AMWL · Expected Move
American Well Corporation
The expected move for AMWL 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).
AMWL 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 AMWL Expected Move
30-Day Straddle
$2.50
7-Day Straddle
$2.50
30-Day ATM IV
94.5%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to AMWL'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.
AMWL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $2.50 | $2.50 | 94.5% | 56% |
| 20261023 | $2.70 | $2.70 | 86.0% | 43% |
| 20261022 | $3.60 | $3.60 | — | — |
| 20261021 | $3.10 | $3.10 | 87.9% | 46% |
| 20261020 | $3.15 | $3.15 | 102.2% | 68% |
| 20261019 | $2.20 | $2.20 | 78.9% | 32% |
| 20261016 | $2.40 | $0.93 | 94.2% | 55% |
| 20261015 | $2.48 | $0.62 | 80.1% | 34% |
| 20261014 | $2.52 | $0.90 | — | — |
| 20261013 | $2.42 | $0.75 | — | — |
| 20261012 | $2.55 | $0.97 | 78.5% | 32% |
| 20261009 | $2.60 | $1.02 | 75.4% | 27% |
| 20261008 | $2.55 | $1.02 | — | — |
| 20261007 | $2.65 | $1.23 | 76.5% | 29% |
| 20261006 | $2.50 | $1.02 | 68.0% | 16% |
| 20261005 | $2.67 | $1.12 | 73.8% | 24% |
| 20261002 | $1.40 | $1.40 | 77.3% | 30% |
| 20261001 | $1.30 | $1.30 | 72.2% | 22% |
| 20260930 | $1.50 | $1.50 | 67.6% | 15% |
| 20260929 | $1.60 | $1.60 | 64.6% | 11% |
| 20260928 | $1.83 | $1.83 | 70.1% | 19% |
| 20260925 | $1.20 | $1.20 | 63.4% | 9% |
| 20260924 | $1.57 | $1.57 | 57.6% | 0% |
| 20260923 | $1.57 | $1.57 | 63.1% | 7% |
| 20260922 | $2.00 | $2.00 | 67.6% | 14% |
| 20260921 | $1.78 | $1.78 | 63.0% | 7% |
| 20260918 | $1.95 | $1.70 | 59.2% | 1% |
| 20260917 | $2.35 | $2.53 | 63.3% | 7% |
| 20260916 | $2.05 | $1.25 | 70.0% | 18% |
| 20260915 | $2.27 | $2.23 | 70.0% | 18% |
| 20260914 | $2.65 | $2.05 | 66.2% | 12% |
| 20260911 | $2.08 | $1.80 | 65.7% | 11% |
| 20260910 | $2.05 | $1.00 | 64.9% | 10% |
| 20260909 | $2.20 | $1.65 | 72.7% | 22% |
| 20260908 | $2.52 | $1.43 | 71.2% | 20% |
| 20260904 | $2.17 | $1.42 | 62.8% | 7% |
| 20260903 | $2.25 | $1.55 | 69.1% | 16% |
| 20260902 | $1.43 | $1.43 | 67.9% | 14% |
| 20260901 | $1.38 | $1.38 | 60.2% | 3% |
| 20260831 | $1.60 | $1.60 | 66.7% | 13% |
| 20260828 | $1.30 | $1.30 | 58.5% | 0% |
| 20260827 | $1.62 | $1.62 | 60.9% | 0% |
| 20260826 | $1.72 | $1.72 | 67.9% | 6% |
| 20260825 | $1.57 | $1.57 | 64.2% | 2% |
| 20260824 | $1.85 | $1.85 | 69.1% | 8% |
| 20260821 | $1.83 | $8.40 | 66.4% | 4% |
| 20260820 | $1.77 | $0.90 | 62.7% | 0% |
| 20260819 | $2.02 | $0.98 | 71.5% | 9% |
| 20260818 | $1.92 | $1.25 | 68.5% | 5% |
| 20260817 | $2.20 | $1.02 | 74.8% | 12% |
| 20260814 | $2.02 | $0.90 | 66.9% | 3% |
| 20260813 | $2.75 | $1.32 | 83.2% | 23% |
| 20260812 | $2.05 | $1.18 | 64.5% | 0% |
| 20260811 | $2.48 | $1.83 | 73.6% | 6% |
| 20260810 | $2.70 | $1.77 | 72.5% | 4% |
| 20260807 | — | — | 89.6% | 26% |
| 20260806 | $2.88 | $2.05 | 85.3% | 21% |
| 20260805 | $2.55 | $2.55 | 105.0% | 46% |
| 20260804 | $2.05 | $2.05 | 97.9% | 37% |
| 20260803 | $2.25 | $2.25 | 99.0% | 38% |
More on AMWL
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.