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
$5.62
7-Day Straddle
$3.00
Avg IV
0.4%
IV Rank
12%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $5.62 | $3.00 | 0.4% | 12% |
| 20260903 | $5.95 | $3.50 | 0.4% | 11% |
| 20260902 | $3.20 | $3.20 | 0.7% | 60% |
| 20260901 | $3.90 | $3.90 | 0.7% | 59% |
| 20260831 | $3.62 | $3.62 | 0.7% | 58% |
| 20260828 | $3.85 | $3.85 | 0.6% | 43% |
| 20260827 | $4.45 | $4.45 | 0.6% | 42% |
| 20260826 | $4.45 | $4.45 | 0.6% | 45% |
| 20260825 | $5.30 | $5.30 | 0.7% | 49% |
| 20260824 | $5.12 | $5.12 | 0.6% | 40% |
| 20260821 | $5.33 | $2.48 | 0.6% | 39% |
| 20260820 | $4.55 | $1.88 | 0.6% | 38% |
| 20260819 | $4.92 | $1.82 | 0.6% | 41% |
| 20260818 | $4.55 | $1.77 | 0.6% | 39% |
| 20260817 | $4.38 | $1.82 | 0.6% | 38% |
| 20260814 | $4.85 | $1.90 | 0.5% | 33% |
| 20260813 | $5.72 | $2.50 | 0.5% | 33% |
| 20260812 | $5.28 | $3.53 | 0.5% | 33% |
| 20260811 | $5.35 | $4.10 | 0.5% | 33% |
| 20260810 | $6.53 | $4.12 | 0.5% | 30% |
| 20260806 | $6.68 | $4.58 | 0.5% | 31% |
| 20260805 | $4.42 | $4.42 | 0.6% | 49% |
| 20260804 | $4.00 | $4.00 | 0.7% | 59% |
| 20260803 | $4.15 | $4.15 | 0.5% | 26% |
| 20260731 | $4.53 | $4.53 | 0.6% | 50% |
| 20260730 | $6.75 | $6.75 | 0.6% | 46% |
| 20260729 | $5.08 | $5.08 | 0.7% | 51% |
| 20260728 | $6.32 | $6.32 | 0.7% | 52% |
| 20260727 | $6.55 | $6.55 | 0.6% | 44% |
| 20260724 | $5.95 | $5.95 | 0.5% | 33% |
| 20260723 | $5.03 | $5.03 | 0.5% | 31% |
| 20260722 | $6.12 | $6.12 | 0.5% | 32% |
| 20260721 | $6.85 | $6.85 | 0.5% | 31% |
| 20260720 | $6.60 | $6.60 | 0.5% | 32% |
| 20260716 | $6.42 | $3.58 | 0.5% | 27% |
| 20260715 | $6.45 | $2.55 | 0.5% | 29% |
| 20260714 | $5.78 | $2.65 | 0.5% | 29% |
| 20260713 | $6.55 | $2.42 | 0.5% | 29% |
| 20260710 | $6.73 | $3.17 | 0.5% | 23% |
| 20260709 | $7.23 | $3.25 | 0.5% | 22% |
| 20260708 | $7.40 | $2.80 | 0.5% | 29% |
| 20260707 | $6.60 | $3.25 | 0.5% | 29% |
| 20260706 | $7.05 | $3.23 | 0.4% | 19% |
| 20260702 | $3.27 | $3.27 | 0.6% | 40% |
| 20260701 | $4.88 | $4.88 | 0.7% | 61% |
| 20260630 | $3.75 | $3.75 | 0.8% | 73% |
| 20260629 | $3.70 | $3.70 | 0.7% | 57% |
| 20260626 | $3.75 | $3.75 | 0.6% | 41% |
| 20260625 | $3.88 | $3.88 | 0.6% | 45% |
| 20260624 | $4.35 | $4.35 | 0.6% | 38% |
| 20260623 | $5.00 | $5.00 | 0.5% | 32% |
| 20260622 | $4.40 | $4.40 | 0.5% | 35% |
| 20260618 | $4.70 | $1.52 | 0.5% | 26% |
| 20260617 | $4.90 | $2.33 | 0.5% | 23% |
| 20260616 | $4.95 | $1.50 | 0.5% | 25% |
| 20260615 | $5.12 | $1.70 | 0.5% | 29% |
| 20260613 | $5.43 | $2.35 | 0.5% | 30% |
| 20260612 | $5.45 | $2.45 | 0.5% | 30% |
| 20260611 | $5.55 | $2.83 | 0.4% | 8% |
| 20260610 | $5.90 | $3.12 | 0.5% | 25% |