SAND (Sandstorm Gold Ltd)

Expected Move & Straddle Price History

The expected move for SAND 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 SAND Expected Move
30-Day Straddle
$1.45
7-Day Straddle
$0.23
Avg IV
1.4%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to SAND'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.
SAND Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20251017 $1.45 $0.23 1.4% 60%
20251016 $1.20 $0.50 0.9% 28%
20251015 $1.08 $0.53 0.7% 23%
20251014 $1.65 $0.60 1.2% 46%
20251013 $1.60 $0.67 0.7% 21%
20251010 $1.80 $0.60 1.2% 48%
20251009 $1.23 $0.50 1.4% 59%
20251008 $1.23 $0.33 1.2% 45%
20251007 $1.23 $0.70 1.1% 41%
20251006 $1.27 $0.42 1.1% 41%
20251003 $0.72 $0.72 1.3% 53%
20251002 $0.70 $0.70 0.9% 31%
20251001 $0.68 $0.68 0.9% 33%
20250930 $0.85 $0.85 1.0% 35%
20250929 $0.80 $0.80 0.5% 8%
20250926 $0.83 $0.83 0.8% 24%
20250925 $0.78 $0.78 0.7% 20%
20250924 $0.85 $0.85 0.7% 19%
20250923 $0.85 $0.85 0.6% 17%
20250922 $0.80 $0.80 0.9% 30%
20250919 $0.88 $0.08 0.5% 9%
20250918 $0.90 $0.53 0.5% 9%
20250917 $0.65 $0.42 0.7% 21%
20250916 $0.90 $0.40 0.6% 13%
20250915 $0.97 $0.38 0.4% 5%
20250912 $0.92 $0.43 0.7% 19%
20250911 $0.92 $0.50 0.3% 0%
20250910 $1.00 $0.55 0.6% 5%
20250909 $1.02 $8.07 0.8% 17%
20250908 $1.05 $0.62 0.6% 10%
20250905 $1.08 $0.75 0.5% 2%
20250904 $1.00 $0.62 0.5% 0%
20250903 $0.68 $0.68 2.2% 100%
20250902 $0.70 $0.70 1.1% 36%
20250829 $0.65 $0.65 0.8% 22%
20250828 $0.65 $0.65 1.0% 25%
20250827 $0.60 $0.60 1.3% 41%
20250826 $0.68 $0.68 0.8% 17%
20250825 $0.70 $0.70 1.5% 53%
20250822 $0.82 $0.82 0.7% 13%
20250821 $0.80 $0.80 0.8% 14%
20250820 $0.80 $0.80 0.7% 11%
20250819 $0.75 $0.75 1.0% 28%
20250818 $0.80 $0.80 0.9% 22%
20250815 $0.88 $0.43 0.7% 8%
20250814 $0.88 $5.50 1.1% 31%
20250813 $0.88 $0.38 0.6% 6%
20250812 $0.90 $0.43 0.7% 9%
20250811 $0.97 $0.50 0.7% 9%
20250808 $0.97 $0.55 0.6% 7%
20250807 $0.95 $0.53 0.6% 7%
20250806 $0.73 $0.40 0.6% 6%
20250805 $0.93 $0.50 0.7% 8%
20250804 $0.95 $0.55 0.5% 0%
20250801 $0.60 $0.60 2.1% 81%
20250731 $0.60 $0.60 1.8% 65%
20250730 $0.65 $0.65 1.3% 42%
20250729 $0.70 $0.70 0.8% 16%
20250728 $0.68 $0.68 1.4% 47%
20250725 $0.67 $0.67 1.3% 42%