AEM · Expected Move
Agnico Eagle Mines Ltd.
The expected move for AEM 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).
AEM 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 AEM Expected Move
30-Day Straddle
$18.85
7-Day Straddle
$11.25
30-Day ATM IV
44.2%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to AEM'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.
AEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $18.85 | $11.25 | 44.2% | 34% |
| 20261020 | $18.35 | $12.00 | 42.9% | 22% |
| 20261019 | $18.70 | $7.05 | 42.2% | 15% |
| 20261016 | $18.35 | $8.45 | 43.4% | 27% |
| 20261015 | $17.85 | $8.65 | 42.1% | 13% |
| 20261014 | $17.75 | $9.70 | 43.7% | 30% |
| 20261013 | $18.10 | $9.70 | 41.9% | 11% |
| 20261012 | $19.40 | $7.33 | 42.6% | 19% |
| 20261009 | $16.85 | $8.30 | 40.8% | 0% |
| 20261008 | $18.00 | $8.95 | 43.0% | 21% |
| 20261007 | $17.35 | $9.10 | 42.2% | 13% |
| 20261006 | $18.75 | $10.00 | 43.3% | 24% |
| 20261005 | $19.00 | $6.80 | 43.7% | 28% |
| 20261002 | $17.70 | $7.55 | 42.8% | 19% |
| 20261001 | $18.15 | $8.90 | 44.3% | 34% |
| 20260930 | $18.15 | $10.10 | 43.1% | 22% |
| 20260929 | $19.50 | $10.60 | 44.8% | 40% |
| 20260928 | $20.00 | $7.43 | 45.3% | 45% |
| 20260925 | $17.50 | $8.75 | 41.6% | 6% |
| 20260924 | $18.90 | $9.75 | 43.0% | 20% |
| 20260923 | $19.35 | $10.45 | 43.1% | 22% |
| 20260922 | $21.00 | $11.95 | 44.0% | 32% |
| 20260921 | $20.15 | $7.45 | 43.1% | 22% |
| 20260918 | $18.20 | $8.55 | 42.1% | 12% |
| 20260917 | $20.15 | $9.75 | 44.3% | 34% |
| 20260916 | $20.05 | $11.30 | 44.8% | 39% |
| 20260915 | $20.55 | $12.00 | 44.7% | 39% |
| 20260914 | $21.50 | $8.60 | 45.5% | 47% |
| 20260911 | $21.45 | $9.95 | 47.7% | 70% |
| 20260910 | $21.90 | $12.10 | 49.0% | 83% |
| 20260909 | $22.80 | $12.35 | 48.0% | 73% |
| 20260908 | $22.50 | $13.30 | 47.8% | 71% |
| 20260904 | $20.65 | $9.25 | 46.1% | 53% |
| 20260903 | $21.30 | $10.45 | 45.9% | 50% |
| 20260902 | $19.85 | $10.95 | 44.5% | 37% |
| 20260901 | $20.10 | $11.75 | 44.7% | 38% |
| 20260831 | $21.85 | $8.35 | 44.0% | 32% |
| 20260828 | $20.50 | $10.35 | 45.3% | 45% |
| 20260827 | $22.60 | $11.95 | 46.8% | 60% |
| 20260826 | $23.70 | $13.65 | 48.1% | 74% |
| 20260825 | $26.30 | $15.40 | 50.0% | 94% |
| 20260824 | $25.60 | $10.70 | 49.7% | 91% |
| 20260821 | $23.40 | $11.75 | 48.4% | 76% |
| 20260820 | $23.30 | $12.70 | 48.8% | 80% |
| 20260819 | $22.55 | $12.65 | 46.7% | 58% |
| 20260818 | $19.15 | $11.15 | 43.9% | 30% |
| 20260817 | $19.90 | $7.50 | 44.5% | 36% |
| 20260814 | $17.50 | $8.20 | 42.7% | 12% |
| 20260813 | $17.45 | $9.35 | 43.5% | 18% |
| 20260812 | $18.55 | $10.95 | 44.1% | 22% |
| 20260811 | $18.55 | $10.55 | 43.6% | 19% |
| 20260810 | $19.50 | $7.42 | 45.6% | 33% |
| 20260807 | — | — | 44.6% | 25% |
| 20260806 | $17.65 | $9.20 | 46.1% | 35% |
| 20260805 | $16.95 | $9.45 | 45.0% | 28% |
| 20260804 | $15.20 | $9.00 | 44.1% | 21% |
| 20260803 | $15.75 | $6.07 | 43.5% | 17% |
| 20260731 | $13.60 | $6.95 | 42.6% | 11% |
| 20260730 | $14.50 | $8.15 | 43.1% | 14% |
| 20260729 | $14.50 | $9.25 | 43.9% | 20% |
More on AEM
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.