SAH · Expected Move

Sonic Automotive, Inc.

The expected move for SAH 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).

SAH straddle price & implied vol

60 sessions

Bars: 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 SAH Expected Move
30-Day Straddle
$8.30
7-Day Straddle
$8.30
30-Day ATM IV
56.6%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to SAH'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.
SAH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $8.30 $8.30 56.6% 100%
20261016 $8.95 $3.62 56.6% 100%
20261015 $8.10 $3.85 53.0% 91%
20261014 $8.20 $3.85 54.3% 96%
20261013 $8.35 $3.85 52.7% 90%
20261012 $8.50 $3.98 53.0% 91%
20261009 $8.70 $4.28 53.5% 93%
20261008 $8.32 $3.77 49.6% 77%
20261007 $8.75 $4.45 52.1% 87%
20261006 $8.75 $5.43 52.8% 90%
20261005 $9.53 $7.00 51.3% 84%
20261002 $5.15 $5.15 51.6% 85%
20261001 $5.30 $5.30 52.1% 87%
20260930 $5.72 $5.72 52.3% 88%
20260929 $4.83 $4.83 50.9% 82%
20260928 $7.10 $7.10 53.1% 91%
20260925 $5.93 $5.93 48.2% 71%
20260924 $6.70 $6.70 50.6% 81%
20260923 $7.35 $7.35 47.6% 68%
20260922 $6.47 $6.47 49.6% 77%
20260921 $6.72 $6.72 49.2% 75%
20260918 $7.12 $3.38 49.6% 77%
20260917 $7.25 $1.70 50.5% 80%
20260916 $7.53 $5.30 41.7% 44%
20260915 $7.42 $5.00 42.8% 48%
20260914 $7.80 $4.70 43.2% 50%
20260911 $7.60 $5.20 40.9% 41%
20260910 $8.25 $5.05 43.8% 53%
20260909 $8.30 $4.78 44.0% 53%
20260908 $8.40 $5.50 42.7% 48%
20260904 $9.25 $5.62 42.7% 48%
20260903 $9.57 $6.15 44.7% 57%
20260902 $6.32 $6.32 45.2% 59%
20260901 $6.97 $6.97 45.4% 59%
20260831 $6.90 $6.90 45.6% 60%
20260828 $7.22 $7.22 45.5% 60%
20260827 $7.33 $7.33 45.1% 58%
20260826 $7.65 $7.65 46.6% 64%
20260825 $7.78 $7.78 48.5% 72%
20260824 $7.35 $7.35 47.3% 67%
20260821 $8.05 $4.10 45.1% 58%
20260820 $7.97 $5.10 44.6% 56%
20260819 $8.20 $5.28 45.8% 61%
20260818 $8.57 $5.70 45.8% 61%
20260817 $8.70 $4.18 46.1% 62%
20260814 $9.00 $5.08 46.0% 62%
20260813 $9.82 $4.92 48.8% 74%
20260812 $9.00 $5.60 44.8% 57%
20260811 $9.35 $6.17 46.4% 63%
20260810 $9.57 $5.25 46.0% 62%
20260807 — — 46.3% 63%
20260806 $11.10 $7.20 48.1% 70%
20260805 $7.35 $7.35 48.6% 72%
20260804 $7.95 $7.95 49.3% 75%
20260803 $7.17 $7.17 46.9% 65%
20260731 $8.65 $8.65 47.9% 70%
20260730 $10.20 $10.20 50.5% 81%
20260729 $12.95 $12.95 54.0% 95%
20260728 $12.35 $12.35 55.2% 100%
20260727 $12.43 $12.43 54.5% 100%

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.