SACH (Sachem Capital Corp. Common Shares)

Expected Move & Straddle Price History

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).

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.

Current SACH Expected Move
30-Day Straddle
$4.47
7-Day Straddle
$4.47
Avg IV
6.7%
IV Rank
100%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260729 $4.47 $4.47 6.7% 100%
20260728 $1.95 $1.95 4.6% 77%
20260727 $4.17 $4.17 3.7% 62%
20260724 $4.28 $4.28 4.9% 82%
20260723 $4.17 $4.17 3.8% 63%
20260722 $1.70 $1.70 1.9% 32%
20260721 $1.70 $1.70 1.8% 31%
20260720 $4.12 $4.12 0.0% 0%
20260716 $2.85 $4.12 3.2% 54%
20260715 $2.90 $1.70 0.7% 12%
20260714 $2.85 $1.72 5.2% 88%
20260713 $4.12 $1.70 3.4% 57%
20260710 $2.77 $2.62 3.3% 56%
20260709 $2.45 $3.95 0.0% 0%
20260708 $2.50 $4.08 1.3% 22%
20260707 $9.07 $1.98 2.5% 41%
20260706 $1.93 $1.67 0.0% 0%
20260702 $1.57 $1.57 2.9% 49%
20260701 $8.88 $8.88 4.1% 68%
20260630 $2.12 $2.12 3.9% 66%
20260629 $2.17 $2.17 4.3% 73%
20260626 $1.70 $1.70 4.1% 69%
20260625 $2.50 $2.50 3.6% 60%
20260624 $2.88 $2.88 0.0% 0%
20260623 $2.45 $2.45 2.2% 36%
20260622 $1.82 $1.82 3.9% 65%
20260618 $9.07 $1.57 3.4% 57%
20260617 $2.30 $1.42 4.9% 82%
20260616 $1.75 $1.93 0.0% 0%
20260615 $2.60 $2.62 0.0% 0%
20260613 $2.00 $9.07 2.7% 45%
20260612 $2.00 $9.07 2.5% 42%
20260611 $1.85 $9.05 1.4% 24%
20260610 $1.40 $1.90 1.8% 30%
20260609 $1.90 $1.50 1.8% 30%
20260608 $2.10 $1.80 1.7% 29%
20260605 $1.60 $1.88 0.0% 0%
20260604 $1.90 $1.70 1.5% 25%
20260603 $2.70 $1.30 2.2% 37%
20260602 $1.85 $1.85 4.1% 69%
20260601 $8.82 $8.82 3.9% 66%
20260529 $1.70 $1.70 2.4% 40%
20260528 $8.82 $8.82 3.0% 50%
20260527 $8.85 $8.85 2.8% 47%
20260526 $1.75 $1.75 1.3% 23%
20260522 $8.72 $8.72 2.4% 41%
20260521 $1.30 $1.30 3.2% 54%
20260520 $1.38 $1.38 3.0% 50%
20260519 $1.35 $1.35 3.0% 51%
20260518 $1.25 $1.25 3.4% 58%
20260515 $3.38 $8.93 2.6% 44%
20260514 $8.93 $8.93 2.5% 43%
20260513 $1.45 $8.80 1.2% 21%
20260512 $2.73 $8.93 1.2% 21%
20260511 $1.97 $1.90 2.6% 43%
20260510 $1.45 $8.93 1.8% 30%
20260508 $1.45 $8.93 1.8% 30%
20260507 $1.68 $1.32 1.8% 31%
20260506 $1.45 $1.80 2.5% 43%
20260505 $8.97 $8.97 2.5% 42%