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
$2.92
7-Day Straddle
$2.92
Avg IV
2.6%
IV Rank
74%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260925 | $2.92 | $2.92 | 2.6% | 74% |
| 20260924 | $2.95 | $2.95 | 2.4% | 68% |
| 20260923 | $3.08 | $3.08 | 2.7% | 80% |
| 20260922 | $1.45 | $1.45 | 2.6% | 75% |
| 20260921 | $0.57 | $0.57 | 2.5% | 74% |
| 20260918 | $0.70 | $0.78 | 2.4% | 69% |
| 20260917 | $0.85 | $0.28 | 2.2% | 62% |
| 20260916 | $0.90 | $0.62 | 2.2% | 61% |
| 20260915 | $1.80 | $0.23 | 2.2% | 61% |
| 20260914 | $1.12 | $0.25 | 2.2% | 63% |
| 20260911 | $1.38 | $0.40 | 2.0% | 56% |
| 20260910 | $0.93 | $0.43 | 2.1% | 60% |
| 20260909 | $1.00 | $0.35 | 2.0% | 55% |
| 20260908 | $0.88 | $0.33 | 2.0% | 56% |
| 20260904 | $5.20 | $0.33 | 1.9% | 52% |
| 20260903 | $0.75 | $0.53 | 1.8% | 49% |
| 20260902 | $0.35 | $0.35 | 1.4% | 33% |
| 20260901 | $0.45 | $0.45 | 1.6% | 42% |
| 20260831 | $0.50 | $0.50 | 1.3% | 30% |
| 20260828 | $1.25 | $1.25 | 1.3% | 30% |
| 20260827 | $0.25 | $0.25 | 0.8% | 11% |
| 20260826 | $0.62 | $0.62 | 1.1% | 23% |
| 20260825 | $0.82 | $0.82 | 1.3% | 31% |
| 20260824 | $0.53 | $0.53 | 1.3% | 29% |
| 20260821 | $1.30 | $0.72 | 1.1% | 23% |
| 20260820 | $1.00 | $1.45 | 1.2% | 25% |
| 20260819 | $0.85 | $0.45 | 1.4% | 31% |
| 20260818 | $0.30 | $1.23 | 1.2% | 26% |
| 20260817 | $1.23 | $0.80 | 1.0% | 18% |
| 20260814 | $1.45 | $0.50 | 1.1% | 22% |
| 20260813 | $0.78 | $0.43 | 1.1% | 22% |
| 20260812 | $0.73 | $0.43 | 1.2% | 24% |
| 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% |