SAVA (Cassava Sciences, Inc.)
Expected Move & Straddle Price History
The expected move for SAVA 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 SAVA Expected Move
30-Day Straddle
$1.33
7-Day Straddle
$1.33
Avg IV
2.2%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to SAVA'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.
SAVA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260613 | $1.33 | $1.33 | 2.2% | 21% |
| 20260612 | $1.33 | $1.33 | 2.2% | 24% |
| 20260611 | $1.40 | $1.40 | 2.0% | 19% |
| 20260610 | $1.25 | $1.25 | 2.3% | 27% |
| 20260609 | $1.20 | $1.20 | 2.2% | 24% |
| 20260608 | $0.75 | $0.75 | 2.2% | 26% |
| 20260605 | $1.38 | $1.38 | 2.2% | 28% |
| 20260604 | $1.25 | $1.25 | 2.1% | 24% |
| 20260603 | $1.23 | $1.23 | 2.2% | 26% |
| 20260602 | $1.12 | $1.12 | 2.1% | 25% |
| 20260601 | $1.18 | $1.18 | 1.9% | 18% |
| 20260529 | $1.12 | $1.12 | 1.9% | 18% |
| 20260528 | $1.15 | $1.15 | 1.9% | 19% |
| 20260527 | $1.12 | $1.12 | 1.9% | 18% |
| 20260526 | $1.40 | $1.40 | 1.9% | 19% |
| 20260502 | $0.95 | $0.95 | 4.8% | 97% |
| 20260501 | $0.95 | $0.95 | 4.7% | 95% |
| 20260430 | $1.22 | $1.22 | 4.9% | 100% |
| 20260429 | $1.25 | $1.25 | 4.4% | 94% |
| 20260428 | $0.95 | $0.95 | 3.8% | 75% |
| 20260427 | $1.05 | $1.05 | 2.6% | 41% |
| 20260424 | $3.12 | $1.05 | 2.3% | 33% |
| 20260423 | $0.62 | $3.80 | 2.2% | 28% |
| 20260422 | $0.75 | $0.75 | 2.0% | 24% |
| 20260421 | $0.75 | $3.38 | 2.2% | 28% |
| 20260420 | $3.35 | $0.70 | 2.0% | 23% |
| 20260417 | $0.80 | $11.07 | 2.1% | 25% |
| 20260416 | $0.92 | $0.90 | 2.6% | 39% |
| 20260415 | $1.25 | $3.65 | 3.1% | 56% |
| 20260414 | $1.10 | $8.43 | 2.9% | 49% |
| 20260413 | $1.00 | $8.38 | 2.9% | 49% |
| 20260410 | $0.78 | $0.65 | 2.1% | 25% |
| 20260409 | $0.95 | $0.97 | 2.6% | 40% |
| 20260408 | $0.95 | $1.42 | 2.6% | 39% |
| 20260407 | $1.00 | $0.97 | 2.6% | 40% |
| 20260406 | $0.97 | $1.38 | 2.5% | 37% |
| 20260402 | $1.93 | $0.47 | 4.5% | 96% |
| 20260401 | $1.05 | $1.55 | 4.6% | 100% |
| 20260331 | $0.79 | $0.72 | 3.1% | 68% |
| 20260330 | $1.01 | $3.15 | 3.6% | 85% |
| 20260327 | $1.12 | $3.37 | 4.0% | 100% |
| 20260326 | $8.29 | $0.84 | 3.6% | 100% |
| 20260325 | $0.94 | $0.54 | 2.4% | 66% |
| 20260324 | $2.55 | $1.41 | 3.0% | 100% |
| 20260323 | $0.99 | $0.82 | 2.4% | 66% |
| 20260320 | $0.91 | $8.10 | 2.6% | 79% |
| 20260319 | $0.72 | $0.71 | 2.3% | 61% |
| 20260318 | $0.80 | $1.40 | 2.2% | 57% |
| 20260317 | $0.83 | $0.61 | 2.2% | 57% |
| 20260316 | $0.72 | $0.55 | 2.0% | 45% |
| 20260313 | $0.97 | $0.48 | 2.5% | 75% |
| 20260312 | $0.96 | $0.59 | 1.9% | 44% |
| 20260311 | $2.83 | $0.41 | 2.8% | 89% |
| 20260310 | $0.82 | $0.60 | 2.1% | 49% |
| 20260309 | $0.77 | $0.41 | 2.4% | 68% |
| 20260308 | $0.69 | $0.21 | 1.9% | 40% |
| 20260306 | $0.82 | $0.26 | 2.3% | 65% |
| 20260305 | $0.82 | $0.43 | 2.8% | 86% |
| 20260304 | $2.17 | $2.83 | 1.7% | 33% |
| 20260303 | $0.96 | $0.41 | 2.6% | 75% |