ABEV · Expected Move
AMBEV S.A.
The expected move for ABEV 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).
ABEV 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 ABEV Expected Move
30-Day Straddle
$10.47
7-Day Straddle
$2.77
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to ABEV'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.
ABEV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $10.47 | $2.77 | — | — |
| 20261106 | $0.25 | $0.28 | 19.3% | 0% |
| 20261105 | $0.30 | $10.28 | 25.4% | 0% |
| 20261104 | $7.85 | $7.85 | 80.0% | 12% |
| 20261103 | $0.35 | $0.35 | 100.0% | 17% |
| 20261102 | $0.35 | $0.35 | 90.3% | 14% |
| 20261030 | $0.23 | $0.23 | 71.1% | 10% |
| 20261029 | $7.70 | $7.70 | 87.6% | 14% |
| 20261028 | $0.48 | $0.48 | 94.5% | 15% |
| 20261027 | $0.48 | $0.48 | 73.3% | 10% |
| 20261026 | $0.38 | $0.38 | 51.7% | 5% |
| 20261023 | $0.85 | $0.85 | 62.2% | 8% |
| 20261022 | $0.88 | $0.88 | 71.1% | 10% |
| 20261021 | $0.83 | $0.83 | 74.7% | 11% |
| 20261020 | $0.88 | $0.88 | 76.3% | 11% |
| 20261019 | $0.80 | $0.80 | 67.9% | 9% |
| 20261016 | $0.97 | $8.28 | 71.9% | 10% |
| 20261015 | $0.80 | $8.22 | 58.2% | 7% |
| 20261014 | $10.82 | $10.72 | 88.9% | 14% |
| 20261013 | $8.25 | $0.75 | — | — |
| 20261012 | $10.78 | $0.75 | 73.1% | 10% |
| 20261009 | $0.85 | $0.93 | 167.1% | 33% |
| 20261008 | $0.72 | $1.18 | 47.3% | 4% |
| 20261007 | $0.68 | $0.68 | 450.5% | 100% |
| 20261006 | $0.78 | $0.78 | 120.0% | 44% |
| 20261005 | $0.80 | $0.78 | 181.5% | 75% |
| 20261002 | $8.00 | $8.00 | 35.4% | 3% |
| 20261001 | $0.43 | $0.43 | 100.7% | 35% |
| 20260930 | $0.48 | $0.48 | 112.3% | 41% |
| 20260929 | $7.90 | $7.90 | 60.1% | 15% |
| 20260928 | $0.93 | $0.93 | — | — |
| 20260925 | $0.43 | $0.43 | 198.1% | 83% |
| 20260924 | $0.48 | $0.48 | 163.6% | 66% |
| 20260923 | $0.48 | $0.48 | 133.8% | 51% |
| 20260922 | $0.53 | $0.53 | 36.2% | 3% |
| 20260921 | $0.53 | $0.53 | 137.8% | 53% |
| 20260918 | $0.48 | $0.68 | 138.7% | 54% |
| 20260917 | $1.05 | $7.95 | — | — |
| 20260916 | $0.53 | $0.48 | 233.3% | 100% |
| 20260915 | $0.58 | $0.55 | 145.6% | 62% |
| 20260914 | $0.60 | $0.48 | 147.8% | 63% |
| 20260911 | $0.55 | $0.53 | 128.1% | 52% |
| 20260910 | $0.55 | $10.55 | 217.3% | 100% |
| 20260909 | $0.58 | $8.00 | 134.9% | 63% |
| 20260908 | $10.55 | $8.05 | 123.2% | 56% |
| 20260904 | $0.58 | $8.05 | 123.3% | 56% |
| 20260903 | $0.82 | $0.58 | 176.9% | 88% |
| 20260902 | $0.53 | $0.53 | 102.9% | 44% |
| 20260901 | $0.43 | $0.43 | 92.9% | 38% |
| 20260831 | $0.38 | $0.38 | 108.9% | 47% |
| 20260828 | $0.38 | $0.38 | 83.8% | 32% |
| 20260827 | $0.95 | $0.95 | 104.5% | 45% |
| 20260826 | $0.43 | $0.43 | 74.2% | 27% |
| 20260825 | $0.48 | $0.48 | 173.6% | 86% |
| 20260824 | $0.43 | $0.43 | 105.1% | 45% |
| 20260821 | $0.38 | $0.38 | 97.7% | 41% |
| 20260820 | $0.38 | $0.35 | 49.5% | 12% |
| 20260819 | $0.77 | $0.33 | 94.9% | 39% |
| 20260818 | $7.83 | $0.33 | — | — |
| 20260817 | $0.40 | $0.33 | 66.5% | 22% |
More on ABEV
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.