50 47.7% 60%
20261006 $2.38 $1.55 43.7% 49%
20261005 $3.42 $2.50 52.3% 73%
20261002 $1.25 $1.25 47.0% 59%
20261001 $1.52 $1.52 42.5% 48%
20260930 $1.48 $1.48 50.3% 68%
20260929 $2.45 $2.45 56.8% 85%
20260928 $2.35 $2.35 51.6% 71%
20260925 $1.40 $1.40 42.0% 47%
20260924 $1.32 $1.32 35.5% 30%
20260923 $2.50 $2.50 44.0% 52%
20260922 $0.78 $0.78 28.3% 11%
20260921 $1.32 $1.32 35.0% 29%
20260918 $1.25 $1.27 32.1% 21%
20260917 $1.32 $0.75 27.7% 10%
20260916 $1.33 $2.48 34.0% 26%
20260915 $2.23 $1.30 54.1% 78%
20260914 $2.00 $1.40 35.9% 31%
20260911 $2.70 $2.60 50.1% 68%
20260910 $1.40 $1.05 50.5% 69%
20260909 $1.73 $2.52 48.2% 63%
20260908 $2.10 $1.15 35.1% 29%
20260904 $2.17 $1.18 34.0% 26%
20260903 $3.00 $2.55 47.1% 60%
20260902 $1.23 $1.23 28.3% 12%
20260901 $1.57 $1.57 35.0% 29%
20260831 $1.30 $1.30 30.3% 16%
20260828 $1.60 $1.60 40.6% 43%
20260827 $1.23 $1.23 29.3% 14%
20260826 $2.77 $2.77 39.7% 41%
20260825 $2.77 $2.77 25.4% 4%
20260824 $2.58 $2.58 30.8% 18%
20260821 $2.55 $2.17 56.3% 84%
20260820 $1.88 $2.23 26.8% 7%
20260819 $3.00 $2.33 33.1% 24%
20260818 $2.90 $1.65 30.9% 18%
20260817 $2.90 $3.08 61.1% 96%
20260814 $4.07 $3.65 51.2% 71%
20260813 $3.23 $3.60 33.5% 25%
20260812 $4.10 $2.25 25.8% 5%
20260811 $4.20 $2.30 30.4% 17%
20260810 $4.55 $2.80 30.1% 16%
20260807 — — 29.6% 15%
20260806 $4.22 $4.05 60.0% 93%
20260805 $4.15 $4.15 38.6% 38%
20260804 $3.67 $3.67 45.8% 56%
20260803 $4.25 $4.25 32.5% 22%
20260731 $4.00 $4.00 41.5% 45%
20260730 $2.45 $2.45 37.3% 35%
20260729 $2.75 $2.75 37.7% 36%
20260728 $2.88 $2.88 50.6% 69%
20260727 $3.15 $3.15 48.5% 63%
20260724 $3.85 $3.85 51.2% 70%

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.