SBS · Expected Move
COMPANHIA DE SANEAMENTO B SICO DO ESTADO DE SAO PAULO-SABESP ADS'S
The expected move for SBS 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).
SBS 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 SBS Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$2.85
30-Day ATM IV
107.9%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to SBS'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.
SBS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $5.00 | $2.85 | 107.9% | 43% |
| 20261109 | $0.75 | $0.67 | 53.2% | 5% |
| 20261106 | $2.98 | $0.82 | 101.0% | 38% |
| 20261105 | $5.50 | $5.55 | 130.1% | 58% |
| 20261104 | $5.80 | $5.80 | 87.4% | 30% |
| 20261103 | $1.43 | $1.43 | 88.0% | 30% |
| 20261102 | $5.60 | $5.60 | — | — |
| 20261030 | $1.25 | $1.25 | 68.0% | 17% |
| 20261029 | $0.90 | $0.90 | 51.2% | 9% |
| 20261028 | $0.95 | $0.95 | — | — |
| 20261027 | $0.62 | $0.62 | 63.8% | 17% |
| 20261026 | $0.60 | $0.60 | 69.6% | 21% |
| 20261023 | $1.62 | $1.62 | 105.3% | 44% |
| 20261022 | $1.73 | $1.73 | — | — |
| 20261021 | $1.57 | $1.57 | 106.8% | 45% |
| 20261020 | $1.30 | $1.30 | 90.4% | 34% |
| 20261019 | $1.32 | $1.32 | 138.9% | 65% |
| 20261016 | $3.83 | $0.28 | — | — |
| 20261015 | $3.83 | $0.82 | — | — |
| 20261014 | $1.28 | $0.85 | — | — |
| 20261013 | $1.20 | $0.58 | 72.2% | 23% |
| 20261012 | $5.92 | $0.72 | — | — |
| 20261009 | $1.05 | $0.57 | 62.2% | 16% |
| 20261008 | $1.23 | $0.75 | 94.9% | 37% |
| 20261007 | $1.73 | $0.70 | 45.1% | 5% |
| 20261006 | $1.25 | $0.70 | 192.7% | 100% |
| 20261005 | $1.40 | $0.68 | 77.6% | 45% |
| 20261002 | $0.80 | $0.80 | 65.6% | 32% |
| 20261001 | $5.47 | $5.47 | 78.5% | 46% |
| 20260930 | $0.85 | $0.85 | 72.7% | 40% |
| 20260929 | $0.80 | $0.80 | 70.9% | 38% |
| 20260928 | $0.70 | $0.70 | 70.2% | 37% |
| 20260925 | $2.92 | $2.92 | 86.6% | 55% |
| 20260924 | $2.95 | $2.95 | 79.7% | 48% |
| 20260923 | $3.08 | $3.08 | 64.7% | 32% |
| 20260922 | $1.45 | $1.45 | 89.3% | 58% |
| 20260921 | $0.57 | $0.57 | 77.3% | 45% |
| 20260918 | $0.70 | $0.78 | 80.8% | 49% |
| 20260917 | $0.85 | $0.28 | 72.6% | 40% |
| 20260916 | $0.90 | $0.62 | 76.0% | 44% |
| 20260915 | $1.80 | $0.23 | — | — |
| 20260914 | $1.12 | $0.25 | 71.2% | 39% |
| 20260911 | $1.38 | $0.40 | 94.4% | 64% |
| 20260910 | $0.93 | $0.43 | 68.0% | 35% |
| 20260909 | $1.00 | $0.35 | 63.1% | 30% |
| 20260908 | $0.88 | $0.33 | 65.2% | 32% |
| 20260904 | $5.20 | $0.33 | 58.7% | 25% |
| 20260903 | $0.75 | $0.53 | 63.7% | 30% |
| 20260902 | $0.35 | $0.35 | 61.7% | 28% |
| 20260901 | $0.45 | $0.45 | 60.5% | 27% |
| 20260831 | $0.50 | $0.50 | 70.5% | 38% |
| 20260828 | $1.25 | $1.25 | 69.5% | 39% |
| 20260827 | $0.25 | $0.25 | 73.3% | 43% |
| 20260826 | $0.62 | $0.62 | 87.0% | 58% |
| 20260825 | $0.82 | $0.82 | 84.5% | 55% |
| 20260824 | $0.53 | $0.53 | 71.5% | 41% |
| 20260821 | $1.30 | $0.72 | — | — |
| 20260820 | $1.00 | $1.45 | 124.7% | 97% |
| 20260819 | $0.85 | $0.45 | 115.8% | 88% |
| 20260818 | $0.30 | $1.23 | 61.2% | 31% |
More on SBS
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.