AMED (Amedisys Inc)

Expected Move & Straddle Price History

The expected move for AMED 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 AMED Expected Move
30-Day Straddle
$3.50
7-Day Straddle
$3.52
Avg IV
0.1%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to AMED'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.
AMED Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20250815 $3.50 $3.52 0.1% 4%
20250814 $3.50 $3.52 0.1% 4%
20250813 $1.15 $5.53 0.5% 40%
20250812 $2.35 $1.02 0.1% 2%
20250811 $3.52 $2.27 0.5% 42%
20250808 $3.55 $2.10 0.1% 0%
20250807 $1.58 $1.02 0.5% 37%
20250806 $2.30 $2.58 0.7% 49%
20250805 $3.10 $2.75 0.6% 45%
20250804 $2.72 $2.58 0.3% 10%
20250801 $2.60 $2.60 0.8% 61%
20250731 $5.30 $5.30 1.1% 100%
20250730 $2.35 $2.35 0.4% 30%
20250729 $4.42 $4.42 0.9% 84%
20250728 $5.15 $5.15 0.7% 67%
20250725 $5.10 $5.10 0.8% 74%
20250724 $4.67 $4.67 0.7% 64%
20250723 $4.83 $4.83 0.7% 60%
20250722 $3.15 $3.15 0.4% 23%
20250721 $3.85 $3.85 0.6% 55%
20250718 $3.88 $41.88 0.7% 59%
20250717 $4.55 $42.62 0.3% 12%
20250716 $5.08 $2.58 0.4% 23%
20250715 $2.95 $2.73 0.4% 29%
20250714 $5.25 $3.38 0.7% 67%
20250711 $5.92 $3.22 0.5% 36%
20250710 $5.20 $3.12 0.6% 50%
20250709 $3.12 $2.90 0.2% 0%
20250708 $5.35 $3.05 0.4% 22%
20250707 $5.62 $3.88 0.7% 62%
20250703 $4.53 $3.02 0.2% 0%
20250702 $4.50 $4.50 0.4% 27%
20250701 $3.85 $3.85 0.7% 67%
20250630 $3.05 $3.05 0.4% 26%
20250627 $3.98 $3.98 1.0% 100%
20250626 $2.55 $2.55 0.3% 15%
20250625 $1.48 $1.48 0.7% 72%
20250624 $4.00 $4.00 0.7% 73%
20250623 $3.90 $3.90 0.7% 67%
20250620 $3.20 $3.45 0.5% 50%
20250618 $3.03 $41.45 0.5% 47%
20250617 $3.83 $2.72 0.3% 4%
20250616 $3.42 $6.25 0.6% 51%
20250613 $4.30 $3.65 0.6% 52%
20250612 $4.10 $3.50 0.5% 49%
20250611 $2.80 $3.85 0.5% 50%
20250610 $3.12 $4.75 0.6% 63%
20250609 $2.67 $2.55 0.5% 43%
20250606 $4.00 $3.12 0.5% 41%
20250605 $2.65 $3.12 0.5% 44%
20250604 $2.15 $2.15 0.8% 95%
20250603 $1.95 $1.95 0.7% 79%
20250602 $2.95 $2.95 0.7% 77%
20250530 $2.48 $2.48 0.7% 76%
20250529 $5.00 $5.00 0.6% 52%
20250528 $2.85 $2.85 0.8% 88%
20250527 $2.73 $2.73 0.6% 61%
20250523 $4.50 $4.50 0.6% 57%
20250522 $3.45 $3.45 0.5% 48%
20250521 $3.70 $3.70 0.5% 48%