SCI · Expected Move
Service Corporation International
The expected move for SCI 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).
SCI 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 SCI Expected Move
30-Day Straddle
$4.92
7-Day Straddle
$1.65
30-Day ATM IV
24.4%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to SCI'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.
SCI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $4.92 | $1.65 | 24.4% | 29% |
| 20261015 | $4.65 | $2.40 | 22.3% | 15% |
| 20261014 | $5.82 | $2.17 | 28.5% | 56% |
| 20261013 | $5.22 | $1.62 | 26.1% | 40% |
| 20261012 | $5.47 | $1.50 | 27.0% | 46% |
| 20261009 | $5.78 | $1.45 | 27.3% | 48% |
| 20261008 | $5.60 | $2.05 | 30.9% | 72% |
| 20261007 | $5.47 | $2.62 | 26.3% | 42% |
| 20261006 | $6.80 | $2.17 | 30.0% | 66% |
| 20261005 | $6.45 | $2.65 | 27.2% | 47% |
| 20261002 | $2.25 | $2.25 | 25.0% | 33% |
| 20261001 | $2.72 | $2.72 | 25.7% | 38% |
| 20260930 | $3.00 | $3.00 | 27.2% | 48% |
| 20260929 | $3.12 | $3.12 | 26.2% | 41% |
| 20260928 | $3.08 | $3.08 | 26.3% | 41% |
| 20260925 | $3.48 | $3.48 | 24.1% | 27% |
| 20260924 | $3.50 | $3.50 | 24.3% | 29% |
| 20260923 | $3.72 | $3.72 | 23.7% | 25% |
| 20260922 | $3.70 | $3.70 | 24.0% | 27% |
| 20260921 | $4.40 | $4.40 | 26.6% | 44% |
| 20260918 | $3.95 | $1.20 | 22.6% | 18% |
| 20260917 | $4.57 | $1.15 | 27.0% | 46% |
| 20260916 | $5.60 | $2.17 | 28.8% | 58% |
| 20260915 | $4.72 | $2.60 | 22.1% | 14% |
| 20260914 | $4.25 | $1.83 | 21.9% | 13% |
| 20260911 | $5.60 | $2.58 | 27.5% | 50% |
| 20260910 | $4.47 | $2.23 | 23.0% | 20% |
| 20260909 | $4.62 | $2.38 | 23.0% | 20% |
| 20260908 | $4.90 | $3.20 | 22.2% | 15% |
| 20260904 | $4.75 | $2.25 | 20.4% | 3% |
| 20260903 | $4.58 | $2.45 | 19.9% | 0% |
| 20260902 | $3.57 | $3.57 | 23.8% | 23% |
| 20260901 | $2.95 | $2.95 | 22.6% | 15% |
| 20260831 | $2.88 | $2.88 | 22.4% | 14% |
| 20260828 | $3.27 | $3.27 | 21.4% | 7% |
| 20260827 | $3.45 | $3.45 | 22.3% | 13% |
| 20260826 | $3.40 | $3.40 | 20.4% | 1% |
| 20260825 | $3.70 | $3.70 | 21.5% | 8% |
| 20260824 | $3.65 | $3.65 | 20.6% | 2% |
| 20260821 | $3.97 | $1.27 | 20.3% | 0% |
| 20260820 | $4.03 | $2.42 | 21.2% | 0% |
| 20260819 | $4.15 | $2.10 | 21.3% | 1% |
| 20260818 | $4.12 | $2.33 | 21.8% | 4% |
| 20260817 | $4.10 | $1.73 | 21.1% | 0% |
| 20260814 | $4.50 | $2.53 | 22.1% | 0% |
| 20260813 | $4.83 | $2.38 | 22.2% | 0% |
| 20260812 | $5.05 | $2.45 | 23.1% | 0% |
| 20260811 | $5.42 | $2.77 | 23.7% | 0% |
| 20260810 | $5.80 | $2.85 | 24.7% | 7% |
| 20260807 | — | — | 24.4% | 4% |
| 20260806 | $5.35 | $3.52 | 23.9% | 0% |
| 20260805 | $3.58 | $3.58 | 24.2% | 1% |
| 20260804 | $3.75 | $3.75 | 24.8% | 6% |
| 20260803 | $3.92 | $3.92 | 25.2% | 9% |
| 20260731 | $4.85 | $4.85 | 26.9% | 25% |
| 20260730 | $4.25 | $4.25 | 24.8% | 6% |
| 20260729 | $5.62 | $5.62 | 31.1% | 63% |
| 20260728 | $5.45 | $5.45 | 30.9% | 62% |
| 20260727 | $5.47 | $5.47 | 31.3% | 65% |
| 20260724 | $5.53 | $5.53 | 30.5% | 58% |
More on SCI
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.