ABCB · Expected Move

Ameris Bancorp

The expected move for ABCB 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).

ABCB 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 ABCB Expected Move
30-Day Straddle
$6.25
7-Day Straddle
$0.47
30-Day ATM IV
32.0%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to ABCB'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.
ABCB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $6.25 $0.47 32.0% 47%
20261015 $6.35 $2.42 32.0% 47%
20261014 $6.85 $3.83 34.2% 58%
20261013 $6.15 $4.38 30.4% 38%
20261012 $6.25 $5.05 31.0% 41%
20261009 $6.70 $3.85 36.1% 69%
20261008 $6.70 $4.83 34.1% 58%
20261007 $6.65 $5.12 35.2% 64%
20261006 $6.65 $3.67 30.8% 41%
20261005 $6.47 $5.18 29.0% 31%
20261002 $4.53 $4.53 29.8% 35%
20261001 $4.05 $4.05 28.6% 29%
20260930 $3.92 $3.92 28.7% 29%
20260929 $4.30 $4.30 29.3% 32%
20260928 $5.53 $5.53 30.9% 41%
20260925 $5.78 $5.78 42.0% 100%
20260924 $5.85 $5.85 28.4% 51%
20260923 $5.25 $5.25 27.9% 47%
20260922 $5.50 $5.50 29.5% 62%
20260921 $4.85 $4.85 28.7% 54%
20260918 $6.43 $3.62 30.6% 72%
20260917 $5.50 $3.95 28.7% 54%
20260916 $5.53 $4.80 29.5% 62%
20260915 $5.45 $4.35 28.0% 47%
20260914 $5.60 $4.30 28.1% 48%
20260911 $5.60 $4.80 27.0% 38%
20260910 $5.70 $4.80 27.0% 37%
20260909 $5.65 $4.80 27.6% 43%
20260908 $5.90 $4.03 26.7% 35%
20260904 $5.80 $4.95 24.7% 15%
20260903 $6.28 $4.00 26.1% 28%
20260902 $2.95 $2.95 23.9% 7%
20260901 $3.60 $3.60 26.6% 32%
20260831 $4.20 $4.20 26.1% 28%
20260828 $4.25 $4.25 24.4% 11%
20260827 $3.60 $3.60 23.2% 0%
20260826 $4.35 $4.35 24.7% 0%
20260825 $5.53 $5.53 29.0% 36%
20260824 $5.75 $5.75 30.4% 51%
20260821 $6.03 $4.80 30.7% 54%
20260820 $5.95 $3.92 28.1% 26%
20260819 $6.40 $5.20 26.6% 9%
20260818 $5.60 $3.40 26.7% 9%
20260817 $5.38 $3.92 25.7% 0%
20260814 $6.03 $3.33 27.8% 8%
20260813 $5.80 $2.30 27.5% 5%
20260812 $6.35 $5.15 29.8% 27%
20260811 $6.83 $5.30 31.3% 41%
20260810 $7.55 $6.00 31.2% 39%
20260807 — — 31.1% 31%
20260806 $7.00 $5.35 31.2% 32%
20260805 $4.95 $4.95 29.9% 22%
20260804 $5.32 $5.32 30.2% 24%
20260803 $5.18 $5.18 30.7% 28%
20260731 $6.57 $6.57 32.8% 45%
20260730 $6.30 $6.30 31.1% 32%
20260729 $5.35 $5.35 31.7% 36%
20260728 $6.00 $6.00 29.9% 22%
20260727 $6.43 $6.43 33.3% 49%
20260724 $6.22 $6.22 31.2% 34%

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.