SCM · Expected Move
STELLUS CAPITAL INVESTMENT CORPORATION
The expected move for SCM 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).
SCM 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 SCM Expected Move
30-Day Straddle
$0.78
7-Day Straddle
$1.07
30-Day ATM IV
37.3%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to SCM'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.
SCM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.78 | $1.07 | 37.3% | 17% |
| 20261106 | $0.82 | $1.38 | 42.6% | 22% |
| 20261105 | $0.82 | $1.10 | — | — |
| 20261104 | $0.65 | $0.65 | 64.3% | 40% |
| 20261103 | $1.05 | $1.05 | 61.1% | 38% |
| 20261102 | $1.12 | $1.12 | 61.0% | 37% |
| 20261030 | $1.23 | $1.23 | 69.5% | 45% |
| 20261029 | $0.82 | $0.82 | 62.6% | 39% |
| 20261028 | $1.38 | $1.38 | 19.1% | 0% |
| 20261027 | $1.32 | $1.32 | 100.0% | 71% |
| 20261026 | $1.40 | $1.40 | 83.1% | 55% |
| 20261023 | $1.53 | $1.53 | 80.6% | 52% |
| 20261022 | $1.55 | $1.55 | 117.9% | 88% |
| 20261021 | $1.43 | $1.43 | 94.7% | 66% |
| 20261020 | $0.72 | $0.72 | 47.8% | 21% |
| 20261019 | $1.07 | $1.07 | 51.4% | 25% |
| 20261016 | $1.07 | $2.02 | 54.1% | 27% |
| 20261015 | $0.70 | $0.65 | 42.1% | 16% |
| 20261014 | $1.07 | $0.80 | 52.6% | 26% |
| 20261013 | $1.07 | $0.57 | 58.5% | 31% |
| 20261012 | $1.32 | $0.45 | — | — |
| 20261009 | $1.03 | $1.48 | 53.2% | 26% |
| 20261008 | $3.15 | $0.53 | 56.8% | 30% |
| 20261007 | $1.15 | $2.08 | 47.2% | 21% |
| 20261006 | $0.90 | $0.67 | 45.9% | 19% |
| 20261005 | $1.15 | $0.50 | 39.7% | 14% |
| 20261002 | $0.85 | $0.85 | 60.9% | 34% |
| 20261001 | $0.75 | $0.75 | — | — |
| 20260930 | $0.88 | $0.88 | — | — |
| 20260929 | $0.93 | $0.93 | 68.5% | 41% |
| 20260928 | $0.92 | $0.92 | 69.7% | 45% |
| 20260925 | $0.55 | $0.55 | 54.7% | 31% |
| 20260924 | $0.57 | $0.57 | 44.4% | 22% |
| 20260923 | $0.65 | $0.65 | 39.9% | 18% |
| 20260922 | $0.70 | $0.70 | 56.5% | 33% |
| 20260921 | $0.70 | $0.70 | 52.7% | 29% |
| 20260918 | $0.80 | $1.12 | — | — |
| 20260917 | $1.12 | $1.07 | 59.8% | 36% |
| 20260916 | $0.70 | $1.20 | 38.8% | 17% |
| 20260915 | $0.95 | $2.90 | 50.9% | 28% |
| 20260914 | $1.55 | $1.12 | 76.8% | 51% |
| 20260911 | $1.48 | $1.18 | 63.9% | 39% |
| 20260910 | $1.73 | $1.27 | 66.7% | 42% |
| 20260909 | $1.30 | $1.30 | 61.7% | 37% |
| 20260908 | $1.18 | $1.27 | — | — |
| 20260904 | $1.55 | $3.00 | 94.1% | 67% |
| 20260903 | $1.82 | $3.43 | 50.1% | 27% |
| 20260902 | $3.50 | $3.50 | — | — |
| 20260901 | $3.42 | $3.42 | 50.5% | 27% |
| 20260831 | $1.50 | $1.50 | 67.3% | 42% |
| 20260828 | $1.23 | $1.23 | 51.0% | 28% |
| 20260827 | $1.07 | $1.07 | 61.9% | 38% |
| 20260826 | $1.60 | $1.60 | 60.1% | 36% |
| 20260825 | $1.55 | $1.55 | 72.9% | 47% |
| 20260824 | $1.05 | $1.05 | 53.1% | 30% |
| 20260821 | $1.35 | $1.25 | 61.2% | 37% |
| 20260820 | $1.23 | $1.22 | 58.4% | 34% |
| 20260819 | $2.20 | $1.47 | 69.9% | 45% |
| 20260818 | $1.80 | $2.15 | 53.8% | 30% |
| 20260817 | $1.20 | $1.42 | 51.5% | 28% |
More on SCM
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.