SAIC · Expected Move
Science Applications International Corporation Common Stock
The expected move for SAIC 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).
SAIC 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 SAIC Expected Move
30-Day Straddle
$10.85
7-Day Straddle
$10.85
30-Day ATM IV
33.0%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to SAIC'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.
SAIC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $10.85 | $10.85 | 33.0% | 15% |
| 20261021 | $9.75 | $9.75 | 31.4% | 6% |
| 20261020 | $10.10 | $10.10 | 32.2% | 11% |
| 20261019 | $10.05 | $10.05 | 30.9% | 4% |
| 20261016 | $10.35 | $3.10 | 31.1% | 4% |
| 20261015 | $10.78 | $2.83 | 31.2% | 5% |
| 20261014 | $10.53 | $4.10 | 31.8% | 8% |
| 20261013 | $10.55 | $3.35 | 30.3% | 0% |
| 20261012 | $11.50 | $5.12 | 31.9% | 8% |
| 20261009 | $11.90 | $4.62 | 32.6% | 12% |
| 20261008 | $10.65 | $5.00 | 30.4% | 0% |
| 20261007 | $11.38 | $5.47 | 32.8% | 10% |
| 20261006 | $11.55 | $5.72 | 33.3% | 13% |
| 20261005 | $12.27 | $6.12 | 33.4% | 14% |
| 20261002 | $6.20 | $6.20 | 32.5% | 8% |
| 20261001 | $6.35 | $6.35 | 31.4% | 2% |
| 20260930 | $7.17 | $7.17 | 32.3% | 7% |
| 20260929 | $7.50 | $7.50 | 32.5% | 8% |
| 20260928 | $7.45 | $7.45 | 31.1% | 0% |
| 20260925 | $8.45 | $8.45 | 32.0% | 5% |
| 20260924 | $8.10 | $8.10 | 32.2% | 6% |
| 20260923 | $8.82 | $8.82 | 32.4% | 7% |
| 20260922 | $8.43 | $8.43 | 32.5% | 8% |
| 20260921 | $8.62 | $8.62 | 31.1% | 0% |
| 20260918 | $9.93 | $2.40 | 32.0% | 4% |
| 20260917 | $9.15 | $3.20 | 31.3% | 0% |
| 20260916 | $10.10 | $4.78 | 32.3% | 3% |
| 20260915 | $10.35 | $4.08 | 33.2% | 8% |
| 20260914 | $11.43 | $5.05 | 34.4% | 15% |
| 20260911 | $10.25 | $5.67 | 32.4% | 3% |
| 20260910 | $11.20 | $6.55 | 35.0% | 19% |
| 20260909 | $11.80 | $6.25 | 36.4% | 27% |
| 20260908 | $11.35 | $6.30 | 35.3% | 20% |
| 20260904 | $11.07 | $6.45 | 31.8% | 0% |
| 20260903 | $11.50 | $7.03 | 32.6% | 2% |
| 20260902 | $7.42 | $7.42 | 33.3% | 7% |
| 20260901 | $6.92 | $6.92 | 33.0% | 5% |
| 20260831 | $8.70 | $8.70 | 34.5% | 14% |
| 20260828 | $12.90 | $12.90 | 48.3% | 97% |
| 20260827 | $11.80 | $11.80 | 42.3% | 61% |
| 20260826 | $11.80 | $11.80 | 41.5% | 62% |
| 20260825 | $11.65 | $11.65 | 42.0% | 66% |
| 20260824 | $12.10 | $12.10 | 44.2% | 77% |
| 20260821 | $13.30 | $2.60 | 45.0% | 81% |
| 20260820 | $12.75 | $3.53 | 44.2% | 77% |
| 20260819 | $13.90 | $4.00 | 46.5% | 89% |
| 20260818 | $13.20 | $4.03 | 44.6% | 79% |
| 20260817 | $13.75 | $4.75 | 46.7% | 90% |
| 20260814 | $13.70 | $4.47 | 42.8% | 70% |
| 20260813 | $13.55 | $4.65 | 42.1% | 66% |
| 20260812 | $13.95 | $5.83 | 42.6% | 69% |
| 20260811 | $14.00 | $5.78 | 42.7% | 70% |
| 20260810 | $14.15 | $6.32 | 42.0% | 66% |
| 20260807 | — | — | 44.0% | 76% |
| 20260806 | $15.95 | $8.62 | 45.9% | 85% |
| 20260805 | $6.50 | $6.50 | 42.9% | 70% |
| 20260804 | $8.90 | $8.90 | 48.5% | 99% |
| 20260803 | $7.95 | $7.95 | 42.2% | 67% |
| 20260731 | $9.00 | $9.00 | 40.7% | 60% |
| 20260730 | $9.20 | $9.20 | 40.9% | 60% |
More on SAIC
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.