AMR · Expected Move
Alpha Metallurgical Resources, Inc.
The expected move for AMR 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).
AMR 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 AMR Expected Move
30-Day Straddle
$23.75
7-Day Straddle
$23.75
30-Day ATM IV
63.3%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to AMR'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.
AMR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $23.75 | $23.75 | 63.3% | 70% |
| 20261021 | $23.30 | $23.30 | 64.0% | 74% |
| 20261020 | $24.50 | $24.50 | 65.9% | 83% |
| 20261019 | $25.10 | $25.10 | 66.7% | 87% |
| 20261016 | $25.35 | $3.23 | 61.6% | 62% |
| 20261015 | $25.80 | $5.65 | 60.7% | 57% |
| 20261014 | $27.45 | $6.67 | 61.9% | 63% |
| 20261013 | $28.60 | $8.60 | 60.3% | 56% |
| 20261012 | $28.45 | $10.10 | 58.9% | 49% |
| 20261009 | $29.00 | $10.90 | 58.6% | 48% |
| 20261008 | $28.70 | $13.40 | 60.3% | 56% |
| 20261007 | $27.50 | $12.40 | 58.7% | 48% |
| 20261006 | $32.25 | $13.85 | 64.0% | 73% |
| 20261005 | $31.95 | $14.60 | 62.9% | 68% |
| 20261002 | $16.20 | $16.20 | 61.4% | 61% |
| 20261001 | $16.10 | $16.10 | 60.8% | 58% |
| 20260930 | $16.40 | $16.40 | 58.5% | 47% |
| 20260929 | $16.70 | $16.70 | 58.3% | 46% |
| 20260928 | $19.10 | $19.10 | 61.6% | 62% |
| 20260925 | $18.35 | $18.35 | 57.8% | 44% |
| 20260924 | $19.05 | $19.05 | 58.4% | 47% |
| 20260923 | $19.75 | $19.75 | 56.7% | 38% |
| 20260922 | $21.90 | $21.90 | 56.6% | 38% |
| 20260921 | $20.65 | $20.65 | 56.8% | 39% |
| 20260918 | $21.90 | $2.48 | 56.3% | 36% |
| 20260917 | $23.00 | $8.43 | 55.7% | 34% |
| 20260916 | $27.75 | $9.05 | 63.8% | 73% |
| 20260915 | $27.40 | $9.97 | 61.9% | 63% |
| 20260914 | $27.50 | $10.18 | 57.1% | 40% |
| 20260911 | $29.10 | $13.10 | 56.3% | 37% |
| 20260910 | $33.75 | $17.05 | 60.9% | 58% |
| 20260909 | $34.90 | $19.50 | 60.1% | 55% |
| 20260908 | $35.85 | $20.85 | 62.2% | 65% |
| 20260904 | $36.40 | $21.30 | 58.9% | 49% |
| 20260903 | $33.10 | $20.60 | 55.3% | 31% |
| 20260902 | $22.30 | $22.30 | 57.6% | 43% |
| 20260901 | $25.60 | $25.60 | 58.4% | 47% |
| 20260831 | $26.55 | $26.55 | 58.1% | 45% |
| 20260828 | $25.30 | $25.30 | 57.6% | 43% |
| 20260827 | $25.50 | $25.50 | 56.8% | 39% |
| 20260826 | $25.75 | $25.75 | 56.0% | 35% |
| 20260825 | $25.95 | $25.95 | 57.6% | 43% |
| 20260824 | $26.05 | $26.05 | 58.3% | 46% |
| 20260821 | $25.60 | $3.80 | 55.8% | 34% |
| 20260820 | $25.40 | $7.88 | 58.1% | 45% |
| 20260819 | $25.65 | $14.80 | 52.9% | 20% |
| 20260818 | $20.50 | $7.50 | 51.3% | 12% |
| 20260817 | $19.60 | $8.57 | 48.8% | 0% |
| 20260814 | $22.45 | $10.35 | 54.6% | 12% |
| 20260813 | $21.80 | $8.65 | 55.3% | 16% |
| 20260812 | $20.95 | $12.35 | 52.6% | 0% |
| 20260811 | $24.35 | $11.12 | 60.2% | 30% |
| 20260810 | $23.15 | $12.90 | 57.2% | 7% |
| 20260807 | — | — | 60.1% | 29% |
| 20260806 | $26.75 | $18.25 | 66.8% | 79% |
| 20260805 | $17.65 | $17.65 | 67.9% | 88% |
| 20260804 | $17.95 | $17.95 | 69.5% | 100% |
| 20260803 | $18.50 | $18.50 | 68.5% | 95% |
| 20260731 | $18.30 | $18.30 | 66.4% | 79% |
| 20260730 | $19.20 | $19.20 | 63.5% | 57% |
More on AMR
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.