AMBC (Ambac Financial Group, Inc.)
Expected Move & Straddle Price History
The expected move for AMBC 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).
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.
Current AMBC Expected Move
30-Day Straddle
$5.30
7-Day Straddle
$5.30
Avg IV
1.2%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to AMBC'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.
AMBC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260609 | $5.30 | $5.30 | 1.2% | 8% |
| 20260608 | $5.02 | $5.02 | 1.2% | 7% |
| 20260605 | $5.03 | $5.03 | 1.2% | 8% |
| 20260604 | $5.27 | $5.27 | 1.2% | 8% |
| 20260603 | $5.35 | $5.35 | 1.2% | 8% |
| 20260602 | $5.45 | $5.45 | 1.3% | 8% |
| 20260601 | $5.20 | $5.20 | 1.2% | 8% |
| 20260529 | $5.17 | $5.17 | 1.2% | 8% |
| 20260528 | $5.10 | $5.10 | 1.2% | 7% |
| 20260527 | $5.00 | $5.00 | 1.2% | 8% |
| 20260526 | $5.02 | $5.02 | 1.2% | 7% |
| 20260502 | $12.15 | $12.15 | 5.8% | 100% |
| 20260501 | $12.15 | $12.15 | 5.7% | 100% |
| 20260430 | $6.65 | $6.65 | 5.5% | 100% |
| 20260429 | $11.95 | $11.95 | 5.1% | 100% |
| 20260428 | $4.70 | $4.70 | 4.9% | 100% |
| 20260427 | $4.70 | $4.70 | 4.9% | 100% |
| 20260424 | $5.75 | $5.75 | 4.4% | 100% |
| 20260423 | $5.57 | $5.57 | 4.3% | 100% |
| 20260422 | $5.10 | $5.10 | 4.1% | 100% |
| 20260421 | $11.80 | $11.80 | 4.0% | 99% |
| 20260420 | $4.50 | $4.50 | 3.9% | 94% |
| 20260417 | $5.45 | $5.45 | 3.6% | 86% |
| 20260416 | $4.62 | $4.62 | 3.6% | 87% |
| 20260415 | $7.20 | $7.20 | 3.9% | 95% |
| 20260414 | $6.80 | $6.80 | 4.0% | 97% |
| 20260413 | $15.10 | $15.10 | 4.1% | 100% |
| 20260410 | $12.30 | $12.30 | 3.8% | 100% |
| 20260409 | $5.30 | $5.30 | 3.8% | 100% |
| 20260408 | $11.90 | $11.90 | 3.4% | 100% |
| 20260407 | $14.40 | $14.40 | 3.3% | 100% |
| 20260406 | $4.75 | $4.75 | 3.2% | 100% |
| 20260402 | $4.75 | $4.75 | 3.2% | 100% |
| 20260401 | $4.65 | $4.65 | 3.0% | 99% |
| 20260331 | $4.65 | $4.65 | 3.0% | 99% |
| 20260330 | $11.90 | $11.90 | 3.0% | 100% |
| 20260327 | $11.80 | $11.80 | 2.8% | 98% |
| 20260326 | $5.58 | $5.58 | 2.9% | 100% |
| 20260325 | $14.10 | $14.10 | 2.7% | 100% |
| 20260324 | $6.10 | $6.10 | 2.7% | 100% |
| 20260323 | $4.25 | $4.25 | 2.6% | 100% |
| 20260320 | $14.15 | $14.15 | 2.6% | 100% |
| 20260319 | $5.45 | $5.45 | 2.6% | 100% |
| 20260318 | $4.25 | $4.25 | 2.5% | 100% |
| 20260317 | $4.15 | $4.15 | 2.4% | 99% |
| 20260316 | $11.30 | $11.30 | 2.4% | 100% |
| 20260313 | $11.35 | $11.35 | 2.3% | 100% |
| 20260312 | $5.75 | $5.75 | 2.3% | 100% |
| 20260311 | $3.80 | $3.80 | 2.1% | 100% |
| 20260310 | $3.85 | $3.85 | 2.1% | 100% |
| 20260309 | $3.85 | $3.85 | 2.1% | 100% |
| 20260308 | $3.55 | $3.55 | 2.1% | 100% |
| 20260306 | $3.55 | $3.55 | 2.0% | 98% |
| 20260305 | $3.80 | $3.80 | 2.0% | 96% |
| 20260304 | $3.50 | $3.50 | 2.0% | 95% |
| 20260303 | $4.08 | $4.08 | 2.1% | 100% |
| 20251120 | $1.27 | $0.47 | 1.7% | 68% |
| 20251119 | $1.27 | $0.47 | 1.4% | 47% |
| 20251118 | $1.20 | $0.43 | 1.2% | 37% |
| 20251117 | $1.05 | $0.45 | 1.7% | 71% |