SABR · Expected Move
Sabre Corporation
The expected move for SABR 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).
SABR 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 SABR Expected Move
30-Day Straddle
$0.58
7-Day Straddle
$0.58
30-Day ATM IV
83.7%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to SABR'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.
SABR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.58 | $0.58 | 83.7% | 22% |
| 20261020 | $0.50 | $0.50 | 76.0% | 10% |
| 20261019 | $0.50 | $0.50 | 95.0% | 39% |
| 20261016 | $0.47 | $0.28 | 87.7% | 28% |
| 20261015 | $0.43 | $0.23 | 82.6% | 20% |
| 20261014 | $0.40 | $0.20 | 74.7% | 8% |
| 20261013 | $0.43 | $0.23 | — | — |
| 20261012 | $0.38 | $0.53 | 71.6% | 3% |
| 20261009 | $0.47 | $0.20 | 113.8% | 69% |
| 20261008 | $0.38 | $0.17 | 70.3% | 1% |
| 20261007 | $0.53 | $0.20 | 96.0% | 41% |
| 20261006 | $0.48 | $0.17 | 84.9% | 24% |
| 20261005 | $0.50 | $0.25 | 91.0% | 33% |
| 20261002 | $0.20 | $0.20 | 89.1% | 30% |
| 20261001 | $0.23 | $0.23 | 71.7% | 3% |
| 20260930 | $0.25 | $0.25 | 97.7% | 44% |
| 20260929 | $0.30 | $0.30 | 96.9% | 42% |
| 20260928 | $0.35 | $0.35 | 97.1% | 29% |
| 20260925 | $0.40 | $0.40 | — | — |
| 20260924 | $0.40 | $0.40 | 83.0% | 14% |
| 20260923 | $0.35 | $0.35 | 102.0% | 34% |
| 20260922 | $0.38 | $0.38 | — | — |
| 20260921 | $0.88 | $0.88 | — | — |
| 20260918 | $0.43 | $1.55 | 74.3% | 5% |
| 20260917 | $0.43 | $0.17 | 82.9% | 14% |
| 20260916 | $0.38 | $2.70 | — | — |
| 20260915 | $0.38 | $0.45 | 76.4% | 7% |
| 20260914 | $0.38 | $0.28 | 70.7% | 1% |
| 20260911 | $0.40 | $2.70 | 78.3% | 9% |
| 20260910 | $0.42 | $0.30 | 76.0% | 6% |
| 20260909 | $0.43 | $0.25 | 70.2% | 0% |
| 20260908 | $0.50 | $0.35 | — | — |
| 20260904 | $0.45 | $0.28 | 77.9% | 8% |
| 20260903 | $0.40 | $0.25 | 71.7% | 2% |
| 20260902 | $0.28 | $0.28 | 79.7% | 10% |
| 20260901 | $0.25 | $0.25 | 74.2% | 5% |
| 20260831 | $0.30 | $0.30 | 78.5% | 9% |
| 20260828 | $0.38 | $0.38 | 77.9% | 8% |
| 20260827 | $0.35 | $0.35 | 76.3% | 7% |
| 20260826 | $0.38 | $0.38 | 75.6% | 6% |
| 20260825 | $0.38 | $0.38 | — | — |
| 20260824 | $0.42 | $0.42 | 82.2% | 13% |
| 20260821 | $0.35 | $1.40 | 72.9% | 3% |
| 20260820 | $0.35 | $0.15 | 74.6% | 5% |
| 20260819 | $0.33 | $0.47 | 69.8% | 0% |
| 20260818 | $0.35 | $0.47 | 74.5% | 0% |
| 20260817 | $0.42 | $0.22 | 81.9% | 5% |
| 20260814 | $0.47 | $7.75 | 80.2% | 4% |
| 20260813 | $0.40 | $0.33 | 77.1% | 0% |
| 20260812 | $0.40 | $0.25 | 78.5% | 0% |
| 20260811 | $0.45 | $0.28 | 97.1% | 19% |
| 20260810 | $0.43 | $0.25 | 81.2% | 2% |
| 20260807 | — | — | 84.8% | 5% |
| 20260806 | $0.50 | $0.38 | 85.3% | 6% |
| 20260805 | $0.45 | $0.45 | 108.1% | 29% |
| 20260804 | $0.50 | $0.50 | 113.3% | 35% |
| 20260803 | $0.48 | $0.48 | 113.1% | 35% |
| 20260731 | $0.45 | $0.45 | 107.2% | 29% |
| 20260730 | $0.47 | $0.47 | 116.4% | 38% |
| 20260729 | $0.45 | $0.45 | 124.6% | 47% |
More on SABR
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.