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
$0.68
7-Day Straddle
$0.68
Avg IV
2.4%
IV Rank
71%
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
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%
20260513 $1.60 $2.02 1.0% 45%
20260512 $1.02 $0.78 0.6% 7%
20260511 $1.40 $0.60 0.6% 1%
20260510 $1.45 $0.98 0.8% 22%
20260508 $1.45 $0.98 0.6% 8%
20260507 $1.38 $2.73 1.1% 45%
20260506 $5.10 $2.48 0.7% 16%
20260505 $4.40 $2.33 0.7% 9%
20260504 $5.80 $2.58 0.8% 18%
20260502 $2.25 $2.25 1.2% 43%
20260501 $2.25 $2.25 1.1% 40%
20260430 $3.10 $3.10 0.9% 27%
20260429 $2.33 $2.33 1.3% 49%
20260428 $2.50 $2.50 0.8% 18%
20260427 $1.60 $1.60 1.1% 37%
20260424 $1.60 $1.60 0.9% 23%
20260423 $1.95 $1.95 1.1% 36%
20260422 $2.60 $2.60 1.1% 40%
20260421 $2.12 $2.12 1.0% 30%
20260420 $1.90 $1.90 0.7% 10%
20260417 $2.02 $0.75 0.7% 12%
20260416 $2.65 $0.85 0.9% 22%
20260415 $2.40 $1.05 0.7% 8%
20260414 $2.10 $1.05 0.9% 22%
20260413 $2.30 $1.05 0.7% 13%
20260410 $2.42 $1.50 0.6% 4%
20260409 $3.67 $3.30 0.6% 5%
20260408 $2.80 $4.80 0.6% 1%
20260407 $3.02 $2.80 0.5% 0%