SBH · Expected Move
Sally Beauty Holdings, Inc.
The expected move for SBH 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).
SBH 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 SBH Expected Move
30-Day Straddle
$3.10
7-Day Straddle
$2.00
30-Day ATM IV
59.9%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to SBH'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.
SBH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.10 | $2.00 | 59.9% | 46% |
| 20261106 | $2.92 | $2.70 | 61.6% | 49% |
| 20261105 | $3.02 | $2.42 | 60.2% | 46% |
| 20261104 | $2.17 | $2.17 | 49.9% | 25% |
| 20261103 | $2.02 | $2.02 | 56.2% | 38% |
| 20261102 | $2.23 | $2.23 | — | — |
| 20261030 | $2.08 | $2.08 | 55.4% | 36% |
| 20261029 | $2.15 | $2.15 | 57.8% | 41% |
| 20261028 | $1.80 | $1.80 | 50.2% | 25% |
| 20261027 | $2.00 | $2.00 | 52.4% | 30% |
| 20261026 | $2.23 | $2.23 | 58.3% | 42% |
| 20261023 | $2.30 | $2.30 | 58.7% | 43% |
| 20261022 | $2.40 | $2.40 | 60.4% | 47% |
| 20261021 | $2.23 | $2.23 | — | — |
| 20261020 | $1.90 | $1.90 | 47.0% | 18% |
| 20261019 | $2.02 | $2.02 | 53.3% | 32% |
| 20261016 | $2.33 | $1.35 | 54.6% | 35% |
| 20261015 | $2.40 | $0.60 | 55.2% | 36% |
| 20261014 | $2.15 | $1.32 | 52.7% | 30% |
| 20261013 | $2.23 | $1.05 | 54.2% | 34% |
| 20261012 | $2.38 | $1.20 | 56.3% | 38% |
| 20261009 | $2.50 | $2.05 | 56.6% | 39% |
| 20261008 | $3.00 | $1.62 | 58.9% | 44% |
| 20261007 | $2.42 | $1.30 | 54.4% | 34% |
| 20261006 | $2.42 | $1.55 | 66.5% | 60% |
| 20261005 | $2.67 | $1.50 | 54.9% | 35% |
| 20261002 | $1.90 | $1.90 | 55.9% | 37% |
| 20261001 | $1.90 | $1.90 | — | — |
| 20260930 | $1.65 | $1.65 | 52.0% | 18% |
| 20260929 | $1.30 | $1.30 | 57.7% | 25% |
| 20260928 | $1.52 | $1.52 | 49.1% | 14% |
| 20260925 | $1.38 | $1.38 | 42.4% | 6% |
| 20260924 | $1.23 | $1.23 | 42.3% | 5% |
| 20260923 | $1.88 | $1.88 | 51.3% | 17% |
| 20260922 | $1.82 | $1.82 | 51.2% | 17% |
| 20260921 | $2.08 | $2.08 | 50.8% | 16% |
| 20260918 | $1.80 | $1.23 | 60.5% | 29% |
| 20260917 | $2.58 | $0.72 | 57.8% | 26% |
| 20260916 | $2.20 | $1.52 | 55.6% | 23% |
| 20260915 | $1.98 | $8.65 | — | — |
| 20260914 | $2.83 | $1.18 | 50.7% | 16% |
| 20260911 | $2.05 | $1.35 | 60.7% | 29% |
| 20260910 | $1.88 | $1.50 | 79.7% | 54% |
| 20260909 | $2.40 | $1.65 | 54.5% | 21% |
| 20260908 | $2.43 | $1.62 | 45.8% | 10% |
| 20260904 | $1.83 | $1.77 | 40.0% | 2% |
| 20260903 | $2.48 | $2.17 | 64.8% | 35% |
| 20260902 | $1.85 | $1.85 | 49.0% | 14% |
| 20260901 | $2.05 | $2.05 | 64.3% | 34% |
| 20260831 | $1.83 | $1.83 | — | — |
| 20260828 | $2.53 | $2.53 | 45.5% | 9% |
| 20260827 | $2.20 | $2.20 | — | — |
| 20260826 | $1.73 | $1.73 | 50.9% | 17% |
| 20260825 | $1.73 | $1.73 | 43.1% | 6% |
| 20260824 | $1.80 | $1.80 | 46.0% | 10% |
| 20260821 | $1.88 | $8.12 | 47.1% | 12% |
| 20260820 | $1.97 | $1.62 | — | — |
| 20260819 | $2.35 | $1.45 | — | — |
| 20260818 | $2.00 | $1.68 | 41.7% | 4% |
| 20260817 | $1.62 | $2.00 | 38.2% | 0% |
More on SBH
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.