AMED · Expected Move
Amedisys Inc
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).
AMED 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 AMED Expected Move
30-Day Straddle
$3.50
7-Day Straddle
$3.52
30-Day ATM IV
10.0%
IV Rank
9%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250814 | $3.50 | $3.52 | 10.0% | 9% |
| 20250813 | $1.15 | $5.53 | 7.6% | 1% |
| 20250812 | $2.35 | $1.02 | 10.3% | 9% |
| 20250811 | $3.52 | $2.27 | 7.4% | 0% |
| 20250808 | $3.55 | $2.10 | 9.2% | 4% |
| 20250807 | $1.58 | $1.02 | 7.9% | 0% |
| 20250806 | $2.30 | $2.58 | 19.8% | 35% |
| 20250805 | $3.10 | $2.75 | 19.8% | 35% |
| 20250804 | $2.72 | $2.58 | 13.6% | 13% |
| 20250801 | $2.60 | $2.60 | 14.6% | 17% |
| 20250731 | $5.30 | $5.30 | 23.6% | 48% |
| 20250730 | $2.35 | $2.35 | 16.3% | 23% |
| 20250729 | $4.42 | $4.42 | 21.6% | 41% |
| 20250728 | $5.15 | $5.15 | 22.9% | 46% |
| 20250725 | $5.10 | $5.10 | 20.2% | 36% |
| 20250724 | $4.67 | $4.67 | 16.8% | 24% |
| 20250723 | $4.83 | $4.83 | 18.0% | 28% |
| 20250722 | $3.15 | $3.15 | 12.8% | 10% |
| 20250721 | $3.85 | $3.85 | 14.3% | 15% |
| 20250718 | $3.88 | $41.88 | 15.6% | 20% |
| 20250717 | $4.55 | $42.62 | — | — |
| 20250716 | $5.08 | $2.58 | 15.1% | 18% |
| 20250715 | $2.95 | $2.73 | 13.1% | 11% |
| 20250714 | $5.25 | $3.38 | 17.2% | 26% |
| 20250711 | $5.92 | $3.22 | 14.8% | 18% |
| 20250710 | $5.20 | $3.12 | 14.9% | 19% |
| 20250709 | $3.12 | $2.90 | 12.7% | 11% |
| 20250708 | $5.35 | $3.05 | 14.7% | 19% |
| 20250707 | $5.62 | $3.88 | 23.5% | 49% |
| 20250703 | $4.53 | $3.02 | — | — |
| 20250702 | $4.50 | $4.50 | 21.3% | 41% |
| 20250701 | $3.85 | $3.85 | 18.0% | 30% |
| 20250630 | $3.05 | $3.05 | 14.1% | 16% |
| 20250627 | $3.98 | $3.98 | 16.9% | 26% |
| 20250626 | $2.55 | $2.55 | 12.2% | 10% |
| 20250625 | $1.48 | $1.48 | 11.9% | 9% |
| 20250624 | $4.00 | $4.00 | 12.4% | 11% |
| 20250623 | $3.90 | $3.90 | 13.8% | 16% |
| 20250620 | $3.20 | $3.45 | 11.9% | 9% |
| 20250618 | $3.03 | $41.45 | 11.5% | 7% |
| 20250617 | $3.83 | $2.72 | 13.3% | 14% |
| 20250616 | $3.42 | $6.25 | 10.6% | 4% |
| 20250613 | $4.30 | $3.65 | 16.3% | 24% |
| 20250612 | $4.10 | $3.50 | 15.3% | 21% |
| 20250611 | $2.80 | $3.85 | 14.1% | 17% |
| 20250610 | $3.12 | $4.75 | 16.5% | 25% |
| 20250609 | $2.67 | $2.55 | 15.8% | 22% |
| 20250606 | $4.00 | $3.12 | 14.1% | 16% |
| 20250605 | $2.65 | $3.12 | 12.8% | 12% |
| 20250604 | $2.15 | $2.15 | 17.0% | 29% |
| 20250603 | $1.95 | $1.95 | 11.4% | 11% |
| 20250602 | $2.95 | $2.95 | — | — |
| 20250530 | $2.48 | $2.48 | 12.3% | 14% |
| 20250529 | $5.00 | $5.00 | 12.0% | 13% |
| 20250528 | $2.85 | $2.85 | 16.3% | 27% |
| 20250527 | $2.73 | $2.73 | 13.5% | 18% |
| 20250523 | $4.50 | $4.50 | 16.4% | 27% |
| 20250522 | $3.45 | $3.45 | 15.0% | 23% |
| 20250521 | $3.70 | $3.70 | 17.2% | 30% |
| 20250520 | $2.25 | $2.25 | 9.9% | 6% |
More on AMED
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.