AMRC · Expected Move
Ameresco, Inc.
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).
AMRC 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 AMRC Expected Move
30-Day Straddle
$5.10
7-Day Straddle
$2.33
30-Day ATM IV
82.6%
IV Rank
49%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $5.10 | $2.33 | 82.6% | 49% |
| 20261002 | $2.27 | $2.27 | 81.1% | 45% |
| 20261001 | $2.33 | $2.33 | 78.9% | 39% |
| 20260930 | $2.50 | $2.50 | 88.5% | 65% |
| 20260929 | $2.53 | $2.53 | 80.8% | 44% |
| 20260928 | $2.58 | $2.58 | 80.4% | 43% |
| 20260925 | $2.95 | $2.95 | 77.4% | 35% |
| 20260924 | $3.00 | $3.00 | 87.2% | 62% |
| 20260923 | $2.90 | $2.90 | 74.3% | 26% |
| 20260922 | $3.40 | $3.40 | 87.7% | 63% |
| 20260921 | $3.60 | $3.60 | 75.4% | 29% |
| 20260918 | $3.55 | $1.20 | 64.7% | 0% |
| 20260917 | $3.70 | $1.68 | 69.0% | 9% |
| 20260916 | $3.85 | $1.23 | 73.3% | 21% |
| 20260915 | $3.92 | $1.40 | 72.0% | 18% |
| 20260914 | $4.03 | $1.77 | 75.2% | 27% |
| 20260911 | $4.17 | $2.35 | 66.6% | 2% |
| 20260910 | $4.32 | $2.12 | 76.7% | 31% |
| 20260909 | $4.25 | $2.25 | 78.7% | 36% |
| 20260908 | $4.72 | $2.62 | 72.5% | 19% |
| 20260904 | $4.60 | $2.40 | 72.5% | 19% |
| 20260903 | $4.50 | $2.67 | 73.2% | 21% |
| 20260902 | $2.70 | $2.70 | 71.4% | 16% |
| 20260901 | $2.83 | $2.83 | 75.5% | 28% |
| 20260831 | $3.00 | $3.00 | 74.8% | 26% |
| 20260828 | $2.90 | $2.90 | 71.8% | 17% |
| 20260827 | $3.45 | $3.45 | 76.2% | 29% |
| 20260826 | $3.27 | $3.27 | 73.2% | 21% |
| 20260825 | $3.58 | $3.58 | 74.8% | 25% |
| 20260824 | $3.25 | $3.25 | 75.4% | 27% |
| 20260821 | $3.48 | $0.95 | 69.8% | 12% |
| 20260820 | $3.75 | $1.00 | 74.9% | 26% |
| 20260819 | $4.22 | $1.60 | — | — |
| 20260818 | $4.47 | $1.75 | 75.6% | 28% |
| 20260817 | $5.83 | $2.30 | 77.5% | 33% |
| 20260814 | $5.70 | $2.60 | 74.8% | 26% |
| 20260813 | $5.57 | $3.15 | 75.0% | 26% |
| 20260812 | $5.85 | $3.60 | 76.3% | 30% |
| 20260811 | $4.72 | $2.50 | 70.6% | 14% |
| 20260810 | $4.75 | $2.58 | 72.9% | 20% |
| 20260807 | — | — | 74.8% | 26% |
| 20260806 | $5.62 | $3.52 | 81.8% | 45% |
| 20260805 | $3.50 | $3.50 | 77.0% | 32% |
| 20260804 | $4.62 | $4.62 | 81.6% | 44% |
| 20260803 | $4.78 | $4.78 | 101.3% | 100% |
| 20260731 | $4.65 | $4.65 | 97.5% | 92% |
| 20260730 | $4.25 | $4.25 | 97.2% | 91% |
| 20260729 | $3.85 | $3.85 | 99.8% | 99% |
| 20260728 | $4.30 | $4.30 | 100.3% | 100% |
| 20260727 | $4.53 | $4.53 | 99.7% | 100% |
| 20260724 | $5.10 | $5.10 | 98.7% | 98% |
| 20260723 | $5.35 | $5.35 | 98.0% | 96% |
| 20260722 | $5.18 | $5.18 | 97.7% | 95% |
| 20260721 | $5.15 | $5.15 | 97.1% | 94% |
| 20260720 | $5.12 | $5.12 | 97.0% | 93% |
| 20260716 | $5.43 | $1.60 | 91.9% | 78% |
| 20260715 | $5.92 | $1.52 | 94.1% | 85% |
| 20260714 | $5.85 | $1.62 | 91.8% | 78% |
| 20260713 | $5.75 | $2.20 | 93.4% | 82% |
| 20260710 | $6.12 | $2.28 | 90.8% | 75% |
More on AMRC
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.