SAMG · Expected Move

Silvercrest Asset Management Group Inc.

The expected move for SAMG 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).

SAMG 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 SAMG Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
30-Day ATM IV
60.5%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to SAMG'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.
SAMG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $1.77 $1.77 60.5% 27%
20261016 $1.23 $1.23 54.4% 21%
20261015 $1.27 $1.27 46.3% 13%
20261014 $1.15 $1.15 51.6% 18%
20261013 $1.32 $1.32 53.9% 20%
20261012 $1.15 $1.15 48.4% 15%
20261009 $1.12 $1.12 43.8% 11%
20261008 $1.17 $1.17 48.1% 15%
20261007 $1.10 $1.10 48.9% 16%
20261006 $1.70 $1.70 38.2% 5%
20261005 $1.52 $1.52 55.6% 22%
20261002 $1.38 $1.38 — —
20261001 $1.95 $1.95 54.0% 20%
20260930 $2.12 $2.12 87.1% 52%
20260929 $1.90 $1.90 — —
20260928 $1.90 $1.90 68.2% 34%
20260925 $1.50 $1.50 47.3% 14%
20260924 $1.35 $1.35 45.4% 12%
20260923 $1.02 $1.02 32.7% 0%
20260922 $1.17 $1.17 64.7% 28%
20260921 $2.02 $2.02 68.8% 32%
20260918 $2.12 $2.12 — —
20260917 $2.00 $2.00 — —
20260916 $2.02 $2.02 — —
20260915 $2.02 $2.02 — —
20260914 $0.62 $0.62 — —
20260911 $1.45 $1.45 103.6% 67%
20260910 $1.73 $1.73 103.7% 67%
20260909 $1.32 $1.32 82.8% 46%
20260908 $1.12 $1.12 71.3% 35%
20260904 $0.75 $0.75 61.7% 25%
20260903 $1.15 $1.15 52.7% 16%
20260902 $1.38 $1.38 57.0% 20%
20260901 $1.35 $1.35 69.1% 33%
20260831 $1.38 $1.38 56.1% 20%
20260828 $0.88 $0.88 45.6% 9%
20260827 $1.18 $1.18 46.2% 10%
20260826 $1.38 $1.38 48.0% 11%
20260825 $0.72 $0.72 39.1% 3%
20260824 $0.88 $0.88 57.2% 21%
20260821 $1.20 $0.70 42.1% 6%
20260820 $1.32 $1.00 43.3% 7%
20260819 $1.50 $0.95 50.7% 14%
20260818 $1.50 $1.00 62.2% 26%
20260817 $1.48 $1.30 54.6% 18%
20260814 $1.57 $0.92 49.9% 13%
20260813 $1.50 $0.97 50.8% 14%
20260812 $1.60 $0.90 46.3% 10%
20260811 $1.38 $0.90 43.6% 7%
20260810 $1.65 $1.00 46.0% 9%
20260806 $1.90 $1.25 — —
20260805 $1.65 $1.65 68.5% 32%
20260804 $1.45 $1.45 77.0% 40%
20260803 $1.57 $1.57 58.5% 22%
20260731 $1.43 $1.43 75.0% 39%
20260730 $2.02 $2.02 73.0% 37%
20260729 $2.45 $2.45 47.5% 11%
20260728 $2.65 $2.65 80.0% 44%
20260727 $2.25 $2.25 80.3% 44%
20260724 $1.23 $1.23 58.9% 22%

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.