SACH · Expected Move
Sachem Capital Corp. Common Shares
The expected move for SACH 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).
SACH 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 SACH Expected Move
30-Day Straddle
$4.17
7-Day Straddle
$1.70
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to SACH'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.
SACH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $4.17 | $1.70 | — | — |
| 20261015 | $2.67 | $2.25 | — | — |
| 20261014 | $3.92 | $4.17 | — | — |
| 20261013 | $4.17 | $4.22 | — | — |
| 20261012 | $1.65 | $4.12 | — | — |
| 20261009 | $2.58 | $2.45 | — | — |
| 20261008 | $2.58 | $2.15 | — | — |
| 20261007 | $2.33 | $2.08 | — | — |
| 20261006 | $4.08 | $1.67 | — | — |
| 20261005 | $2.12 | $2.10 | — | — |
| 20261002 | $4.12 | $4.12 | — | — |
| 20261001 | $4.08 | $4.08 | — | — |
| 20260930 | $4.08 | $4.08 | — | — |
| 20260929 | $4.08 | $4.08 | — | — |
| 20260928 | $2.17 | $2.17 | — | — |
| 20260925 | $1.50 | $1.50 | — | — |
| 20260924 | $2.02 | $2.02 | — | — |
| 20260923 | $2.12 | $2.12 | — | — |
| 20260922 | $4.10 | $4.10 | — | — |
| 20260921 | $2.12 | $2.12 | — | — |
| 20260918 | $2.12 | $2.00 | — | — |
| 20260917 | $2.45 | $2.05 | — | — |
| 20260916 | $4.08 | $3.95 | — | — |
| 20260915 | $2.02 | $3.95 | — | — |
| 20260914 | $1.45 | $3.95 | — | — |
| 20260911 | $1.60 | $2.10 | — | — |
| 20260910 | $1.60 | $2.10 | — | — |
| 20260909 | $1.68 | $2.10 | — | — |
| 20260908 | $1.77 | $1.98 | — | — |
| 20260904 | $4.12 | $4.12 | — | — |
| 20260903 | $1.65 | $2.00 | — | — |
| 20260902 | $4.00 | $4.00 | — | — |
| 20260901 | $2.15 | $2.15 | — | — |
| 20260831 | $2.55 | $2.55 | — | — |
| 20260828 | $1.67 | $1.67 | — | — |
| 20260827 | $1.67 | $1.67 | — | — |
| 20260826 | $3.17 | $3.17 | — | — |
| 20260825 | $2.88 | $2.88 | — | — |
| 20260824 | $1.70 | $1.70 | — | — |
| 20260821 | $2.58 | $2.12 | — | — |
| 20260820 | $4.22 | $1.75 | — | — |
| 20260819 | $2.58 | $2.25 | — | — |
| 20260818 | $2.15 | $2.27 | — | — |
| 20260817 | $2.75 | $1.75 | — | — |
| 20260814 | $4.22 | $4.22 | — | — |
| 20260813 | $2.58 | $2.20 | — | — |
| 20260812 | $2.98 | $4.17 | — | — |
| 20260811 | $4.10 | $4.25 | — | — |
| 20260810 | $2.95 | $4.17 | — | — |
| 20260806 | $2.98 | $4.28 | — | — |
| 20260805 | $4.38 | $4.38 | — | — |
| 20260804 | $2.02 | $2.02 | — | — |
| 20260803 | $1.80 | $1.80 | — | — |
| 20260731 | $1.77 | $1.77 | — | — |
| 20260730 | $2.62 | $2.62 | — | — |
| 20260729 | $4.47 | $4.47 | — | — |
| 20260728 | $1.95 | $1.95 | — | — |
| 20260727 | $4.17 | $4.17 | — | — |
| 20260724 | $4.28 | $4.28 | — | — |
| 20260723 | $4.17 | $4.17 | — | — |
More on SACH
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.