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
$5.95
7-Day Straddle
$5.95
Avg IV
0.5%
IV Rank
33%
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
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%
20260609 $5.95 $3.45 0.4% 19%
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%