AXP · Expected Move
American Express Company
The expected move for AXP 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).
AXP 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 AXP Expected Move
30-Day Straddle
$21.48
7-Day Straddle
$6.92
30-Day ATM IV
29.3%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to AXP'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.
AXP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261012 | $21.48 | $6.92 | 29.3% | 60% |
| 20261009 | $20.38 | $8.00 | 29.5% | 61% |
| 20261008 | $21.55 | $9.52 | 30.5% | 71% |
| 20261007 | $20.58 | $9.22 | 29.4% | 61% |
| 20261006 | $20.88 | $9.40 | 29.6% | 63% |
| 20261005 | $20.57 | $6.73 | 28.8% | 56% |
| 20261002 | $19.85 | $7.85 | 29.2% | 59% |
| 20261001 | $20.58 | $9.57 | 29.9% | 65% |
| 20260930 | $20.77 | $10.50 | 29.8% | 64% |
| 20260929 | $21.25 | $11.02 | 30.0% | 66% |
| 20260928 | $21.27 | $7.31 | 29.7% | 63% |
| 20260925 | $19.95 | $8.45 | 29.4% | 61% |
| 20260924 | $20.23 | $9.38 | 29.7% | 63% |
| 20260923 | $20.20 | $9.32 | 29.1% | 58% |
| 20260922 | $21.10 | $10.82 | 29.4% | 61% |
| 20260921 | $20.77 | $6.50 | 26.9% | 40% |
| 20260918 | $16.18 | $7.75 | 25.0% | 24% |
| 20260917 | $16.68 | $8.70 | 24.4% | 19% |
| 20260916 | $18.27 | $10.28 | 25.1% | 25% |
| 20260915 | $19.07 | $10.93 | 24.6% | 20% |
| 20260914 | $19.02 | $7.60 | 24.2% | 17% |
| 20260911 | $16.98 | $8.25 | 23.5% | 12% |
| 20260910 | $17.65 | $9.52 | 24.3% | 18% |
| 20260909 | $18.05 | $10.15 | 24.2% | 17% |
| 20260908 | $18.23 | $10.73 | 24.0% | 16% |
| 20260904 | $16.40 | $7.02 | 22.6% | 4% |
| 20260903 | $16.58 | $8.00 | 22.5% | 3% |
| 20260902 | $17.30 | $8.97 | 23.0% | 7% |
| 20260901 | $17.85 | $9.65 | 23.6% | 12% |
| 20260831 | $18.40 | $6.63 | 23.6% | 12% |
| 20260828 | $17.12 | $7.83 | 23.0% | 8% |
| 20260827 | $17.50 | $9.00 | 23.3% | 10% |
| 20260826 | $18.30 | $10.32 | 23.7% | 13% |
| 20260825 | $18.80 | $10.75 | 23.9% | 15% |
| 20260824 | $19.32 | $7.42 | 23.8% | 14% |
| 20260821 | $17.73 | $8.89 | 23.5% | 11% |
| 20260820 | $17.80 | $9.45 | 23.8% | 13% |
| 20260819 | $18.10 | $10.07 | 23.4% | 9% |
| 20260818 | $18.38 | $10.55 | 23.2% | 8% |
| 20260817 | $18.55 | $7.21 | 22.9% | 5% |
| 20260814 | $17.52 | $7.79 | 22.4% | 2% |
| 20260813 | $17.05 | $8.88 | 22.1% | 0% |
| 20260812 | $17.62 | $9.45 | 22.3% | 0% |
| 20260811 | $18.40 | $10.05 | 23.0% | 1% |
| 20260810 | $18.60 | $6.96 | 23.0% | 1% |
| 20260807 | — | — | 22.9% | 0% |
| 20260806 | $19.65 | $10.57 | 24.4% | 1% |
| 20260805 | $19.20 | $10.77 | 24.1% | 0% |
| 20260804 | $20.43 | $11.70 | 25.1% | 0% |
| 20260803 | $20.65 | $7.88 | 25.4% | 1% |
| 20260731 | $18.85 | $9.32 | 25.3% | 0% |
| 20260730 | $20.17 | $10.80 | 26.3% | 0% |
| 20260729 | $20.68 | $12.18 | 27.1% | 5% |
| 20260728 | $21.32 | $12.35 | 26.9% | 3% |
| 20260727 | $21.90 | $9.15 | 27.7% | 8% |
| 20260724 | $19.07 | $9.93 | 26.4% | 0% |
| 20260723 | $23.90 | $15.60 | 31.1% | 27% |
| 20260722 | $24.60 | $17.65 | 30.9% | 26% |
| 20260721 | $25.42 | $18.20 | 31.1% | 27% |
| 20260720 | $26.12 | $14.93 | 31.7% | 30% |
More on AXP
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.