SBS (COMPANHIA DE SANEAMENTO B SICO DO ESTADO DE SAO PAULO-SABESP ADS'S)

Expected Move & Straddle Price History

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).

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 SBS Expected Move
30-Day Straddle
$0.57
7-Day Straddle
$0.62
Avg IV
1.3%
IV Rank
28%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260811 $0.57 $0.62 1.3% 28%
20260810 $0.65 $1.43 0.8% 11%
20260806 $1.68 $0.55 0.6% 3%
20260805 $0.57 $0.57 1.5% 36%
20260804 $0.65 $0.65 1.8% 49%
20260803 $1.70 $1.70 2.2% 60%
20260731 $0.62 $0.62 2.3% 66%
20260730 $0.95 $0.95 2.3% 64%
20260729 $0.88 $0.88 2.0% 56%
20260728 $0.82 $0.82 1.4% 34%
20260727 $0.78 $0.78 2.2% 63%
20260724 $0.82 $0.82 1.4% 32%
20260723 $0.68 $0.68 1.4% 32%
20260722 $1.10 $1.10 2.0% 54%
20260721 $1.60 $1.60 1.8% 48%
20260720 $1.90 $1.90 1.5% 36%
20260716 $2.02 $2.88 1.0% 20%
20260715 $2.10 $0.55 1.0% 18%
20260714 $2.00 $1.38 1.4% 33%
20260713 $3.62 $0.53 1.2% 25%
20260710 $2.15 $1.00 0.9% 16%
20260709 $2.30 $0.57 1.0% 17%
20260708 $1.60 $0.57 1.0% 18%
20260707 $2.00 $0.60 0.9% 14%
20260706 $2.08 $1.38 0.8% 13%
20260702 $2.92 $2.92 2.9% 87%
20260701 $0.72 $0.72 2.7% 81%
20260630 $1.30 $1.30 2.9% 88%
20260629 $0.70 $0.70 2.7% 79%
20260626 $0.68 $0.68 2.4% 71%
20260625 $0.53 $0.53 2.2% 61%
20260624 $1.02 $1.02 2.7% 82%
20260623 $0.55 $0.55 2.8% 84%
20260622 $0.70 $0.70 2.6% 78%
20260618 $0.85 $0.65 3.3% 100%
20260617 $0.95 $0.97 2.5% 100%
20260616 $1.78 $0.57 1.9% 71%
20260615 $1.02 $0.68 2.0% 78%
20260613 $0.97 $0.95 2.3% 93%
20260612 $0.97 $0.95 2.3% 92%
20260611 $3.05 $1.00 2.2% 86%
20260610 $0.98 $3.02 2.1% 84%
20260609 $0.90 $0.80 2.1% 83%
20260608 $1.62 $0.70 2.4% 100%
20260605 $0.85 $1.45 2.0% 92%
20260604 $0.97 $1.50 2.1% 97%
20260603 $0.97 $0.88 2.1% 100%
20260602 $0.80 $0.80 1.2% 69%
20260601 $0.95 $0.95 1.1% 54%
20260529 $0.75 $0.75 1.0% 50%
20260528 $0.62 $0.62 0.9% 42%
20260527 $1.52 $1.52 0.8% 29%
20260526 $0.60 $0.60 0.9% 40%
20260522 $0.97 $0.97 0.7% 20%
20260521 $1.65 $1.65 0.7% 18%
20260520 $0.57 $0.57 1.1% 54%
20260519 $1.07 $1.07 0.6% 11%
20260518 $0.80 $0.80 0.8% 27%
20260515 $0.88 $0.78 0.8% 29%
20260514 $0.82 $1.30 0.5% 0%