AMDD · Expected Move
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The expected move for AMDD 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).
AMDD 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 AMDD Expected Move
30-Day Straddle
$3.30
7-Day Straddle
$1.10
30-Day ATM IV
52.2%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to AMDD'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.
AMDD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $3.30 | $1.10 | 52.2% | 4% |
| 20261008 | $3.35 | $1.30 | 58.2% | 8% |
| 20261007 | $3.12 | $1.25 | 50.8% | 3% |
| 20261006 | $3.60 | $1.25 | 56.6% | 7% |
| 20261005 | $3.38 | $1.50 | 51.0% | 3% |
| 20261002 | $1.60 | $1.60 | 52.5% | 4% |
| 20261001 | $1.77 | $1.77 | 52.4% | 4% |
| 20260930 | $2.10 | $2.10 | 54.9% | 6% |
| 20260929 | $2.00 | $2.00 | 56.1% | 7% |
| 20260928 | $1.97 | $1.97 | 52.9% | 4% |
| 20260925 | $2.12 | $2.12 | 54.8% | 6% |
| 20260924 | $2.10 | $2.10 | 52.3% | 4% |
| 20260923 | $2.38 | $2.38 | 53.5% | 5% |
| 20260922 | $2.38 | $2.38 | 56.0% | 6% |
| 20260921 | $2.53 | $2.53 | 54.1% | 5% |
| 20260918 | $2.77 | $2.17 | 49.7% | 2% |
| 20260917 | $2.98 | $0.60 | 50.8% | 3% |
| 20260916 | $3.25 | $1.18 | 49.5% | 2% |
| 20260915 | $3.30 | $1.20 | 51.0% | 3% |
| 20260914 | $3.45 | $1.45 | 50.0% | 3% |
| 20260911 | $3.35 | $1.48 | 49.9% | 3% |
| 20260910 | $3.55 | $1.65 | 50.8% | 3% |
| 20260909 | $3.62 | $1.77 | 57.5% | 7% |
| 20260908 | $3.88 | $2.10 | 54.3% | 5% |
| 20260904 | $4.05 | $2.15 | 49.0% | 2% |
| 20260903 | $3.95 | $2.27 | 46.0% | 0% |
| 20260902 | $2.55 | $2.55 | 48.3% | 0% |
| 20260901 | $2.50 | $2.50 | 48.5% | 0% |
| 20260831 | $2.62 | $2.62 | 48.7% | 0% |
| 20260828 | $2.92 | $2.92 | 48.6% | 0% |
| 20260827 | $3.02 | $3.02 | 52.3% | 0% |
| 20260826 | $3.23 | $3.23 | 53.7% | 1% |
| 20260825 | $3.23 | $3.23 | 52.9% | 0% |
| 20260824 | $3.38 | $3.38 | 52.6% | 0% |
| 20260821 | $3.45 | $1.53 | 52.7% | 0% |
| 20260820 | $3.70 | $1.08 | 54.0% | 0% |
| 20260819 | $3.80 | $1.27 | 53.4% | 0% |
| 20260818 | $3.67 | $1.32 | 54.0% | 0% |
| 20260817 | $3.78 | $1.40 | 56.2% | 1% |
| 20260814 | $3.90 | $1.65 | 56.5% | 1% |
| 20260813 | $4.22 | $1.92 | 55.6% | 1% |
| 20260812 | $4.15 | $2.00 | 54.5% | 0% |
| 20260811 | $4.40 | $2.53 | 62.8% | 5% |
| 20260810 | $4.65 | $2.62 | 60.3% | 6% |
| 20260807 | — | — | 63.0% | 8% |
| 20260806 | $5.60 | $3.40 | 69.3% | 12% |
| 20260805 | $3.75 | $3.75 | 71.1% | 16% |
| 20260804 | $4.20 | $4.20 | 80.0% | 22% |
| 20260803 | $4.55 | $4.55 | 78.0% | 21% |
| 20260731 | $4.67 | $4.67 | 78.2% | 21% |
| 20260730 | $4.93 | $4.93 | 80.6% | 22% |
| 20260729 | $5.80 | $5.80 | 79.9% | 22% |
| 20260728 | $5.65 | $5.65 | 80.5% | 22% |
| 20260727 | $5.43 | $5.43 | 85.0% | 25% |
| 20260724 | $5.22 | $5.22 | 81.7% | 23% |
| 20260723 | $5.40 | $5.40 | 85.5% | 25% |
| 20260722 | $5.42 | $5.42 | 88.5% | 27% |
| 20260721 | $5.62 | $5.62 | 88.2% | 27% |
| 20260720 | $6.12 | $6.12 | 87.3% | 27% |
| 20260716 | $6.30 | $4.38 | 84.5% | 25% |
More on AMDD
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.