AMRC (Ameresco, Inc.)
Expected Move & Straddle Price History
The expected move for AMRC 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 AMRC Expected Move
30-Day Straddle
$4.22
7-Day Straddle
$1.60
Avg IV
1.1%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to AMRC'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.
AMRC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260819 | $4.22 | $1.60 | 1.1% | 35% |
| 20260818 | $4.47 | $1.75 | 1.0% | 30% |
| 20260817 | $5.83 | $2.30 | 1.0% | 17% |
| 20260814 | $5.70 | $2.60 | 1.0% | 26% |
| 20260813 | $5.57 | $3.15 | 0.9% | 13% |
| 20260812 | $5.85 | $3.60 | 1.0% | 18% |
| 20260811 | $4.72 | $2.50 | 0.9% | 9% |
| 20260810 | $4.75 | $2.58 | 0.8% | 0% |
| 20260806 | $5.62 | $3.52 | 0.9% | 3% |
| 20260805 | $3.50 | $3.50 | 1.4% | 37% |
| 20260804 | $4.62 | $4.62 | 1.1% | 16% |
| 20260803 | $4.78 | $4.78 | 1.3% | 34% |
| 20260731 | $4.65 | $4.65 | 1.3% | 31% |
| 20260730 | $4.25 | $4.25 | 1.2% | 26% |
| 20260729 | $3.85 | $3.85 | 1.2% | 26% |
| 20260728 | $4.30 | $4.30 | 1.3% | 29% |
| 20260727 | $4.53 | $4.53 | 1.1% | 20% |
| 20260724 | $5.10 | $5.10 | 1.1% | 18% |
| 20260723 | $5.35 | $5.35 | 1.1% | 16% |
| 20260722 | $5.18 | $5.18 | 1.0% | 13% |
| 20260721 | $5.15 | $5.15 | 1.0% | 13% |
| 20260720 | $5.12 | $5.12 | 1.1% | 14% |
| 20260716 | $5.43 | $1.60 | 1.0% | 9% |
| 20260715 | $5.92 | $1.52 | 1.0% | 10% |
| 20260714 | $5.85 | $1.62 | 0.9% | 3% |
| 20260713 | $5.75 | $2.20 | 1.0% | 11% |
| 20260710 | $6.12 | $2.28 | 1.0% | 9% |
| 20260709 | $6.20 | $2.58 | 1.0% | 7% |
| 20260708 | $6.33 | $2.45 | 1.0% | 8% |
| 20260707 | $6.32 | $2.50 | 0.9% | 6% |
| 20260706 | $6.88 | $3.45 | 0.9% | 6% |
| 20260702 | $2.77 | $2.77 | 1.4% | 43% |
| 20260701 | $3.40 | $3.40 | 1.4% | 42% |
| 20260630 | $4.28 | $4.28 | 1.3% | 36% |
| 20260629 | $3.70 | $3.70 | 1.2% | 25% |
| 20260626 | $3.75 | $3.75 | 1.1% | 20% |
| 20260625 | $4.45 | $4.45 | 1.2% | 26% |
| 20260624 | $4.80 | $4.80 | 1.1% | 15% |
| 20260623 | $4.60 | $4.60 | 1.3% | 29% |
| 20260622 | $4.90 | $4.90 | 1.0% | 8% |
| 20260618 | $4.90 | $2.10 | 1.0% | 13% |
| 20260617 | $5.25 | $3.50 | 1.2% | 23% |
| 20260616 | $4.88 | $3.22 | 1.1% | 19% |
| 20260615 | $5.70 | $2.55 | 1.1% | 22% |
| 20260613 | $5.75 | $2.88 | 1.0% | 13% |
| 20260612 | $5.70 | $2.88 | 1.1% | 15% |
| 20260611 | $5.90 | $3.58 | 1.1% | 19% |
| 20260610 | $5.00 | $2.83 | 1.1% | 16% |
| 20260609 | $5.38 | $2.92 | 1.0% | 9% |
| 20260608 | $6.68 | $3.95 | 1.1% | 18% |
| 20260605 | $6.40 | $4.10 | 1.0% | 14% |
| 20260604 | $9.10 | $5.80 | 1.2% | 23% |
| 20260603 | $9.20 | $6.00 | 1.2% | 24% |
| 20260602 | $6.38 | $6.38 | 1.4% | 42% |
| 20260601 | $6.18 | $6.18 | 1.4% | 42% |
| 20260529 | $6.70 | $6.70 | 1.4% | 41% |
| 20260528 | $6.97 | $6.97 | 1.3% | 35% |
| 20260527 | $6.92 | $6.92 | 1.4% | 43% |
| 20260526 | $6.65 | $6.65 | 1.3% | 34% |
| 20260522 | $5.55 | $5.55 | 1.1% | 23% |