AERO · Expected Move
Grupo Aeromexico, S.A.B. de C.V. American Depositary Shares (each representing ten (10) Common Shares)
The expected move for AERO 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).
AERO 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 AERO Expected Move
30-Day Straddle
$3.17
7-Day Straddle
$1.85
30-Day ATM IV
80.3%
IV Rank
72%
Implied one-standard-deviation move through the next 30 days. Compare to AERO'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.
AERO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $3.17 | $1.85 | 80.3% | 72% |
| 20261015 | $3.05 | $2.45 | 83.1% | 76% |
| 20261014 | $3.40 | $1.62 | 82.2% | 75% |
| 20261013 | $2.45 | $1.67 | 65.1% | 44% |
| 20261012 | $3.38 | $1.48 | 78.0% | 67% |
| 20261009 | $3.30 | $1.70 | 78.8% | 69% |
| 20261008 | $2.30 | $1.75 | 59.7% | 34% |
| 20261007 | $3.38 | $2.38 | 71.0% | 55% |
| 20261006 | $3.23 | $2.70 | 76.6% | 65% |
| 20261005 | $2.53 | $1.75 | 66.1% | 46% |
| 20261002 | $1.52 | $1.52 | 65.1% | 44% |
| 20261001 | $2.40 | $2.40 | 71.7% | 56% |
| 20260930 | $1.50 | $1.50 | 70.8% | 54% |
| 20260929 | $1.60 | $1.60 | 57.8% | 31% |
| 20260928 | $2.17 | $2.17 | 66.8% | 47% |
| 20260925 | $1.67 | $1.67 | 57.0% | 29% |
| 20260924 | $1.85 | $1.85 | 58.4% | 32% |
| 20260923 | $2.20 | $2.20 | 69.5% | 52% |
| 20260922 | $2.93 | $2.93 | 79.1% | 69% |
| 20260921 | $2.75 | $2.75 | 70.7% | 54% |
| 20260918 | $2.75 | $1.02 | 79.6% | 70% |
| 20260917 | $2.60 | $1.88 | 82.0% | 75% |
| 20260916 | $3.00 | $2.12 | 87.9% | 85% |
| 20260915 | $3.00 | $1.88 | 59.4% | 34% |
| 20260914 | $2.58 | $1.45 | 67.7% | 49% |
| 20260911 | $2.45 | $1.57 | 54.6% | 25% |
| 20260910 | $3.02 | $2.45 | 61.9% | 38% |
| 20260909 | $3.08 | $1.65 | 57.4% | 30% |
| 20260908 | $3.05 | $2.45 | 76.3% | 64% |
| 20260904 | $3.65 | $2.88 | 78.5% | 68% |
| 20260903 | $3.45 | $2.48 | 79.2% | 70% |
| 20260902 | $2.20 | $2.20 | 83.2% | 77% |
| 20260901 | $2.65 | $2.65 | 79.3% | 70% |
| 20260831 | $2.65 | $2.65 | 59.0% | 33% |
| 20260828 | $1.93 | $1.93 | 92.7% | 94% |
| 20260827 | $2.40 | $2.40 | 69.6% | 52% |
| 20260826 | $3.05 | $3.05 | 96.1% | 100% |
| 20260825 | $1.40 | $1.40 | 56.6% | 33% |
| 20260824 | $2.62 | $2.62 | 79.8% | 82% |
| 20260821 | $2.42 | $1.42 | 77.2% | 77% |
| 20260820 | $3.42 | $2.77 | 81.6% | 86% |
| 20260819 | $2.90 | $1.55 | 87.5% | 99% |
| 20260818 | $2.02 | $0.60 | 40.8% | 0% |
| 20260817 | $2.60 | $1.08 | 44.6% | 0% |
| 20260814 | $3.10 | $1.95 | 64.1% | 41% |
| 20260813 | $3.40 | $2.35 | 84.7% | 92% |
| 20260812 | $3.05 | $2.27 | 74.5% | 66% |
| 20260811 | $3.23 | $1.88 | 62.9% | 38% |
| 20260810 | $2.62 | $1.97 | 63.3% | 39% |
| 20260807 | — | — | 61.6% | 35% |
| 20260806 | $2.40 | $2.42 | 49.3% | 4% |
| 20260805 | $2.60 | $2.60 | 56.2% | 21% |
| 20260804 | $2.65 | $2.65 | 60.2% | 31% |
| 20260803 | $2.50 | $2.50 | 55.3% | 19% |
| 20260731 | $2.52 | $2.52 | 75.3% | 68% |
| 20260730 | $2.42 | $2.42 | 57.1% | 23% |
| 20260729 | $2.30 | $2.30 | 88.2% | 100% |
| 20260728 | $2.48 | $2.48 | 65.2% | 44% |
| 20260727 | $2.40 | $2.40 | 72.5% | 62% |
| 20260724 | $2.33 | $2.33 | 67.5% | 50% |
More on AERO
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.