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
$2.00
7-Day Straddle
$9.07
Avg IV
2.7%
IV Rank
45%
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
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%
20260504 $9.03 $8.97 2.7% 45%
20260502 $8.97 $8.97 3.3% 55%
20260501 $8.97 $8.97 3.2% 53%
20260430 $1.85 $1.85 4.5% 76%
20260429 $9.35 $9.35 5.9% 100%
20260428 $8.97 $8.97 0.0% 0%
20260427 $1.68 $1.68 0.0% 0%
20260424 $1.45 $1.45 0.0% 0%
20260423 $1.42 $1.42 3.6% 72%
20260422 $8.75 $8.75 4.6% 90%
20260421 $1.93 $1.93 3.5% 69%
20260420 $8.93 $8.93 4.4% 87%
20260417 $2.20 $8.97 4.3% 84%
20260416 $2.15 $1.88 3.2% 62%
20260415 $8.82 $8.97 3.3% 66%
20260414 $3.42 $1.35 3.0% 60%
20260413 $8.88 $8.93 0.0% 0%
20260410 $8.75 $8.82 0.0% 0%
20260409 $2.02 $1.90 0.0% 0%
20260408 $8.97 $1.77 1.7% 33%
20260407 $2.78 $8.85 2.3% 46%
20260406 $1.55 $1.95 1.6% 32%
20260402 $1.95 $2.00 2.0% 40%
20260401 $1.95 $1.95 3.7% 73%
20260331 $1.50 $1.50 3.7% 74%
20260330 $2.40 $2.40 4.1% 81%
20260327 $3.02 $3.02 2.2% 44%
20260326 $9.03 $9.03 5.0% 99%
20260325 $9.07 $9.07 3.7% 72%
20260324 $8.97 $8.97 0.0% 0%