SBSW · Expected Move
Sibanye-Stillwater American Depositary Shares, each representing four ordinary shares
The expected move for SBSW 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).
SBSW 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 SBSW Expected Move
30-Day Straddle
$1.12
7-Day Straddle
$1.12
30-Day ATM IV
51.1%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to SBSW'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.
SBSW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.12 | $1.12 | 51.1% | 18% |
| 20261021 | $1.20 | $1.20 | 51.9% | 21% |
| 20261020 | $1.18 | $1.18 | 49.0% | 9% |
| 20261019 | $1.20 | $1.20 | 51.7% | 21% |
| 20261016 | $1.27 | $0.12 | 50.4% | 15% |
| 20261015 | $1.25 | $0.30 | 50.3% | 15% |
| 20261014 | $1.10 | $0.47 | 47.6% | 3% |
| 20261013 | $1.33 | $0.43 | 53.0% | 26% |
| 20261012 | $1.42 | $0.52 | 54.8% | 34% |
| 20261009 | $1.25 | $0.55 | 46.9% | 0% |
| 20261008 | $1.32 | $0.62 | 49.2% | 0% |
| 20261007 | $1.40 | $0.65 | 50.3% | 5% |
| 20261006 | $1.48 | $0.65 | 52.6% | 16% |
| 20261005 | $1.38 | $0.75 | 49.9% | 3% |
| 20261002 | $0.72 | $0.72 | 50.7% | 7% |
| 20261001 | $0.80 | $0.80 | 52.1% | 14% |
| 20260930 | $0.80 | $0.80 | 52.1% | 14% |
| 20260929 | $0.90 | $0.90 | 56.7% | 35% |
| 20260928 | $1.00 | $1.00 | 55.1% | 27% |
| 20260925 | $1.02 | $1.02 | 51.0% | 9% |
| 20260924 | $1.00 | $1.00 | 51.9% | 13% |
| 20260923 | $1.30 | $1.30 | 55.9% | 31% |
| 20260922 | $1.35 | $1.35 | 56.5% | 34% |
| 20260921 | $1.20 | $1.20 | 52.0% | 13% |
| 20260918 | $1.35 | $0.38 | — | — |
| 20260917 | $1.57 | $0.47 | — | — |
| 20260916 | $1.60 | $1.02 | 49.2% | 0% |
| 20260915 | $1.58 | $0.93 | 56.2% | 26% |
| 20260914 | $1.60 | $0.95 | 51.3% | 2% |
| 20260911 | $1.82 | $1.18 | 50.9% | 0% |
| 20260910 | $1.95 | $1.23 | 57.2% | 26% |
| 20260909 | $2.05 | $1.07 | 65.2% | 70% |
| 20260908 | $1.98 | $1.23 | 70.6% | 100% |
| 20260904 | $2.20 | $1.55 | 63.0% | 60% |
| 20260903 | $2.02 | $1.38 | 57.6% | 30% |
| 20260902 | $1.45 | $1.45 | — | — |
| 20260901 | $1.62 | $1.62 | 61.0% | 49% |
| 20260831 | $1.25 | $1.25 | 60.0% | 43% |
| 20260828 | $1.65 | $1.65 | 65.8% | 76% |
| 20260827 | $1.55 | $1.55 | 64.4% | 68% |
| 20260826 | $1.52 | $1.52 | 63.9% | 66% |
| 20260825 | $1.75 | $1.75 | 63.3% | 62% |
| 20260824 | $1.70 | $1.70 | 63.3% | 62% |
| 20260821 | $1.88 | $0.48 | 64.8% | 70% |
| 20260820 | $1.70 | $0.67 | 61.7% | 51% |
| 20260819 | $1.73 | $0.47 | 62.2% | 54% |
| 20260818 | $1.70 | $0.65 | 63.3% | 60% |
| 20260817 | $1.70 | $0.62 | 66.3% | 74% |
| 20260814 | $1.75 | $0.72 | 65.4% | 67% |
| 20260813 | $1.62 | $0.88 | 63.1% | 49% |
| 20260812 | $1.85 | $0.80 | 68.0% | 71% |
| 20260811 | $1.95 | $0.90 | 67.1% | 67% |
| 20260810 | $1.85 | $1.05 | 64.8% | 56% |
| 20260807 | — | — | 62.5% | 45% |
| 20260806 | $1.93 | $1.08 | 70.0% | 76% |
| 20260805 | $1.02 | $1.02 | 63.8% | 46% |
| 20260804 | $0.98 | $0.98 | 68.1% | 63% |
| 20260803 | $0.98 | $0.98 | 65.0% | 50% |
| 20260731 | $1.02 | $1.02 | 63.3% | 43% |
| 20260730 | $1.15 | $1.15 | 64.4% | 48% |
More on SBSW
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.