AGM · Expected Move
Federal Agricultural Mortgage Corporation
The expected move for AGM 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).
AGM 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 AGM Expected Move
30-Day Straddle
$16.45
7-Day Straddle
$16.45
30-Day ATM IV
34.8%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to AGM'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.
AGM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $16.45 | $16.45 | 34.8% | 100% |
| 20261016 | $16.75 | $5.93 | 31.9% | 82% |
| 20261015 | $16.90 | $6.30 | 32.0% | 83% |
| 20261014 | $17.15 | $6.65 | 31.8% | 81% |
| 20261013 | $17.40 | $6.88 | 32.0% | 83% |
| 20261012 | $17.20 | $6.50 | 31.9% | 83% |
| 20261009 | $17.15 | $7.38 | 30.0% | 56% |
| 20261008 | $17.60 | $6.83 | 30.9% | 69% |
| 20261007 | $18.05 | $7.67 | 31.0% | 70% |
| 20261006 | $18.70 | $8.50 | 30.2% | 60% |
| 20261005 | $19.70 | $9.10 | 30.0% | 57% |
| 20261002 | $9.32 | $9.32 | 29.0% | 43% |
| 20261001 | $9.00 | $9.00 | 29.3% | 48% |
| 20260930 | $8.80 | $8.80 | 28.9% | 43% |
| 20260929 | $9.72 | $9.72 | 28.4% | 36% |
| 20260928 | $11.00 | $11.00 | 29.2% | 47% |
| 20260925 | $11.00 | $11.00 | 27.1% | 19% |
| 20260924 | $11.45 | $11.45 | 27.6% | 26% |
| 20260923 | $11.88 | $11.88 | 26.9% | 16% |
| 20260922 | $11.90 | $11.90 | 27.9% | 29% |
| 20260921 | $12.05 | $12.05 | 27.1% | 19% |
| 20260918 | $12.95 | $4.65 | 26.4% | 10% |
| 20260917 | $13.35 | $5.90 | 26.2% | 6% |
| 20260916 | $14.50 | $5.22 | 29.0% | 44% |
| 20260915 | $14.80 | $7.30 | 27.2% | 20% |
| 20260914 | $15.35 | $8.50 | 26.6% | 10% |
| 20260911 | $14.95 | $8.45 | 25.9% | 2% |
| 20260910 | $15.15 | $9.32 | 26.9% | 14% |
| 20260909 | $15.40 | $9.75 | 27.4% | 19% |
| 20260908 | $16.15 | $9.78 | 27.1% | 16% |
| 20260904 | $16.20 | $9.12 | 25.7% | 0% |
| 20260903 | $16.30 | $10.35 | 26.4% | 0% |
| 20260902 | $10.28 | $10.28 | 26.5% | 1% |
| 20260901 | $10.05 | $10.05 | 27.1% | 7% |
| 20260831 | $10.10 | $10.10 | 26.8% | 4% |
| 20260828 | $11.25 | $11.25 | 26.4% | 0% |
| 20260827 | $11.15 | $11.15 | 26.8% | 4% |
| 20260826 | $11.50 | $11.50 | 26.8% | 4% |
| 20260825 | $11.80 | $11.80 | 26.8% | 4% |
| 20260824 | $12.50 | $12.50 | 27.3% | 9% |
| 20260821 | $13.80 | $3.35 | 28.2% | 19% |
| 20260820 | $13.65 | $5.05 | 27.4% | 11% |
| 20260819 | $13.80 | $4.33 | 26.5% | 1% |
| 20260818 | $14.20 | $4.35 | 26.7% | 3% |
| 20260817 | $14.75 | $5.18 | 27.0% | 5% |
| 20260814 | $15.70 | $7.00 | 27.0% | 5% |
| 20260813 | $16.50 | $7.30 | 27.8% | 14% |
| 20260812 | $15.85 | $7.97 | 26.4% | 0% |
| 20260811 | $17.50 | $9.60 | 27.5% | 7% |
| 20260810 | $17.45 | $11.50 | 28.2% | 12% |
| 20260807 | — | — | 28.1% | 9% |
| 20260806 | $18.95 | $11.85 | 29.0% | 16% |
| 20260805 | $11.30 | $11.30 | 28.6% | 13% |
| 20260804 | $12.20 | $12.20 | 27.7% | 6% |
| 20260803 | $11.55 | $11.55 | 27.2% | 2% |
| 20260731 | $11.38 | $11.38 | 26.8% | 0% |
| 20260730 | $13.70 | $13.70 | 31.2% | 24% |
| 20260729 | $14.55 | $14.55 | 31.1% | 23% |
| 20260728 | $14.95 | $14.95 | 32.0% | 30% |
| 20260727 | $14.30 | $14.30 | 32.4% | 33% |
More on AGM
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.