SABS · Expected Move
SAB Biotherapeutics, Inc. Common Stock
The expected move for SABS 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).
SABS 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 SABS Expected Move
30-Day Straddle
$8.72
7-Day Straddle
$0.88
30-Day ATM IV
123.2%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to SABS'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.
SABS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $8.72 | $0.88 | 123.2% | 21% |
| 20261106 | $0.60 | $0.85 | 128.2% | 24% |
| 20261105 | $2.42 | $2.95 | 111.1% | 16% |
| 20261104 | $1.65 | $1.65 | — | — |
| 20261103 | $1.60 | $1.60 | 137.5% | 28% |
| 20261102 | $0.78 | $0.78 | 130.1% | 24% |
| 20261030 | $1.65 | $1.65 | 168.6% | 41% |
| 20261029 | $1.18 | $1.18 | 153.5% | 34% |
| 20261028 | $0.93 | $0.93 | 125.1% | 22% |
| 20261027 | $0.95 | $0.95 | 153.1% | 34% |
| 20261026 | $2.30 | $2.30 | — | — |
| 20261023 | $1.73 | $1.73 | 193.4% | 52% |
| 20261022 | $0.93 | $0.93 | 166.9% | 40% |
| 20261021 | $1.10 | $1.10 | 90.5% | 7% |
| 20261020 | $1.70 | $1.70 | — | — |
| 20261019 | $1.80 | $1.80 | 305.2% | 100% |
| 20261016 | $1.00 | $0.75 | 137.2% | 35% |
| 20261015 | $0.85 | $7.88 | — | — |
| 20261014 | $1.18 | $2.42 | 103.0% | 16% |
| 20261013 | $0.97 | $0.72 | 99.5% | 14% |
| 20261012 | $0.95 | $0.80 | 93.4% | 11% |
| 20261009 | $0.97 | $7.72 | 106.0% | 18% |
| 20261008 | $0.78 | $0.50 | 116.0% | 23% |
| 20261007 | $0.98 | $0.38 | 110.9% | 21% |
| 20261006 | $1.67 | $0.65 | 168.9% | 53% |
| 20261005 | $1.50 | $0.45 | 168.0% | 52% |
| 20261002 | $0.50 | $0.50 | 118.7% | 25% |
| 20261001 | $0.30 | $0.30 | 73.7% | 0% |
| 20260930 | $0.38 | $0.38 | 82.2% | 2% |
| 20260929 | $0.50 | $0.50 | — | — |
| 20260928 | $0.53 | $0.53 | 149.4% | 40% |
| 20260925 | $0.50 | $0.50 | 94.4% | 9% |
| 20260924 | $0.55 | $0.55 | 79.6% | 0% |
| 20260923 | $0.57 | $0.57 | 108.5% | 17% |
| 20260922 | $0.67 | $0.67 | 103.8% | 14% |
| 20260921 | $0.40 | $0.40 | 96.0% | 10% |
| 20260918 | $1.90 | $1.40 | 121.4% | 24% |
| 20260917 | $1.05 | $0.90 | 97.7% | 11% |
| 20260916 | $2.47 | $2.58 | 84.5% | 3% |
| 20260915 | $1.60 | $2.60 | — | — |
| 20260914 | $1.55 | $1.77 | 80.1% | 1% |
| 20260911 | $1.70 | $1.35 | — | — |
| 20260910 | $1.60 | $8.12 | 80.2% | 1% |
| 20260909 | $8.32 | $8.88 | — | — |
| 20260908 | $1.75 | $1.73 | 187.0% | 62% |
| 20260904 | $1.57 | $1.15 | 102.6% | 13% |
| 20260903 | $1.58 | $1.70 | 91.5% | 7% |
| 20260902 | $1.82 | $1.82 | 114.7% | 20% |
| 20260901 | $1.10 | $1.10 | 137.7% | 33% |
| 20260831 | $0.85 | $0.85 | 136.2% | 33% |
| 20260828 | $0.70 | $0.70 | 136.5% | 33% |
| 20260827 | $0.70 | $0.70 | 118.3% | 22% |
| 20260826 | $1.77 | $1.77 | 107.5% | 16% |
| 20260825 | $1.38 | $1.38 | — | — |
| 20260824 | $1.73 | $1.73 | — | — |
| 20260821 | $1.60 | $1.52 | 99.4% | 12% |
| 20260820 | $0.62 | $0.90 | 79.0% | 0% |
| 20260819 | $0.93 | $1.30 | 100.3% | 10% |
| 20260818 | $1.48 | $1.60 | 125.5% | 23% |
| 20260817 | $0.82 | $1.45 | 121.6% | 21% |
More on SABS
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.