SAND · Expected Move
Sandstorm Gold Ltd
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).
SAND 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 SAND Expected Move
30-Day Straddle
$1.45
7-Day Straddle
$0.23
30-Day ATM IV
47.5%
IV Rank
42%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251017 | $1.45 | $0.23 | 47.5% | 42% |
| 20251016 | $1.20 | $0.50 | — | — |
| 20251015 | $1.08 | $0.53 | 32.2% | 7% |
| 20251014 | $1.65 | $0.60 | — | — |
| 20251013 | $1.60 | $0.67 | 44.9% | 36% |
| 20251010 | $1.80 | $0.60 | 45.5% | 37% |
| 20251009 | $1.23 | $0.50 | 37.1% | 18% |
| 20251008 | $1.23 | $0.33 | 35.9% | 15% |
| 20251007 | $1.23 | $0.70 | 36.8% | 17% |
| 20251006 | $1.27 | $0.42 | 34.3% | 12% |
| 20251003 | $0.72 | $0.72 | 30.6% | 3% |
| 20251002 | $0.70 | $0.70 | 39.0% | 23% |
| 20251001 | $0.68 | $0.68 | 32.7% | 8% |
| 20250930 | $0.85 | $0.85 | 34.2% | 11% |
| 20250929 | $0.80 | $0.80 | 34.3% | 12% |
| 20250926 | $0.83 | $0.83 | — | — |
| 20250925 | $0.78 | $0.78 | 35.1% | 14% |
| 20250924 | $0.85 | $0.85 | 34.9% | 13% |
| 20250923 | $0.85 | $0.85 | 35.3% | 14% |
| 20250922 | $0.80 | $0.80 | 31.9% | 6% |
| 20250919 | $0.88 | $0.08 | 33.1% | 9% |
| 20250918 | $0.90 | $0.53 | — | — |
| 20250917 | $0.65 | $0.42 | 29.2% | 0% |
| 20250916 | $0.90 | $0.40 | 32.2% | 6% |
| 20250915 | $0.97 | $0.38 | 33.3% | 9% |
| 20250912 | $0.92 | $0.43 | 31.0% | 3% |
| 20250911 | $0.92 | $0.50 | 31.4% | 4% |
| 20250910 | $1.00 | $0.55 | 32.8% | 8% |
| 20250909 | $1.02 | $8.07 | 36.8% | 17% |
| 20250908 | $1.05 | $0.62 | 35.9% | 15% |
| 20250905 | $1.08 | $0.75 | 31.2% | 4% |
| 20250904 | $1.00 | $0.62 | 32.1% | 6% |
| 20250903 | $0.68 | $0.68 | 34.4% | 11% |
| 20250902 | $0.70 | $0.70 | 35.6% | 14% |
| 20250829 | $0.65 | $0.65 | 29.6% | 0% |
| 20250828 | $0.65 | $0.65 | 30.4% | 2% |
| 20250827 | $0.60 | $0.60 | 30.6% | 3% |
| 20250826 | $0.68 | $0.68 | 30.9% | 3% |
| 20250825 | $0.70 | $0.70 | 31.3% | 4% |
| 20250822 | $0.82 | $0.82 | 33.7% | 10% |
| 20250821 | $0.80 | $0.80 | 31.3% | 4% |
| 20250820 | $0.80 | $0.80 | 29.5% | 0% |
| 20250819 | $0.75 | $0.75 | 30.5% | 1% |
| 20250818 | $0.80 | $0.80 | — | — |
| 20250815 | $0.88 | $0.43 | — | — |
| 20250814 | $0.88 | $5.50 | 30.7% | 1% |
| 20250813 | $0.88 | $0.38 | 30.7% | 1% |
| 20250812 | $0.90 | $0.43 | 31.4% | 3% |
| 20250811 | $0.97 | $0.50 | 33.6% | 8% |
| 20250808 | $0.97 | $0.55 | 33.9% | 9% |
| 20250807 | $0.95 | $0.53 | — | — |
| 20250806 | $0.73 | $0.40 | — | — |
| 20250805 | $0.93 | $0.50 | 39.3% | 21% |
| 20250804 | $0.95 | $0.55 | 34.7% | 11% |
| 20250801 | $0.60 | $0.60 | 34.3% | 10% |
| 20250731 | $0.60 | $0.60 | 34.8% | 11% |
| 20250730 | $0.65 | $0.65 | 32.3% | 5% |
| 20250729 | $0.70 | $0.70 | 32.2% | 5% |
| 20250728 | $0.68 | $0.68 | 38.9% | 21% |
| 20250725 | $0.67 | $0.67 | 34.9% | 11% |
More on SAND
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.