SAP (SAP SE)

Expected Move & Straddle Price History

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).

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 SAP Expected Move
30-Day Straddle
$17.55
7-Day Straddle
$9.20
Avg IV
0.4%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $17.55 $9.20 0.4% 0%
20260903 $17.70 $9.10 0.5% 28%
20260902 $18.20 $9.90 0.5% 24%
20260901 $18.65 $10.25 0.4% 0%
20260831 $18.80 $6.43 0.5% 28%
20260828 $17.15 $7.90 0.6% 33%
20260827 $17.40 $9.40 0.6% 35%
20260826 $17.80 $10.05 0.5% 20%
20260825 $19.25 $10.55 0.5% 0%
20260824 $18.85 $7.55 0.5% 6%
20260821 $16.45 $8.80 0.7% 90%
20260820 $17.55 $9.55 0.7% 85%
20260819 $18.85 $10.03 0.7% 88%
20260818 $17.95 $10.95 0.7% 89%
20260817 $18.30 $6.85 0.7% 81%
20260814 $16.20 $8.05 0.5% 21%
20260813 $19.00 $10.52 0.6% 32%
20260812 $17.80 $9.40 0.5% 7%
20260811 $18.35 $10.35 0.5% 11%
20260810 $19.60 $7.12 0.5% 15%
20260806 $19.65 $10.90 0.6% 54%
20260805 $19.65 $12.55 0.5% 9%
20260804 $20.50 $13.20 0.7% 68%
20260803 $20.60 $8.55 0.6% 60%
20260731 $18.10 $10.00 0.7% 83%
20260730 $17.90 $9.95 0.7% 74%
20260729 $19.05 $10.95 0.7% 94%
20260728 $18.50 $12.55 0.7% 67%
20260727 $17.40 $7.85 0.6% 52%
20260724 $15.20 $8.15 0.5% 1%
20260723 $18.00 $14.20 0.6% 54%
20260722 $19.40 $14.05 0.6% 50%
20260721 $19.05 $14.45 0.6% 32%
20260720 $20.35 $12.80 0.6% 34%
20260716 $18.80 $14.30 0.6% 56%
20260715 $18.50 $14.40 0.6% 49%
20260714 $18.95 $14.65 0.6% 53%
20260713 $18.90 $6.07 0.6% 46%
20260710 $18.20 $6.95 0.6% 59%
20260709 $18.45 $7.68 0.6% 50%
20260708 $19.05 $8.65 0.6% 56%
20260707 $19.95 $10.60 0.6% 54%
20260706 $19.35 $6.68 0.6% 47%
20260702 $19.15 $7.78 0.6% 61%
20260701 $18.35 $8.15 0.6% 56%
20260630 $18.00 $8.75 0.6% 59%
20260629 $18.50 $6.93 0.6% 59%
20260626 $18.10 $7.18 0.6% 67%
20260625 $17.25 $7.70 0.7% 70%
20260624 $17.45 $8.85 0.6% 66%
20260623 $18.50 $9.35 0.6% 65%
20260622 $17.80 $6.20 0.6% 60%
20260618 $14.45 $7.75 0.5% 14%
20260617 $14.90 $9.15 0.5% 15%
20260616 $14.95 $9.40 0.5% 11%
20260615 $15.95 $6.10 0.5% 16%
20260613 $15.50 $7.95 0.6% 36%
20260612 $15.55 $7.90 0.6% 39%
20260611 $16.70 $9.20 0.6% 35%
20260610 $18.10 $10.15 0.6% 51%