SBSI · Expected Move

Southside Bancshares, Inc.

The expected move for SBSI 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).

SBSI straddle price & implied vol

60 sessions

Bars: 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 SBSI Expected Move
30-Day Straddle
$5.05
7-Day Straddle
$5.05
30-Day ATM IV
44.0%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to SBSI'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.
SBSI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $5.05 $5.05 44.0% 44%
20261021 $3.55 $3.55 32.2% 14%
20261020 $3.45 $3.45 47.5% 52%
20261019 $2.90 $2.90 30.5% 10%
20261016 $5.22 $2.55 66.4% 100%
20261015 $4.85 $4.65 45.6% 48%
20261014 $1.95 $4.60 26.6% 0%
20261013 $2.00 $4.25 26.6% 0%
20261012 $5.30 $4.70 66.6% 100%
20261009 $4.93 $4.75 41.3% 44%
20261008 $5.15 $4.75 57.9% 96%
20261007 $4.90 $4.80 38.7% 36%
20261006 $3.62 $4.75 38.1% 34%
20261005 $4.95 $4.85 43.9% 52%
20261002 $4.50 $4.50 35.9% 28%
20261001 $4.90 $4.90 31.5% 14%
20260930 $4.90 $4.90 50.4% 72%
20260929 $4.90 $4.90 38.0% 34%
20260928 $4.95 $4.95 43.0% 50%
20260925 $4.95 $4.95 49.7% 70%
20260924 $4.80 $4.80 38.9% 37%
20260923 $4.83 $4.83 47.6% 64%
20260922 $4.95 $4.95 41.7% 46%
20260921 $4.10 $4.10 39.8% 40%
20260918 $4.90 $2.52 40.9% 43%
20260917 $5.30 $2.42 44.6% 54%
20260916 $4.75 $4.65 36.9% 31%
20260915 $5.10 $4.70 39.4% 39%
20260914 $4.72 $3.98 38.0% 34%
20260911 $5.45 $4.90 41.4% 45%
20260910 $5.28 $2.98 39.0% 37%
20260909 $5.17 $2.75 37.4% 32%
20260908 $4.20 $3.12 36.9% 31%
20260904 $4.40 $3.18 35.7% 27%
20260903 $6.05 $4.97 41.7% 46%
20260902 $4.75 $4.75 35.3% 26%
20260901 $4.80 $4.80 39.4% 39%
20260831 $4.60 $4.60 38.8% 37%
20260828 $3.33 $3.33 36.1% 28%
20260827 $4.80 $4.80 36.2% 28%
20260826 $5.00 $5.00 46.4% 60%
20260825 $4.95 $4.95 37.7% 33%
20260824 $5.00 $5.00 38.7% 36%
20260821 $3.62 $2.50 37.1% 31%
20260820 $3.47 $2.62 34.4% 23%
20260819 $3.75 $4.35 32.7% 18%
20260818 $4.15 $3.18 33.8% 21%
20260817 $4.95 $4.85 31.5% 14%
20260814 $3.08 $5.05 59.3% 100%
20260813 $3.70 $4.78 44.1% 58%
20260812 $5.25 $4.95 39.2% 41%
20260811 $3.83 $2.90 54.4% 93%
20260810 $3.48 $4.38 45.2% 62%
20260807 — — 43.6% 56%
20260806 $5.20 $3.58 56.7% 100%
20260805 $4.97 $4.97 41.9% 54%
20260804 $5.10 $5.10 50.9% 87%
20260803 $3.47 $3.47 40.9% 50%
20260731 $4.67 $4.67 39.1% 44%
20260730 $5.53 $5.53 40.2% 29%

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.