SAP · Expected Move
SAP SE
The expected move for SAP 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).
SAP 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 SAP Expected Move
30-Day Straddle
$17.90
7-Day Straddle
$9.80
30-Day ATM IV
33.6%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to SAP'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.
SAP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $17.90 | $9.80 | 33.6% | 0% |
| 20261022 | $18.85 | $10.85 | 34.8% | 2% |
| 20261021 | $21.70 | $17.00 | 40.3% | 26% |
| 20261020 | $22.35 | $17.05 | 42.3% | 35% |
| 20261019 | $22.40 | $15.10 | 42.7% | 36% |
| 20261016 | $21.65 | $16.20 | 42.7% | 36% |
| 20261015 | $21.30 | $15.85 | 42.0% | 33% |
| 20261014 | $21.25 | $16.20 | 42.3% | 35% |
| 20261013 | $21.65 | $16.95 | 43.1% | 38% |
| 20261012 | $22.25 | $6.43 | 43.4% | 39% |
| 20261009 | $20.60 | $7.55 | 43.0% | 38% |
| 20261008 | $21.60 | $8.85 | 44.2% | 43% |
| 20261007 | $22.20 | $9.05 | 46.4% | 52% |
| 20261006 | $22.15 | $9.30 | 45.7% | 49% |
| 20261005 | $22.30 | $5.80 | 45.7% | 49% |
| 20261002 | $21.65 | $7.47 | 46.0% | 51% |
| 20261001 | $22.65 | $8.55 | 47.3% | 57% |
| 20260930 | $22.60 | $10.05 | 47.1% | 55% |
| 20260929 | $23.25 | $11.45 | 47.8% | 59% |
| 20260928 | $23.50 | $7.47 | 47.8% | 59% |
| 20260925 | $22.10 | $8.28 | 46.8% | 54% |
| 20260924 | $22.20 | $8.68 | 47.1% | 56% |
| 20260923 | $23.55 | $11.25 | 49.1% | 64% |
| 20260922 | $22.75 | $10.30 | 45.3% | 48% |
| 20260921 | $23.45 | $7.22 | 45.1% | 47% |
| 20260918 | $17.05 | $8.70 | 40.3% | 26% |
| 20260917 | $17.45 | $8.80 | 36.3% | 8% |
| 20260916 | $17.80 | $8.85 | 36.1% | 7% |
| 20260915 | $18.75 | $11.65 | 36.5% | 9% |
| 20260914 | $19.00 | $7.10 | 36.4% | 8% |
| 20260911 | $17.20 | $8.05 | 36.9% | 11% |
| 20260910 | $17.60 | $9.55 | 38.0% | 15% |
| 20260909 | $18.25 | $10.60 | 38.1% | 16% |
| 20260908 | $18.95 | $11.15 | 39.0% | 20% |
| 20260904 | $17.55 | $9.20 | 37.0% | 11% |
| 20260903 | $17.70 | $9.10 | 34.8% | 2% |
| 20260902 | $18.20 | $9.90 | 37.9% | 15% |
| 20260901 | $18.65 | $10.25 | 36.9% | 11% |
| 20260831 | $18.80 | $6.43 | 35.2% | 3% |
| 20260828 | $17.15 | $7.90 | 34.5% | 0% |
| 20260827 | $17.40 | $9.40 | 35.2% | 2% |
| 20260826 | $17.80 | $10.05 | 35.9% | 5% |
| 20260825 | $19.25 | $10.55 | 37.0% | 10% |
| 20260824 | $18.85 | $7.55 | 35.9% | 5% |
| 20260821 | $16.45 | $8.80 | 34.7% | 0% |
| 20260820 | $17.55 | $9.55 | 35.8% | 1% |
| 20260819 | $18.85 | $10.03 | 36.6% | 4% |
| 20260818 | $17.95 | $10.95 | 36.9% | 6% |
| 20260817 | $18.30 | $6.85 | 36.7% | 5% |
| 20260814 | $16.20 | $8.05 | 35.6% | 0% |
| 20260813 | $19.00 | $10.52 | 39.7% | 11% |
| 20260812 | $17.80 | $9.40 | 38.1% | 2% |
| 20260811 | $18.35 | $10.35 | 37.8% | 1% |
| 20260810 | $19.60 | $7.12 | 39.3% | 9% |
| 20260807 | — | — | 39.8% | 11% |
| 20260806 | $19.65 | $10.90 | 43.7% | 31% |
| 20260805 | $19.65 | $12.55 | 43.1% | 28% |
| 20260804 | $20.50 | $13.20 | 45.5% | 40% |
| 20260803 | $20.60 | $8.55 | 46.6% | 46% |
| 20260731 | $18.10 | $10.00 | 44.4% | 35% |
More on SAP
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.