SCSC · Expected Move
Scansource Inc
The expected move for SCSC 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).
SCSC 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 SCSC Expected Move
30-Day Straddle
$7.25
7-Day Straddle
$7.25
30-Day ATM IV
52.9%
IV Rank
85%
Implied one-standard-deviation move through the next 30 days. Compare to SCSC'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.
SCSC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $7.25 | $7.25 | 52.9% | 85% |
| 20261020 | $7.18 | $7.18 | 51.6% | 80% |
| 20261019 | $7.35 | $7.35 | 52.7% | 84% |
| 20261016 | $7.55 | $2.65 | 51.2% | 78% |
| 20261015 | $7.70 | $2.28 | 50.9% | 77% |
| 20261014 | $8.30 | $4.10 | 53.6% | 88% |
| 20261013 | $8.82 | $4.92 | 54.0% | 90% |
| 20261012 | $7.97 | $3.00 | 49.5% | 71% |
| 20261009 | $8.70 | $2.70 | 51.3% | 79% |
| 20261008 | $8.25 | $5.12 | 53.3% | 87% |
| 20261007 | $9.07 | $4.95 | 56.5% | 100% |
| 20261006 | $8.12 | $4.25 | 47.0% | 69% |
| 20261005 | $9.00 | $5.10 | 51.5% | 90% |
| 20261002 | $4.60 | $4.60 | 46.0% | 64% |
| 20261001 | $3.92 | $3.92 | 47.1% | 69% |
| 20260930 | $4.60 | $4.60 | 43.4% | 53% |
| 20260929 | $4.22 | $4.22 | 42.3% | 48% |
| 20260928 | $4.95 | $4.95 | 45.2% | 67% |
| 20260925 | $4.70 | $4.70 | 40.6% | 49% |
| 20260924 | $5.00 | $5.00 | 40.1% | 50% |
| 20260923 | $4.60 | $4.60 | 39.1% | 46% |
| 20260922 | $5.17 | $5.17 | 37.9% | 41% |
| 20260921 | $4.92 | $4.92 | 38.8% | 45% |
| 20260918 | $5.17 | $4.12 | 34.2% | 28% |
| 20260917 | $5.83 | $2.90 | 39.5% | 47% |
| 20260916 | $5.17 | $5.10 | 39.5% | 47% |
| 20260915 | $5.97 | $2.40 | 40.4% | 46% |
| 20260914 | $6.03 | $3.00 | 38.7% | 36% |
| 20260911 | $5.30 | $3.40 | 36.5% | 28% |
| 20260910 | $4.83 | $3.25 | 34.7% | 23% |
| 20260909 | $5.38 | $3.75 | 34.9% | 21% |
| 20260908 | $6.83 | $3.60 | 44.7% | 46% |
| 20260904 | $6.28 | $4.50 | 38.6% | 30% |
| 20260903 | $6.10 | $5.45 | 37.3% | 26% |
| 20260902 | $5.22 | $5.22 | 40.6% | 35% |
| 20260901 | $4.78 | $4.78 | 39.9% | 33% |
| 20260831 | $6.03 | $6.03 | 45.5% | 47% |
| 20260828 | $5.92 | $5.92 | 44.6% | 45% |
| 20260827 | $5.60 | $5.60 | 41.1% | 36% |
| 20260826 | $5.40 | $5.40 | 42.2% | 39% |
| 20260825 | $4.97 | $4.97 | 43.8% | 43% |
| 20260824 | $5.15 | $5.15 | 42.5% | 40% |
| 20260821 | $4.75 | $3.20 | 39.7% | 32% |
| 20260820 | $5.22 | $3.92 | 40.5% | 34% |
| 20260819 | $6.42 | $6.43 | 50.7% | 60% |
| 20260818 | $5.50 | $4.28 | 47.5% | 52% |
| 20260817 | $5.65 | $4.25 | 48.8% | 55% |
| 20260814 | $6.65 | $4.85 | 51.5% | 62% |
| 20260813 | $7.12 | $5.28 | 52.3% | 64% |
| 20260812 | $6.35 | $5.50 | 49.8% | 58% |
| 20260811 | $6.93 | $5.98 | 53.7% | 68% |
| 20260810 | $5.88 | $5.50 | 46.3% | 49% |
| 20260807 | — | — | 47.4% | 52% |
| 20260806 | $7.25 | $6.60 | 49.7% | 58% |
| 20260805 | $6.95 | $6.95 | 49.1% | 56% |
| 20260804 | $5.95 | $5.95 | 45.0% | 46% |
| 20260803 | $6.77 | $6.77 | 50.2% | 59% |
| 20260731 | $5.95 | $5.95 | 48.9% | 56% |
| 20260730 | $6.50 | $6.50 | 44.9% | 45% |
| 20260729 | $6.97 | $6.97 | 49.1% | 56% |
More on SCSC
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.