AMLX · Expected Move
Amylyx Pharmaceuticals, Inc. Common Stock
The expected move for AMLX 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).
AMLX 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 AMLX Expected Move
30-Day Straddle
$3.98
7-Day Straddle
$3.98
30-Day ATM IV
64.7%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to AMLX'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.
AMLX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $3.98 | $3.98 | 64.7% | 9% |
| 20261023 | $3.80 | $3.80 | 62.3% | 8% |
| 20261022 | $4.12 | $4.12 | 61.3% | 7% |
| 20261021 | $3.98 | $3.98 | — | — |
| 20261020 | $3.83 | $3.83 | 56.9% | 5% |
| 20261019 | $4.75 | $4.75 | 73.6% | 13% |
| 20261016 | $4.05 | $1.77 | 60.8% | 7% |
| 20261015 | $4.50 | $1.30 | 63.7% | 8% |
| 20261014 | $4.20 | $1.57 | 61.6% | 7% |
| 20261013 | $4.25 | $1.07 | 61.2% | 7% |
| 20261012 | $3.80 | $1.15 | — | — |
| 20261009 | $4.08 | $2.42 | 56.3% | 5% |
| 20261008 | $3.77 | $1.72 | 55.9% | 5% |
| 20261007 | $4.78 | $2.08 | 57.0% | 5% |
| 20261006 | $4.75 | $2.30 | 61.0% | 7% |
| 20261005 | $4.70 | $2.80 | 62.1% | 8% |
| 20261002 | $2.62 | $2.62 | 61.7% | 7% |
| 20261001 | $2.47 | $2.47 | 60.9% | 7% |
| 20260930 | $2.80 | $2.80 | 65.0% | 9% |
| 20260929 | $2.62 | $2.62 | 60.2% | 7% |
| 20260928 | $2.70 | $2.70 | 60.5% | 7% |
| 20260925 | $2.73 | $2.73 | 56.1% | 5% |
| 20260924 | $3.60 | $3.60 | 58.3% | 6% |
| 20260923 | $3.02 | $3.02 | 56.6% | 5% |
| 20260922 | $3.73 | $3.73 | 54.4% | 4% |
| 20260921 | $2.88 | $2.88 | 48.8% | 2% |
| 20260918 | $4.12 | $1.65 | 59.7% | 7% |
| 20260917 | $3.67 | $1.25 | 48.5% | 2% |
| 20260916 | $3.67 | $2.00 | 44.6% | 0% |
| 20260915 | $4.70 | $2.12 | 59.3% | 1% |
| 20260914 | $5.53 | $2.08 | 68.4% | 6% |
| 20260911 | $4.62 | $2.05 | 59.3% | 1% |
| 20260910 | $5.35 | $2.27 | 66.2% | 5% |
| 20260909 | $5.00 | $2.53 | 60.0% | 2% |
| 20260908 | $5.05 | $2.58 | 58.6% | 1% |
| 20260904 | $5.42 | $2.90 | 57.7% | 1% |
| 20260903 | $5.30 | $3.55 | 59.2% | 1% |
| 20260902 | $3.50 | $3.50 | 59.4% | 1% |
| 20260901 | $4.05 | $4.05 | 62.5% | 3% |
| 20260831 | $3.62 | $3.62 | 59.5% | 1% |
| 20260828 | $4.25 | $4.25 | 60.8% | 2% |
| 20260827 | $4.20 | $4.20 | 57.2% | 0% |
| 20260826 | $4.85 | $4.85 | 65.5% | 4% |
| 20260825 | $4.72 | $4.72 | 62.4% | 3% |
| 20260824 | $5.12 | $5.12 | 63.2% | 3% |
| 20260821 | $4.78 | $0.40 | 56.3% | 0% |
| 20260820 | $5.78 | $1.68 | 65.4% | 4% |
| 20260819 | $4.90 | $2.90 | 57.6% | 0% |
| 20260818 | $5.88 | $2.98 | 71.9% | 5% |
| 20260817 | $12.95 | $3.35 | 261.4% | 94% |
| 20260814 | $12.85 | $3.93 | 241.2% | 84% |
| 20260813 | $13.75 | $4.15 | 242.6% | 85% |
| 20260812 | $13.70 | $3.83 | 229.8% | 79% |
| 20260811 | $13.15 | $2.80 | 215.7% | 73% |
| 20260810 | $13.05 | $3.82 | 221.4% | 75% |
| 20260807 | — | — | 216.3% | 73% |
| 20260806 | $13.50 | $7.50 | 209.7% | 70% |
| 20260805 | $6.72 | $6.72 | 202.8% | 67% |
| 20260804 | $7.18 | $7.18 | 211.1% | 71% |
| 20260803 | $9.50 | $9.50 | 275.2% | 100% |
More on AMLX
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.