SARO · Expected Move
StandardAero, Inc.
The expected move for SARO 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).
SARO 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 SARO Expected Move
30-Day Straddle
$2.40
7-Day Straddle
$2.40
30-Day ATM IV
47.7%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to SARO'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.
SARO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.40 | $2.40 | 47.7% | 35% |
| 20261021 | $2.30 | $2.30 | 46.7% | 33% |
| 20261020 | $2.42 | $2.42 | 46.2% | 32% |
| 20261019 | $2.55 | $2.55 | 49.5% | 39% |
| 20261016 | $2.60 | $1.27 | 48.4% | 37% |
| 20261015 | $2.58 | $1.10 | 47.1% | 34% |
| 20261014 | $2.45 | $1.30 | 48.4% | 36% |
| 20261013 | $2.55 | $0.75 | 49.9% | 40% |
| 20261012 | $2.47 | $0.98 | 47.8% | 35% |
| 20261009 | $2.55 | $1.02 | 46.3% | 32% |
| 20261008 | $2.62 | $1.05 | 46.1% | 32% |
| 20261007 | $2.60 | $1.15 | 45.2% | 30% |
| 20261006 | $2.83 | $1.65 | 44.5% | 28% |
| 20261005 | $2.95 | $1.80 | 47.1% | 34% |
| 20261002 | $2.12 | $2.12 | 46.9% | 33% |
| 20261001 | $1.90 | $1.90 | 46.8% | 33% |
| 20260930 | $1.73 | $1.73 | 41.1% | 21% |
| 20260929 | $1.57 | $1.57 | 43.3% | 26% |
| 20260928 | $1.73 | $1.73 | 46.3% | 32% |
| 20260925 | $1.50 | $1.50 | 38.7% | 16% |
| 20260924 | $1.73 | $1.73 | 41.9% | 23% |
| 20260923 | $1.65 | $1.65 | 37.6% | 13% |
| 20260922 | $1.73 | $1.73 | 37.7% | 14% |
| 20260921 | $1.75 | $1.75 | 45.4% | 30% |
| 20260918 | $1.50 | $0.57 | 31.3% | 0% |
| 20260917 | $2.12 | $1.50 | 42.0% | 22% |
| 20260916 | $1.95 | $1.70 | 36.0% | 9% |
| 20260915 | $2.35 | $1.18 | 40.3% | 18% |
| 20260914 | $2.50 | $1.80 | 39.8% | 17% |
| 20260911 | $1.80 | $1.40 | 31.9% | 0% |
| 20260910 | $2.80 | $2.12 | 42.9% | 19% |
| 20260909 | $2.42 | $1.38 | 40.4% | 13% |
| 20260908 | $2.45 | $1.38 | 39.8% | 12% |
| 20260904 | $2.42 | $1.55 | 36.9% | 5% |
| 20260903 | $2.60 | $1.48 | 38.1% | 8% |
| 20260902 | $1.75 | $1.75 | 39.2% | 11% |
| 20260901 | $1.73 | $1.73 | 41.1% | 15% |
| 20260831 | $1.90 | $1.90 | 43.1% | 19% |
| 20260828 | $1.93 | $1.93 | 39.2% | 11% |
| 20260827 | $1.77 | $1.77 | 37.7% | 7% |
| 20260826 | $1.90 | $1.90 | 38.6% | 9% |
| 20260825 | $2.15 | $2.15 | 41.3% | 16% |
| 20260824 | $2.17 | $2.17 | 40.5% | 14% |
| 20260821 | $2.12 | $1.32 | 38.2% | 8% |
| 20260820 | $2.33 | $0.57 | 40.7% | 14% |
| 20260819 | $2.65 | $2.15 | 40.1% | 13% |
| 20260818 | $3.05 | $2.33 | 41.0% | 15% |
| 20260817 | $3.55 | $2.93 | 41.0% | 15% |
| 20260814 | $2.93 | $2.50 | 71.9% | 86% |
| 20260813 | $3.27 | $2.55 | 43.1% | 20% |
| 20260812 | $3.60 | $2.65 | 41.2% | 15% |
| 20260811 | $3.18 | $1.72 | 43.1% | 19% |
| 20260810 | $2.90 | $1.88 | 41.3% | 15% |
| 20260807 | — | — | 43.7% | 21% |
| 20260806 | $3.97 | $2.85 | 44.8% | 23% |
| 20260805 | $2.90 | $2.90 | 47.7% | 30% |
| 20260804 | $2.80 | $2.80 | 46.6% | 28% |
| 20260803 | $2.60 | $2.60 | 49.1% | 33% |
| 20260731 | $2.90 | $2.90 | 49.4% | 34% |
| 20260730 | $3.05 | $3.05 | 48.7% | 33% |
More on SARO
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.