AMAL · Expected Move

Amalgamated Financial Corp. Common Stock (DE)

The expected move for AMAL 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).

AMAL 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 AMAL Expected Move
30-Day Straddle
$3.88
7-Day Straddle
$3.88
30-Day ATM IV
27.7%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to AMAL'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.
AMAL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $3.88 $3.88 27.7% 7%
20261021 $4.93 $4.93 51.9% 100%
20261020 $5.58 $5.58 49.3% 100%
20261019 $4.47 $4.47 34.8% 42%
20261016 $4.90 $3.33 38.6% 60%
20261015 $4.45 $3.30 33.9% 38%
20261014 $4.10 $3.45 32.0% 29%
20261013 $5.80 $3.67 39.3% 63%
20261012 $4.97 $5.15 34.9% 43%
20261009 $5.57 $4.85 38.0% 56%
20261008 $6.15 $3.65 38.7% 59%
20261007 $5.15 $3.58 35.5% 44%
20261006 $5.60 $3.95 34.2% 39%
20261005 $4.85 $4.40 37.0% 52%
20261002 $3.98 $3.98 38.3% 57%
20261001 $4.17 $4.17 33.7% 36%
20260930 $4.35 $4.35 39.8% 64%
20260929 $4.25 $4.25 37.3% 49%
20260928 $5.25 $5.25 37.5% 50%
20260925 $3.38 $3.38 36.4% 45%
20260924 $5.10 $5.10 33.7% 34%
20260923 $4.38 $4.38 34.4% 36%
20260922 $5.75 $5.75 33.8% 34%
20260921 $3.67 $3.67 36.0% 43%
20260918 $5.38 $3.05 45.5% 84%
20260917 $4.08 $2.95 29.9% 18%
20260916 $4.60 $4.10 27.9% 9%
20260915 $5.10 $2.45 29.4% 15%
20260914 $5.90 $3.67 31.3% 23%
20260911 $4.05 $2.18 31.0% 22%
20260910 $4.40 $2.50 25.8% 0%
20260909 $4.70 $2.83 29.2% 4%
20260908 $4.35 $2.27 29.8% 7%
20260904 $5.00 $3.45 32.0% 17%
20260903 $4.38 $3.43 33.3% 24%
20260902 $3.18 $3.18 36.5% 39%
20260901 $5.22 $5.22 37.7% 44%
20260831 $3.27 $3.27 36.3% 38%
20260828 $3.67 $3.67 32.0% 17%
20260827 $3.65 $3.65 42.3% 66%
20260826 $4.95 $4.95 33.0% 22%
20260825 $5.15 $5.15 34.8% 31%
20260824 $2.88 $2.88 32.7% 21%
20260821 $3.35 $3.10 30.8% 12%
20260820 $3.32 $2.38 30.5% 10%
20260819 $4.97 $2.85 42.6% 68%
20260818 $5.10 $4.38 29.2% 4%
20260817 $5.00 $2.52 28.4% 0%
20260814 $4.15 $3.48 29.4% 0%
20260813 $5.25 $3.55 37.7% 40%
20260812 $5.20 $4.40 38.0% 42%
20260811 $5.12 $4.80 38.8% 46%
20260810 $4.95 $3.95 37.0% 37%
20260807 — — 35.5% 20%
20260806 $5.55 $4.38 37.9% 28%
20260805 $3.85 $3.85 35.7% 20%
20260804 $4.40 $4.40 36.5% 23%
20260803 $3.83 $3.83 39.1% 32%
20260731 $4.95 $4.95 39.5% 33%
20260730 $4.90 $4.90 43.6% 42%

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.