AMTM · Expected Move

Amentum Holdings, Inc.

The expected move for AMTM 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).

AMTM 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 AMTM Expected Move
30-Day Straddle
$3.27
7-Day Straddle
$1.88
30-Day ATM IV
56.7%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to AMTM'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.
AMTM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $3.27 $1.88 56.7% 75%
20261106 $3.65 $1.78 53.2% 62%
20261105 $3.05 $2.12 50.3% 51%
20261104 $1.65 $1.65 49.3% 47%
20261103 $1.77 $1.77 52.0% 57%
20261102 $1.70 $1.70 44.8% 31%
20261030 $1.93 $1.93 — —
20261029 $1.67 $1.67 50.0% 50%
20261028 $1.82 $1.82 41.9% 20%
20261027 $2.08 $2.08 43.2% 25%
20261026 $1.88 $1.88 43.1% 24%
20261023 $2.20 $2.20 44.5% 30%
20261022 $2.80 $2.80 52.3% 58%
20261021 $1.95 $1.95 42.0% 20%
20261020 $1.95 $1.95 42.1% 20%
20261019 $2.10 $2.10 44.2% 28%
20261016 $2.22 $0.68 44.5% 29%
20261015 $2.30 $1.30 40.6% 15%
20261014 $2.25 $0.95 46.2% 36%
20261013 $2.23 $1.38 — —
20261012 $2.17 $1.12 43.0% 24%
20261009 $2.27 $1.10 42.9% 23%
20261008 $2.50 $1.30 44.9% 31%
20261007 $2.23 $1.32 40.9% 16%
20261006 $2.60 $1.58 43.0% 24%
20261005 $2.38 $1.27 44.8% 31%
20261002 $1.07 $1.07 39.7% 11%
20261001 $1.43 $1.43 41.8% 19%
20260930 $1.57 $1.57 45.1% 31%
20260929 $1.23 $1.23 44.1% 28%
20260928 $1.55 $1.55 42.8% 23%
20260925 $1.62 $1.62 41.8% 19%
20260924 $1.58 $1.58 43.9% 27%
20260923 $1.60 $1.60 42.1% 21%
20260922 $1.48 $1.48 36.6% 0%
20260921 $1.67 $1.67 40.8% 15%
20260918 $1.75 $0.50 41.8% 19%
20260917 $1.98 $0.60 43.4% 23%
20260916 $1.77 $0.75 40.2% 10%
20260915 $2.00 $0.68 42.8% 18%
20260914 $2.00 $0.85 43.3% 14%
20260911 $2.10 $0.90 43.5% 14%
20260910 $2.10 $1.10 42.0% 11%
20260909 $2.25 $1.15 49.2% 26%
20260908 $2.20 $0.88 41.6% 10%
20260904 $2.10 $1.15 38.4% 3%
20260903 $2.20 $1.18 39.1% 5%
20260902 $1.07 $1.07 38.8% 4%
20260901 $1.38 $1.38 40.0% 7%
20260831 $1.23 $1.23 37.3% 1%
20260828 $1.52 $1.52 36.8% 0%
20260827 $1.62 $1.62 40.4% 5%
20260826 $1.57 $1.57 40.2% 4%
20260825 $1.50 $1.50 38.4% 1%
20260824 $1.48 $1.48 38.1% 0%
20260821 $2.42 $1.22 48.1% 21%
20260820 $2.08 $0.75 42.8% 9%
20260819 $2.40 $1.60 44.0% 12%
20260818 $1.90 $0.85 38.5% 0%
20260817 $2.12 $0.90 43.9% 11%

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.