AR · Expected Move

ANTERO RESOURCES CORPORATION

The expected move for AR 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).

AR 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 AR Expected Move
30-Day Straddle
$3.38
7-Day Straddle
$2.08
30-Day ATM IV
36.4%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to AR'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.
AR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261030 $3.38 $2.08 36.4% 47%
20261029 $3.62 $1.98 38.4% 61%
20261028 $4.03 $2.85 41.8% 86%
20261027 $3.98 $2.77 40.9% 80%
20261026 $4.12 $2.27 41.4% 83%
20261023 $3.65 $2.38 39.5% 69%
20261022 $3.55 $2.27 40.6% 77%
20261021 $3.60 $2.35 41.0% 80%
20261020 $3.53 $2.52 39.6% 70%
20261019 $3.67 $1.38 40.1% 74%
20261016 $3.50 $1.60 39.5% 70%
20261015 $3.22 $1.50 38.6% 63%
20261014 $3.35 $1.70 39.3% 68%
20261013 $3.48 $1.88 38.5% 62%
20261012 $3.30 $1.18 37.9% 58%
20261009 $3.03 $1.30 38.2% 60%
20261008 $3.23 $1.45 39.7% 71%
20261007 $3.12 $1.50 38.1% 59%
20261006 $3.30 $1.60 39.0% 66%
20261005 $3.17 $1.07 38.5% 62%
20261002 $2.97 $1.25 39.2% 67%
20261001 $3.08 $1.38 40.1% 74%
20260930 $3.08 $1.62 39.2% 67%
20260929 $3.12 $1.62 39.3% 68%
20260928 $3.15 $1.27 38.5% 62%
20260925 $2.80 $1.42 36.8% 50%
20260924 $3.10 $1.55 38.4% 61%
20260923 $2.90 $1.58 34.7% 34%
20260922 $2.97 $1.67 36.7% 49%
20260921 $2.95 $1.17 35.7% 41%
20260918 $2.65 $1.35 34.0% 29%
20260917 $2.88 $1.48 35.4% 39%
20260916 $2.95 $1.70 35.8% 42%
20260915 $3.38 $1.88 36.5% 47%
20260914 $3.05 $1.15 34.0% 29%
20260911 $3.08 $1.40 34.8% 35%
20260910 $3.17 $1.85 35.8% 42%
20260909 $3.12 $1.82 34.9% 35%
20260908 $3.17 $2.00 35.0% 33%
20260904 $2.90 $1.35 33.2% 20%
20260903 $3.00 $1.50 33.3% 20%
20260902 $3.10 $1.58 33.1% 19%
20260901 $3.25 $1.73 34.7% 28%
20260831 $3.00 $1.23 33.1% 17%
20260828 $2.85 $1.23 33.1% 16%
20260827 $2.92 $1.50 32.8% 15%
20260826 $3.05 $1.75 33.8% 20%
20260825 $2.95 $1.67 33.5% 19%
20260824 $3.02 $1.20 33.5% 19%
20260821 $2.75 $1.38 33.5% 19%
20260820 $2.85 $1.48 33.0% 16%
20260819 $2.83 $1.55 33.3% 18%
20260818 $2.92 $1.67 33.8% 21%
20260817 $2.75 $1.15 32.0% 11%
20260814 $2.50 $1.35 31.4% 6%
20260813 $2.73 $1.55 32.6% 12%
20260812 $2.85 $1.48 32.8% 13%
20260811 $2.92 $1.68 33.0% 14%
20260810 $2.95 $1.12 33.7% 17%
20260807 — — 30.0% 0%

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.