AEP · Expected Move
American Electric Power Company, Inc.
The expected move for AEP 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).
AEP 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 AEP Expected Move
30-Day Straddle
$7.03
7-Day Straddle
$2.75
30-Day ATM IV
21.9%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to AEP'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.
AEP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $7.03 | $2.75 | 21.9% | 56% |
| 20261015 | $6.95 | $1.45 | 22.2% | 60% |
| 20261014 | $7.12 | $2.23 | 21.9% | 56% |
| 20261013 | $6.95 | $2.20 | 21.4% | 49% |
| 20261012 | $6.80 | $2.17 | 20.8% | 40% |
| 20261009 | $7.20 | $2.88 | 21.2% | 45% |
| 20261008 | $7.27 | $3.85 | 21.4% | 48% |
| 20261007 | $7.68 | $3.60 | 21.8% | 55% |
| 20261006 | $7.65 | $3.62 | 21.8% | 54% |
| 20261005 | $7.40 | $3.48 | 21.8% | 54% |
| 20261002 | $3.35 | $3.35 | 21.6% | 51% |
| 20261001 | $3.88 | $3.88 | 21.2% | 46% |
| 20260930 | $3.98 | $3.98 | 22.4% | 64% |
| 20260929 | $3.95 | $3.95 | 21.0% | 43% |
| 20260928 | $4.38 | $4.38 | 21.2% | 46% |
| 20260925 | $4.30 | $4.30 | 19.7% | 24% |
| 20260924 | $4.85 | $4.85 | 21.0% | 42% |
| 20260923 | $4.60 | $4.60 | 20.3% | 32% |
| 20260922 | $4.75 | $4.75 | 19.8% | 25% |
| 20260921 | $4.58 | $4.58 | 19.1% | 15% |
| 20260918 | $5.03 | $2.20 | 19.1% | 15% |
| 20260917 | $5.43 | $2.05 | 18.7% | 9% |
| 20260916 | $5.53 | $1.60 | 19.9% | 26% |
| 20260915 | $5.57 | $2.05 | 19.7% | 24% |
| 20260914 | $6.08 | $3.25 | 19.6% | 22% |
| 20260911 | $6.28 | $3.32 | 20.7% | 39% |
| 20260910 | $6.25 | $3.08 | 19.8% | 26% |
| 20260909 | $6.30 | $3.38 | 20.1% | 30% |
| 20260908 | $6.30 | $3.25 | 19.4% | 20% |
| 20260904 | $6.75 | $3.10 | 19.4% | 19% |
| 20260903 | $6.22 | $3.40 | 18.1% | 0% |
| 20260902 | $3.85 | $3.85 | 18.9% | 6% |
| 20260901 | $4.28 | $4.28 | 18.7% | 3% |
| 20260831 | $4.62 | $4.62 | 19.1% | 9% |
| 20260828 | $4.75 | $4.75 | 19.0% | 6% |
| 20260827 | $4.70 | $4.70 | 19.2% | 10% |
| 20260826 | $4.92 | $4.92 | 19.1% | 9% |
| 20260825 | $5.00 | $5.00 | 19.9% | 21% |
| 20260824 | $5.65 | $5.65 | 20.5% | 31% |
| 20260821 | $5.10 | $1.02 | 18.5% | 0% |
| 20260820 | $5.60 | $1.80 | 19.3% | 11% |
| 20260819 | $5.78 | $2.58 | 19.1% | 8% |
| 20260818 | $5.62 | $2.73 | 18.6% | 0% |
| 20260817 | $5.75 | $2.80 | 18.8% | 3% |
| 20260814 | $5.82 | $2.62 | 18.6% | 0% |
| 20260813 | $6.08 | $3.00 | 19.4% | 4% |
| 20260812 | $6.08 | $2.95 | 19.2% | 1% |
| 20260811 | $6.47 | $3.60 | 20.3% | 19% |
| 20260810 | $6.67 | $4.15 | 20.9% | 28% |
| 20260807 | — | — | 20.9% | 27% |
| 20260806 | $7.28 | $4.60 | 21.0% | 28% |
| 20260805 | $4.40 | $4.40 | 20.9% | 27% |
| 20260804 | $5.00 | $5.00 | 21.2% | 31% |
| 20260803 | $4.85 | $4.85 | 20.7% | 24% |
| 20260731 | $5.17 | $5.17 | 21.2% | 32% |
| 20260730 | $5.70 | $5.70 | 21.1% | 31% |
| 20260729 | $6.60 | $6.60 | 23.6% | 68% |
| 20260728 | $7.40 | $7.40 | 24.5% | 82% |
| 20260727 | $6.88 | $6.88 | 23.3% | 64% |
| 20260724 | $7.10 | $7.10 | 23.5% | 67% |
More on AEP
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.