AEE
Ameren Corporation Common Stock$112.26-0.89%1d
Quote Jul 27 3:45 PM ET
EquityNYSEUSDEarnings Jul 30
120-session history2026-02-02 – 2026-07-27
Volatility
Realized (sessions)
7
20.9%
30
20.6%
90
20.9%
GARCH (sessions)
21
20.4%
30
20.2%
45
20.0%
IV30 ATM · rank
Rank
—
IV30: 21.5%
IV rank: 13/60 daily IV30 observations
Window 2026-06-08 → 2026-07-10 (13 obs.)
Latest options snapshot is 6 trading sessions behind (2026-07-17 to 2026-07-28). Showing the latest available snapshot.
Chain uses snapshot spot $111.71 from 2026-07-17. Quote Jul 27 3:45 PM ET: $112.26. Greeks and IV−GARCH comparisons match the snapshot.
Options Chain & Vol Surface (4/4) · 2026-07-17
E
Implied volatility by strike · 35 DTE · dashed line = fitted smile
Calls
Fitted smile
Excluded (not fit)
| Strike | Mid | Delta | IV | IV − Fit | Fit IV | GARCH | IV - GARCH | Bid | Ask | Last | Spread | Ann. ROI | Theta | Vol | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $110.00 | $5.35 | 0.576 | 40.4% | +9.5% | 30.9% | 20.3% | +20.1% | $4.20 | $6.50 | $3.40 | 43.0% | — | -0.0792 | — | 1 |
| $115.00 | $2.75 | 0.426 | 37.2% | +6.2% | 31.0% | 20.3% | +16.9% | $1.70 | $3.80 | $2.00 | 76.4% | 25.7% | -0.0731 | 18 | 152 |
| $120.00 | $1.48 | 0.321 | 43.0% | — | — | 20.3% | +22.7% | $0.00 | $2.95 | $0.45 | 200.0% | 13.8% | -0.0769 | 1 | 7 |
| $125.00 | $0.47 | 0.157 | 34.0% | — | — | 20.3% | +13.7% | $0.00 | $0.95 | $0.20 | 200.0% | 4.4% | -0.0409 | — | 17 |