AMN · Expected Move
AMN Healthcare Services
The expected move for AMN 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).
AMN 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 AMN Expected Move
30-Day Straddle
$4.50
7-Day Straddle
$2.73
30-Day ATM IV
43.1%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to AMN'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.
AMN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $4.50 | $2.73 | 43.1% | 7% |
| 20261109 | $5.33 | $3.60 | 53.3% | 32% |
| 20261106 | $5.22 | $3.38 | 53.3% | 32% |
| 20261105 | $8.53 | $6.97 | 70.3% | 74% |
| 20261104 | $6.75 | $6.75 | 66.5% | 64% |
| 20261103 | $6.32 | $6.32 | 72.5% | 79% |
| 20261102 | $6.53 | $6.53 | 68.6% | 70% |
| 20261030 | $7.08 | $7.08 | 69.1% | 71% |
| 20261029 | $7.22 | $7.22 | 71.2% | 76% |
| 20261028 | $7.83 | $7.83 | 74.5% | 84% |
| 20261027 | $7.02 | $7.02 | 67.9% | 68% |
| 20261026 | $7.43 | $7.43 | 67.4% | 67% |
| 20261023 | $6.65 | $6.65 | 61.4% | 52% |
| 20261022 | $7.65 | $7.65 | 68.6% | 70% |
| 20261021 | $7.03 | $7.03 | 68.8% | 70% |
| 20261020 | $6.47 | $6.47 | 65.1% | 61% |
| 20261019 | $5.92 | $5.92 | 61.9% | 53% |
| 20261016 | $6.82 | $1.57 | 67.3% | 66% |
| 20261015 | $6.05 | $1.92 | 60.8% | 50% |
| 20261014 | $6.18 | $2.85 | 63.0% | 56% |
| 20261013 | $5.55 | $2.00 | 59.1% | 46% |
| 20261012 | $6.05 | $2.00 | 64.5% | 59% |
| 20261009 | $6.40 | $2.33 | 62.8% | 55% |
| 20261008 | $6.32 | $2.12 | 63.7% | 57% |
| 20261007 | $6.90 | $2.65 | 63.5% | 57% |
| 20261006 | $7.05 | $3.15 | 63.2% | 56% |
| 20261005 | $6.75 | $3.15 | 62.1% | 54% |
| 20261002 | $3.02 | $3.02 | 58.7% | 45% |
| 20261001 | $2.88 | $2.88 | 58.6% | 45% |
| 20260930 | $2.92 | $2.92 | 58.5% | 45% |
| 20260929 | $2.98 | $2.98 | 57.6% | 43% |
| 20260928 | $2.77 | $2.77 | 55.0% | 36% |
| 20260925 | $3.75 | $3.75 | 60.3% | 49% |
| 20260924 | $3.15 | $3.15 | 54.3% | 34% |
| 20260923 | $3.02 | $3.02 | 52.2% | 29% |
| 20260922 | $3.67 | $3.67 | 55.8% | 38% |
| 20260921 | $3.17 | $3.17 | 49.7% | 23% |
| 20260918 | $4.17 | $1.35 | 51.3% | 27% |
| 20260917 | $3.92 | $1.20 | 50.2% | 24% |
| 20260916 | $4.68 | $1.88 | 58.9% | 46% |
| 20260915 | $4.00 | $1.55 | 49.4% | 14% |
| 20260914 | $4.22 | $2.25 | 50.0% | 15% |
| 20260911 | $4.53 | $2.65 | 52.1% | 19% |
| 20260910 | $5.07 | $2.60 | 61.8% | 34% |
| 20260909 | $4.53 | $2.38 | 51.9% | 18% |
| 20260908 | $4.42 | $2.60 | 49.1% | 14% |
| 20260904 | $4.38 | $2.73 | 47.2% | 11% |
| 20260903 | $4.45 | $3.30 | 48.0% | 12% |
| 20260902 | $3.12 | $3.12 | 50.7% | 16% |
| 20260901 | $2.93 | $2.93 | 47.8% | 12% |
| 20260831 | $2.85 | $2.85 | 48.0% | 12% |
| 20260828 | $3.27 | $3.27 | 50.3% | 16% |
| 20260827 | $3.62 | $3.62 | 55.0% | 23% |
| 20260826 | $3.57 | $3.57 | 51.2% | 17% |
| 20260825 | $3.38 | $3.38 | 49.0% | 14% |
| 20260824 | $3.92 | $3.92 | 52.4% | 19% |
| 20260821 | $3.60 | $0.77 | 46.9% | 10% |
| 20260820 | $3.15 | $1.80 | 40.4% | 0% |
| 20260819 | $3.52 | $1.82 | 43.7% | 0% |
| 20260818 | $3.95 | $1.07 | 49.8% | 4% |
More on AMN
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.