SAIA · Expected Move
Saia, Inc.
The expected move for SAIA 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).
SAIA 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 SAIA Expected Move
30-Day Straddle
$26.00
7-Day Straddle
$26.00
30-Day ATM IV
42.6%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to SAIA'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.
SAIA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $26.00 | $26.00 | 42.6% | 19% |
| 20261103 | $28.35 | $28.35 | 44.1% | 25% |
| 20261102 | $28.55 | $28.55 | 43.6% | 23% |
| 20261030 | $28.40 | $28.40 | 43.3% | 22% |
| 20261029 | $31.30 | $31.30 | 45.1% | 29% |
| 20261028 | $40.05 | $40.05 | 57.1% | 81% |
| 20261027 | $43.00 | $43.00 | 58.0% | 84% |
| 20261026 | $41.60 | $41.60 | 57.9% | 84% |
| 20261023 | $43.50 | $43.50 | 58.2% | 85% |
| 20261022 | $44.95 | $44.95 | 57.7% | 83% |
| 20261021 | $44.20 | $44.20 | 57.3% | 81% |
| 20261020 | $44.90 | $44.90 | 56.9% | 80% |
| 20261019 | $44.75 | $44.75 | 57.3% | 81% |
| 20261016 | $46.75 | $5.92 | 55.4% | 73% |
| 20261015 | $47.45 | $11.50 | 55.3% | 73% |
| 20261014 | $46.30 | $12.75 | 54.5% | 69% |
| 20261013 | $45.65 | $14.60 | 52.6% | 61% |
| 20261012 | $46.60 | $15.75 | 52.7% | 62% |
| 20261009 | $46.75 | $18.95 | 50.9% | 54% |
| 20261008 | $48.10 | $18.95 | 51.2% | 55% |
| 20261007 | $47.60 | $19.25 | 50.6% | 53% |
| 20261006 | $49.30 | $20.15 | 50.4% | 52% |
| 20261005 | $50.85 | $21.05 | 49.6% | 49% |
| 20261002 | $21.90 | $21.90 | 47.8% | 41% |
| 20261001 | $22.50 | $22.50 | 46.8% | 37% |
| 20260930 | $24.45 | $24.45 | 47.7% | 40% |
| 20260929 | $24.85 | $24.85 | 46.9% | 37% |
| 20260928 | $24.90 | $24.90 | 47.6% | 40% |
| 20260925 | $26.75 | $26.75 | 45.9% | 33% |
| 20260924 | $27.65 | $27.65 | 44.9% | 28% |
| 20260923 | $28.85 | $28.85 | 44.1% | 25% |
| 20260922 | $29.85 | $29.85 | 44.1% | 25% |
| 20260921 | $30.55 | $30.55 | 43.9% | 24% |
| 20260918 | $28.90 | $5.80 | 38.2% | 0% |
| 20260917 | $31.75 | $9.05 | 41.1% | 9% |
| 20260916 | $33.15 | $12.38 | 41.8% | 12% |
| 20260915 | $34.55 | $12.72 | 41.7% | 11% |
| 20260914 | $36.55 | $15.20 | 44.0% | 22% |
| 20260911 | $36.75 | $16.55 | 42.3% | 14% |
| 20260910 | $37.70 | $17.05 | 42.9% | 17% |
| 20260909 | $37.20 | $20.85 | 42.5% | 15% |
| 20260908 | $40.35 | $21.95 | 43.6% | 17% |
| 20260904 | $41.30 | $22.20 | 41.9% | 10% |
| 20260903 | $39.95 | $23.35 | 41.6% | 9% |
| 20260902 | $23.85 | $23.85 | 42.7% | 13% |
| 20260901 | $26.45 | $26.45 | 43.1% | 15% |
| 20260831 | $26.95 | $26.95 | 41.4% | 8% |
| 20260828 | $27.85 | $27.85 | 41.0% | 7% |
| 20260827 | $28.90 | $28.90 | 41.4% | 9% |
| 20260826 | $28.80 | $28.80 | 41.5% | 9% |
| 20260825 | $29.55 | $29.55 | 41.6% | 9% |
| 20260824 | $30.45 | $30.45 | 41.7% | 9% |
| 20260821 | $33.25 | $3.35 | 41.1% | 7% |
| 20260820 | $33.75 | $9.05 | 41.7% | 10% |
| 20260819 | $33.25 | $9.05 | 40.5% | 5% |
| 20260818 | $34.70 | $12.00 | 40.4% | 5% |
| 20260817 | $36.55 | $15.65 | 39.2% | 0% |
| 20260814 | $37.95 | $15.02 | 39.3% | 0% |
| 20260813 | $38.20 | $17.30 | 40.2% | 2% |
| 20260812 | $37.15 | $19.40 | 39.7% | 0% |
More on SAIA
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.