AMZW · Expected Move
Roundhill AMZN WeeklyPay ETF · ETF
The expected move for AMZW 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).
AMZW 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 AMZW Expected Move
30-Day Straddle
$4.08
7-Day Straddle
$1.52
30-Day ATM IV
42.7%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to AMZW'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.
AMZW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $4.08 | $1.52 | 42.7% | 27% |
| 20261008 | $4.28 | $1.45 | 41.0% | 23% |
| 20261007 | $4.42 | $1.75 | 40.5% | 22% |
| 20261006 | $4.62 | $1.38 | 42.6% | 27% |
| 20261005 | $4.12 | $1.67 | 39.1% | 19% |
| 20261002 | $1.75 | $1.75 | 38.5% | 18% |
| 20261001 | $1.90 | $1.90 | 38.2% | 17% |
| 20260930 | $2.08 | $2.08 | 38.5% | 18% |
| 20260929 | $2.00 | $2.00 | 36.7% | 14% |
| 20260928 | $2.05 | $2.05 | 36.2% | 14% |
| 20260925 | $2.15 | $2.15 | 36.5% | 14% |
| 20260924 | $2.30 | $2.30 | 36.4% | 13% |
| 20260923 | $2.50 | $2.50 | 78.6% | 94% |
| 20260922 | $2.50 | $2.50 | 34.5% | 10% |
| 20260921 | $2.83 | $2.83 | 37.1% | 14% |
| 20260918 | $2.33 | $1.05 | 31.8% | 4% |
| 20260917 | $2.27 | $1.52 | 29.7% | 0% |
| 20260916 | $2.80 | $0.68 | 34.3% | 9% |
| 20260915 | $3.10 | $1.77 | 36.2% | 13% |
| 20260914 | $2.98 | $1.80 | 35.5% | 11% |
| 20260911 | $3.17 | $1.88 | 37.1% | 14% |
| 20260910 | $3.33 | $2.15 | 37.0% | 14% |
| 20260909 | $3.65 | $1.62 | 36.8% | 12% |
| 20260908 | $3.48 | $1.50 | 37.1% | 13% |
| 20260904 | $3.62 | $1.48 | 35.5% | 10% |
| 20260903 | $3.67 | $2.25 | 33.5% | 7% |
| 20260902 | $2.27 | $2.27 | 33.9% | 7% |
| 20260901 | $2.12 | $2.12 | 33.0% | 6% |
| 20260831 | $2.40 | $2.40 | 31.2% | 2% |
| 20260828 | $2.67 | $2.67 | 32.6% | 3% |
| 20260827 | $2.62 | $2.62 | 32.0% | 2% |
| 20260826 | $2.35 | $2.35 | 31.7% | 2% |
| 20260825 | $2.65 | $2.65 | 29.9% | 0% |
| 20260824 | $2.77 | $2.77 | 32.4% | 3% |
| 20260821 | $2.80 | $5.62 | 31.4% | 2% |
| 20260820 | $2.98 | $1.05 | 31.2% | 2% |
| 20260819 | $2.97 | $1.00 | 30.6% | 1% |
| 20260818 | $2.90 | $1.45 | 30.5% | 1% |
| 20260817 | $2.95 | $1.30 | 29.6% | 0% |
| 20260814 | $3.08 | $1.43 | 33.9% | 3% |
| 20260813 | $3.33 | $1.60 | 32.0% | 1% |
| 20260812 | $3.45 | $1.62 | 46.4% | 15% |
| 20260811 | $3.52 | $1.80 | 31.2% | 0% |
| 20260810 | $4.12 | $2.27 | 39.2% | 5% |
| 20260807 | — | — | 41.3% | 7% |
| 20260806 | $4.50 | $3.17 | 41.5% | 8% |
| 20260805 | $2.83 | $2.83 | 40.3% | 6% |
| 20260804 | $3.20 | $3.20 | 45.1% | 9% |
| 20260803 | $3.30 | $3.30 | 45.8% | 9% |
| 20260731 | $3.72 | $3.72 | 45.8% | 9% |
| 20260730 | $3.92 | $3.92 | 55.6% | 17% |
| 20260729 | $3.67 | $3.67 | 50.5% | 13% |
| 20260728 | $3.75 | $3.75 | 52.6% | 15% |
| 20260727 | $3.73 | $3.73 | 51.0% | 13% |
| 20260724 | $3.92 | $3.92 | 51.8% | 14% |
| 20260723 | $4.10 | $4.10 | 53.0% | 15% |
| 20260722 | $3.42 | $3.42 | 45.2% | 9% |
| 20260721 | $3.53 | $3.53 | 44.6% | 8% |
| 20260720 | $4.92 | $4.92 | 54.2% | 16% |
| 20260716 | $4.75 | $2.15 | 47.7% | 11% |
More on AMZW
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.