AMSC · Expected Move

American Superconductor Corp

The expected move for AMSC 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).

AMSC straddle price & implied vol

60 sessions

Bars: 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 AMSC Expected Move
30-Day Straddle
$4.68
7-Day Straddle
$4.68
30-Day ATM IV
82.4%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to AMSC'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.
AMSC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.68 $4.68 82.4% 40%
20261021 $5.00 $5.00 83.1% 41%
20261020 $5.05 $5.05 83.9% 43%
20261019 $5.05 $5.05 82.7% 41%
20261016 $5.22 $0.82 81.5% 38%
20261015 $5.35 $0.85 79.7% 35%
20261014 $5.32 $1.12 80.5% 37%
20261013 $5.80 $1.60 78.2% 33%
20261012 $6.07 $1.60 78.0% 32%
20261009 $6.38 $2.10 75.2% 28%
20261008 $6.50 $2.17 75.5% 28%
20261007 $6.65 $2.42 73.3% 24%
20261006 $6.80 $2.55 74.1% 26%
20261005 $6.33 $2.60 73.1% 22%
20261002 $2.80 $2.80 73.1% 22%
20261001 $2.95 $2.95 71.7% 20%
20260930 $2.92 $2.92 70.0% 17%
20260929 $3.15 $3.15 70.1% 18%
20260928 $3.08 $3.08 68.7% 15%
20260925 $3.58 $3.58 69.3% 16%
20260924 $3.77 $3.77 68.1% 14%
20260923 $3.75 $3.75 67.3% 13%
20260922 $3.88 $3.88 65.9% 11%
20260921 $3.88 $3.88 66.0% 11%
20260918 $3.92 $0.42 59.1% 0%
20260917 $3.92 $0.90 59.6% 0%
20260916 $4.10 $1.43 64.2% 6%
20260915 $3.85 $1.30 60.7% 0%
20260914 $4.22 $1.55 64.6% 6%
20260911 $4.78 $2.08 63.8% 5%
20260910 $4.88 $2.38 67.3% 11%
20260909 $4.93 $2.50 66.2% 9%
20260908 $5.17 $2.55 65.1% 7%
20260904 $5.15 $2.65 62.0% 2%
20260903 $4.75 $2.90 60.7% 0%
20260902 $2.90 $2.90 62.3% 0%
20260901 $3.17 $3.17 64.8% 2%
20260831 $3.12 $3.12 63.6% 0%
20260828 $3.42 $3.42 64.9% 0%
20260827 $3.80 $3.80 65.9% 0%
20260826 $4.08 $4.08 69.3% 6%
20260825 $3.80 $3.80 65.9% 0%
20260824 $4.25 $4.25 71.2% 7%
20260821 $4.53 $0.22 68.9% 2%
20260820 $4.53 $0.95 67.6% 0%
20260819 $4.85 $1.52 68.3% 0%
20260818 $5.22 $1.88 72.9% 8%
20260817 $5.35 $1.90 70.9% 4%
20260814 $5.80 $2.72 74.0% 10%
20260813 $6.28 $3.00 80.0% 21%
20260812 $6.58 $3.55 78.6% 19%
20260811 $6.90 $3.48 83.8% 28%
20260810 $6.90 $3.65 84.7% 30%
20260807 — — 85.9% 32%
20260806 $8.15 $5.05 94.7% 49%
20260805 $7.25 $7.25 117.4% 92%
20260804 $7.10 $7.10 116.9% 91%
20260803 $6.40 $6.40 104.3% 67%
20260731 $6.15 $6.15 102.3% 63%
20260730 $6.78 $6.78 107.8% 74%

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.