Tracking the AAMI expected move helps you see how far Acadian Asset Management Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Acadian Asset Management Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the AAMI expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For AAMI, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The AAMI expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Acadian Asset Management Inc is unlikely to go.
Acadian Asset Management, Inc. is a holding company, which engages in the provision of asset management services. It operates through the Quant and Solutions segment. The Quant and Solutions segment involves leveraging data and technology in a computational, factor-based investment process across a range of asset classes and geographies, including Global, non-U.S., emerging markets, and managed volatility equities, as well as multi-asset products. The company was founded in 1980 and is headquartered in Boston, MA.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the AAMI expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Acadian Asset Management Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about AAMI.
