AEE (Ameren Corporation)

Expected Move & Straddle Price History

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).

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.

Current AEE Expected Move
30-Day Straddle
$6.28
7-Day Straddle
$3.88
Avg IV
0.5%
IV Rank
21%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260608 $6.28 $3.88 0.5% 21%
20260605 $6.00 $4.05 0.4% 10%
20260604 $6.38 $4.12 0.4% 13%
20260603 $6.30 $3.82 0.5% 21%
20260602 $4.18 $4.18 0.8% 70%
20260601 $4.15 $4.15 0.8% 71%
20260529 $4.60 $4.60 0.7% 53%
20260528 $4.47 $4.47 0.7% 55%
20260527 $4.55 $4.55 0.6% 42%
20260526 $4.58 $4.58 0.6% 51%
20260522 $4.95 $4.95 0.6% 46%
20260521 $4.70 $4.70 0.6% 39%
20260520 $5.03 $5.03 0.6% 38%
20260519 $5.08 $5.08 0.5% 32%
20260518 $5.47 $5.47 0.6% 39%
20260515 $5.70 $2.88 0.5% 35%
20260514 $5.57 $1.67 0.5% 31%
20260513 $6.90 $2.45 0.5% 30%
20260512 $5.75 $1.95 0.5% 32%
20260511 $5.75 $2.15 0.5% 29%
20260510 $5.65 $2.27 0.5% 28%
20260508 $5.65 $2.27 0.5% 26%
20260507 $5.97 $2.92 0.5% 21%
20260506 $6.25 $2.83 0.5% 23%
20260505 $7.47 $4.45 0.5% 25%
20260504 $7.33 $4.72 0.5% 19%
20260502 $4.30 $4.30 1.0% 92%
20260501 $4.30 $4.30 0.9% 88%
20260430 $4.30 $4.30 0.7% 56%
20260429 $4.55 $4.55 0.7% 51%
20260428 $4.58 $4.58 0.7% 49%
20260427 $5.10 $5.10 0.7% 52%
20260424 $5.05 $5.05 0.7% 51%
20260423 $5.45 $5.45 0.6% 42%
20260422 $4.88 $4.88 0.6% 34%
20260421 $5.45 $5.45 0.6% 43%
20260420 $4.95 $4.95 0.5% 30%
20260417 $5.08 $3.25 0.5% 26%
20260416 $5.77 $3.05 0.5% 31%
20260415 $5.58 $2.25 0.5% 26%
20260414 $5.98 $2.70 0.5% 32%
20260413 $5.90 $2.60 0.3% 0%
20260410 $5.78 $2.50 0.4% 9%
20260409 $5.93 $2.47 0.5% 18%
20260408 $5.80 $3.12 0.4% 6%
20260407 $6.35 $3.70 0.5% 22%
20260406 $6.78 $3.75 0.4% 8%
20260402 $7.00 $4.12 0.3% 0%
20260401 $4.03 $4.03 0.4% 11%
20260331 $4.05 $4.05 0.5% 25%
20260330 $4.00 $4.00 0.6% 33%
20260327 $4.58 $4.58 0.5% 19%
20260326 $5.30 $5.30 0.5% 18%
20260325 $4.78 $4.78 0.6% 30%
20260324 $5.07 $5.07 0.5% 23%
20260323 $5.35 $5.35 0.5% 21%
20260320 $5.80 $1.85 0.5% 21%
20260319 $4.75 $2.53 0.5% 16%
20260318 $5.17 $1.97 0.5% 15%
20260317 $5.72 $3.68 0.5% 15%