AEE · Expected Move
Ameren Corporation
The expected move for AEE 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).
AEE 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 AEE Expected Move
30-Day Straddle
$5.85
7-Day Straddle
$5.85
30-Day ATM IV
23.3%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to AEE'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.
AEE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $5.85 | $5.85 | 23.3% | 60% |
| 20261022 | $5.00 | $5.00 | 19.7% | 24% |
| 20261021 | $4.88 | $4.88 | 19.1% | 18% |
| 20261020 | $5.15 | $5.15 | 20.3% | 30% |
| 20261019 | $5.28 | $5.28 | 21.8% | 45% |
| 20261016 | $5.95 | $1.48 | 21.5% | 42% |
| 20261015 | $5.05 | $1.07 | 19.8% | 25% |
| 20261014 | $4.80 | $1.75 | 18.3% | 10% |
| 20261013 | $5.25 | $1.62 | 19.4% | 21% |
| 20261012 | $5.28 | $2.90 | 18.8% | 15% |
| 20261009 | $6.05 | $3.67 | 21.5% | 42% |
| 20261008 | $5.92 | $2.45 | 24.6% | 72% |
| 20261007 | $5.95 | $2.73 | 24.2% | 68% |
| 20261006 | $5.97 | $3.42 | 21.1% | 38% |
| 20261005 | $6.10 | $2.85 | 21.7% | 44% |
| 20261002 | $3.08 | $3.08 | 21.3% | 40% |
| 20261001 | $3.10 | $3.10 | 21.7% | 43% |
| 20260930 | $3.42 | $3.42 | 23.6% | 63% |
| 20260929 | $3.55 | $3.55 | 20.6% | 33% |
| 20260928 | $3.77 | $3.77 | 22.1% | 48% |
| 20260925 | $3.53 | $3.53 | 21.0% | 37% |
| 20260924 | $3.90 | $3.90 | 21.3% | 40% |
| 20260923 | $4.07 | $4.07 | 21.4% | 41% |
| 20260922 | $4.50 | $4.50 | 21.2% | 39% |
| 20260921 | $4.85 | $4.85 | 20.9% | 36% |
| 20260918 | $4.58 | $3.20 | 18.6% | 13% |
| 20260917 | $4.35 | $1.93 | 18.8% | 15% |
| 20260916 | $4.65 | $3.17 | 19.8% | 25% |
| 20260915 | $5.03 | $2.02 | 20.9% | 36% |
| 20260914 | $4.42 | $1.95 | 18.7% | 14% |
| 20260911 | $4.93 | $2.08 | 19.1% | 19% |
| 20260910 | $5.03 | $2.25 | 19.3% | 20% |
| 20260909 | $5.60 | $2.80 | 19.7% | 24% |
| 20260908 | $6.38 | $3.50 | 21.3% | 40% |
| 20260904 | $5.62 | $3.00 | 19.0% | 18% |
| 20260903 | $5.95 | $3.50 | 19.5% | 23% |
| 20260902 | $3.20 | $3.20 | 18.8% | 15% |
| 20260901 | $3.90 | $3.90 | 19.2% | 20% |
| 20260831 | $3.62 | $3.62 | 18.8% | 16% |
| 20260828 | $3.85 | $3.85 | 19.4% | 21% |
| 20260827 | $4.45 | $4.45 | 20.4% | 31% |
| 20260826 | $4.45 | $4.45 | 19.4% | 21% |
| 20260825 | $5.30 | $5.30 | 20.9% | 36% |
| 20260824 | $5.12 | $5.12 | 20.7% | 34% |
| 20260821 | $5.33 | $2.48 | 20.3% | 30% |
| 20260820 | $4.55 | $1.88 | 19.3% | 20% |
| 20260819 | $4.92 | $1.82 | 20.0% | 27% |
| 20260818 | $4.55 | $1.77 | 18.2% | 10% |
| 20260817 | $4.38 | $1.82 | 17.2% | 0% |
| 20260814 | $4.85 | $1.90 | 18.0% | 0% |
| 20260813 | $5.72 | $2.50 | 20.7% | 24% |
| 20260812 | $5.28 | $3.53 | 19.2% | 9% |
| 20260811 | $5.35 | $4.10 | 20.0% | 17% |
| 20260810 | $6.53 | $4.12 | 21.3% | 32% |
| 20260807 | — | — | 21.1% | 29% |
| 20260806 | $6.68 | $4.58 | 23.2% | 52% |
| 20260805 | $4.42 | $4.42 | 23.1% | 51% |
| 20260804 | $4.00 | $4.00 | 20.6% | 24% |
| 20260803 | $4.15 | $4.15 | 21.8% | 37% |
| 20260731 | $4.53 | $4.53 | 21.6% | 35% |
More on AEE
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.