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
$2.77
7-Day Straddle
$2.77
Avg IV
1.4%
IV Rank
43%
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
Date30D Straddle7D StraddleAvg IVIV Rank
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%
20260521 $5.62 $5.62 1.0% 18%
20260520 $5.90 $5.90 1.1% 24%
20260519 $5.65 $5.65 1.0% 19%
20260518 $5.70 $5.70 1.0% 21%
20260515 $7.00 $1.62 1.2% 31%
20260514 $6.65 $2.52 0.9% 14%
20260513 $5.03 $1.75 1.0% 16%
20260512 $5.05 $2.10 0.9% 8%
20260511 $5.38 $1.80 0.9% 8%
20260510 $5.55 $2.42 0.9% 15%
20260508 $5.55 $2.42 0.9% 13%
20260507 $5.28 $2.40 1.0% 18%
20260506 $6.03 $3.62 1.0% 15%
20260505 $5.95 $3.67 0.9% 10%
20260504 $7.90 $5.62 1.1% 19%
20260502 $5.10 $5.10 1.5% 43%
20260501 $5.10 $5.10 1.5% 41%
20260430 $4.72 $4.72 1.3% 34%
20260429 $5.38 $5.38 1.4% 37%
20260428 $6.15 $6.15 1.3% 32%
20260427 $5.47 $5.47 1.4% 37%
20260424 $5.78 $5.78 1.2% 26%
20260423 $6.32 $6.32 1.2% 26%
20260422 $5.93 $5.93 1.2% 28%
20260421 $5.55 $5.55 1.2% 24%
20260420 $5.55 $5.55 1.2% 27%
20260417 $5.45 $1.45 1.1% 21%
20260416 $5.53 $1.57 1.1% 23%
20260415 $5.85 $1.70 1.1% 21%
20260414 $5.78 $1.80 1.1% 21%
20260413 $5.85 $1.68 1.2% 24%