ACM · Expected Move

Aecom

The expected move for ACM 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).

ACM 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 ACM Expected Move
30-Day Straddle
$8.00
7-Day Straddle
$6.55
30-Day ATM IV
46.1%
IV Rank
89%
Implied one-standard-deviation move through the next 30 days. Compare to ACM'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.
ACM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261110 $8.00 $6.55 46.1% 89%
20261109 $7.98 $5.53 45.4% 85%
20261106 $8.07 $6.38 47.2% 96%
20261105 $8.40 $6.00 47.9% 100%
20261104 $5.85 $5.85 42.7% 79%
20261103 $5.32 $5.32 44.5% 90%
20261102 $5.60 $5.60 43.6% 84%
20261030 $5.90 $5.90 46.1% 100%
20261029 $5.30 $5.30 41.1% 71%
20261028 $5.95 $5.95 45.4% 100%
20261027 $5.30 $5.30 40.2% 67%
20261026 $5.60 $5.60 40.5% 69%
20261023 $5.15 $5.15 39.0% 59%
20261022 $6.50 $6.50 44.7% 99%
20261021 $5.40 $5.40 39.3% 61%
20261020 $6.05 $6.05 41.4% 75%
20261019 $6.03 $6.03 43.4% 89%
20261016 $5.62 $1.70 39.4% 62%
20261015 $6.35 $1.27 42.6% 84%
20261014 $5.67 $1.95 40.3% 68%
20261013 $6.50 $2.38 41.8% 78%
20261012 $6.00 $2.90 39.6% 63%
20261009 $6.47 $2.48 39.7% 64%
20261008 $7.40 $3.38 44.8% 99%
20261007 $6.90 $2.55 41.1% 73%
20261006 $6.85 $2.95 40.3% 67%
20261005 $7.03 $2.92 40.7% 70%
20261002 $3.45 $3.45 40.2% 67%
20261001 $3.62 $3.62 40.4% 69%
20260930 $3.95 $3.95 40.0% 66%
20260929 $4.47 $4.47 40.1% 66%
20260928 $4.20 $4.20 39.6% 63%
20260925 $3.90 $3.90 35.9% 37%
20260924 $4.40 $4.40 38.4% 54%
20260923 $4.33 $4.33 36.0% 38%
20260922 $4.72 $4.72 38.1% 52%
20260921 $4.72 $4.72 36.5% 42%
20260918 $4.70 $0.93 33.9% 24%
20260917 $4.97 $1.30 34.4% 27%
20260916 $5.25 $2.77 36.6% 42%
20260915 $5.75 $2.05 37.6% 49%
20260914 $6.15 $2.80 40.1% 66%
20260911 $5.70 $2.85 36.4% 41%
20260910 $5.72 $2.62 36.3% 40%
20260909 $6.17 $3.12 36.2% 39%
20260908 $6.80 $3.20 39.4% 61%
20260904 $7.00 $3.48 36.5% 42%
20260903 $6.72 $3.83 35.2% 32%
20260902 $3.77 $3.77 33.2% 18%
20260901 $3.67 $3.67 32.4% 13%
20260831 $4.30 $4.30 35.6% 35%
20260828 $3.95 $3.95 31.2% 5%
20260827 $4.22 $4.22 32.3% 12%
20260826 $4.62 $4.62 34.5% 28%
20260825 $4.35 $4.35 35.2% 33%
20260824 $4.25 $4.25 33.1% 18%
20260821 $5.25 $0.53 36.5% 41%
20260820 $5.45 $1.08 37.0% 45%
20260819 $5.08 $1.50 34.3% 26%
20260818 $4.57 $1.97 31.4% 6%

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.