AMCR · Expected Move

Amcor plc Ordinary Shares

The expected move for AMCR 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).

AMCR 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 AMCR Expected Move
30-Day Straddle
$3.33
7-Day Straddle
$0.70
30-Day ATM IV
30.6%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to AMCR'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.
AMCR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $3.33 $0.70 30.6% 36%
20261015 $3.52 $0.60 31.8% 41%
20261014 $3.45 $0.82 31.6% 40%
20261013 $3.20 $0.85 30.0% 33%
20261012 $3.30 $1.00 30.3% 34%
20261009 $3.40 $1.00 29.4% 30%
20261008 $3.55 $1.00 30.3% 34%
20261007 $3.60 $1.40 30.6% 36%
20261006 $3.70 $1.35 30.8% 37%
20261005 $3.52 $1.40 29.3% 30%
20261002 $1.52 $1.52 28.7% 27%
20261001 $1.68 $1.68 29.5% 31%
20260930 $1.77 $1.77 31.1% 38%
20260929 $2.05 $2.05 30.6% 36%
20260928 $2.08 $2.08 30.0% 33%
20260925 $2.10 $2.10 27.3% 20%
20260924 $1.95 $1.95 26.2% 15%
20260923 $2.35 $2.35 28.8% 27%
20260922 $2.20 $2.20 27.5% 21%
20260921 $2.17 $2.17 27.8% 23%
20260918 $2.10 $0.30 23.0% 0%
20260917 $2.75 $1.10 27.7% 19%
20260916 $3.12 $0.75 32.6% 43%
20260915 $2.60 $1.20 26.2% 11%
20260914 $2.52 $0.78 24.8% 5%
20260911 $2.80 $1.42 26.5% 13%
20260910 $3.20 $1.30 29.7% 29%
20260909 $3.02 $1.45 27.6% 18%
20260908 $3.20 $1.80 27.8% 20%
20260904 $3.15 $1.65 25.5% 8%
20260903 $3.25 $1.95 25.8% 10%
20260902 $2.10 $2.10 23.9% 0%
20260901 $2.08 $2.08 26.0% 9%
20260831 $2.17 $2.17 28.6% 22%
20260828 $2.35 $2.35 26.4% 11%
20260827 $2.50 $2.50 27.3% 16%
20260826 $2.00 $2.00 24.6% 2%
20260825 $2.62 $2.62 26.6% 12%
20260824 $2.42 $2.42 25.0% 5%
20260821 $2.40 $0.68 24.1% 0%
20260820 $3.20 $1.55 29.2% 21%
20260819 $3.25 $1.58 31.3% 32%
20260818 $2.75 $1.10 25.2% 0%
20260817 $3.23 $1.68 28.2% 11%
20260814 $3.15 $1.52 27.9% 9%
20260813 $3.50 $1.73 30.5% 24%
20260812 $3.17 $1.45 26.2% 0%
20260811 $4.33 $2.65 35.1% 46%
20260810 $5.00 $3.58 42.8% 91%
20260807 — — 38.0% 63%
20260806 $5.22 $3.58 40.4% 77%
20260805 $3.23 $3.23 37.4% 59%
20260804 $3.33 $3.33 38.1% 64%
20260803 $3.22 $3.22 36.6% 54%
20260731 $3.20 $3.20 35.2% 46%
20260730 $3.28 $3.28 34.7% 43%
20260729 $4.12 $4.12 44.3% 100%
20260728 $3.55 $3.55 36.3% 63%
20260727 $3.68 $3.68 41.3% 98%
20260724 $3.25 $3.25 34.2% 48%

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.