AER · Expected Move

Aercap Holdings N.V.

The expected move for AER 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).

AER straddle price & implied vol

60 sessions

Bars: 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 AER Expected Move
30-Day Straddle
$9.75
7-Day Straddle
$9.75
30-Day ATM IV
29.2%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to AER'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.
AER Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $9.75 $9.75 29.2% 65%
20261021 $9.90 $9.90 28.0% 55%
20261020 $9.30 $9.30 27.8% 53%
20261019 $9.05 $9.05 26.6% 43%
20261016 $9.75 $1.75 26.8% 45%
20261015 $9.95 $2.70 27.1% 47%
20261014 $9.82 $3.35 26.9% 45%
20261013 $10.20 $2.45 27.0% 46%
20261012 $9.85 $3.90 25.7% 35%
20261009 $9.95 $4.00 25.4% 33%
20261008 $10.00 $4.92 25.5% 34%
20261007 $10.20 $5.50 25.9% 37%
20261006 $10.80 $3.85 25.2% 31%
20261005 $11.05 $5.40 27.5% 50%
20261002 $5.00 $5.00 25.7% 35%
20261001 $6.15 $6.15 27.4% 50%
20260930 $5.45 $5.45 25.4% 33%
20260929 $5.43 $5.43 24.9% 29%
20260928 $6.35 $6.35 25.3% 32%
20260925 $6.65 $6.65 24.9% 29%
20260924 $6.58 $6.58 25.0% 29%
20260923 $6.75 $6.75 24.9% 28%
20260922 $6.82 $6.82 24.0% 21%
20260921 $7.68 $7.68 25.6% 34%
20260918 $7.78 $1.85 24.1% 22%
20260917 $7.60 $2.45 23.8% 19%
20260916 $7.17 $3.62 21.7% 2%
20260915 $7.75 $4.00 23.8% 19%
20260914 $7.73 $3.42 23.8% 19%
20260911 $8.10 $4.47 22.9% 11%
20260910 $9.00 $4.12 25.2% 31%
20260909 $9.40 $4.47 25.6% 34%
20260908 $9.00 $5.12 25.2% 31%
20260904 $9.50 $5.20 23.7% 15%
20260903 $8.95 $5.15 21.6% 0%
20260902 $5.55 $5.55 24.0% 12%
20260901 $5.53 $5.53 22.7% 3%
20260831 $6.33 $6.33 23.3% 7%
20260828 $6.65 $6.65 22.3% 0%
20260827 $7.03 $7.03 23.7% 1%
20260826 $7.28 $7.28 24.0% 3%
20260825 $7.33 $7.33 23.5% 0%
20260824 $7.58 $7.58 24.2% 3%
20260821 $7.85 $1.77 23.9% 1%
20260820 $8.22 $3.02 24.1% 2%
20260819 $8.25 $2.80 24.1% 2%
20260818 $8.35 $2.92 24.2% 3%
20260817 $8.65 $3.40 24.1% 2%
20260814 $9.40 $4.28 24.2% 3%
20260813 $9.10 $4.35 24.5% 6%
20260812 $9.10 $4.50 23.8% 0%
20260811 $9.55 $5.28 25.5% 5%
20260810 $9.65 $5.08 24.9% 0%
20260807 — — 26.0% 4%
20260806 $11.30 $7.00 26.8% 10%
20260805 $6.90 $6.90 25.5% 0%
20260804 $7.40 $7.40 27.7% 10%
20260803 $7.47 $7.47 27.2% 5%
20260731 $7.67 $7.67 26.6% 0%
20260730 $8.40 $8.40 27.8% 4%

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.