SD (SandRidge Energy, Inc.)

Expected Move & Straddle Price History

The expected move for SD 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).

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.

Current SD Expected Move
30-Day Straddle
$1.30
7-Day Straddle
$0.95
Avg IV
0.7%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to SD'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.
SD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $1.30 $0.95 0.7% 27%
20260903 $1.35 $0.85 0.7% 27%
20260902 $0.90 $0.90 1.1% 49%
20260901 $0.97 $0.97 0.8% 32%
20260831 $1.10 $1.10 1.3% 62%
20260828 $1.22 $1.22 1.7% 85%
20260827 $1.30 $1.30 0.7% 30%
20260826 $1.50 $1.50 0.7% 28%
20260825 $1.42 $1.42 0.7% 27%
20260824 $1.35 $1.35 1.5% 76%
20260821 $1.27 $0.85 0.5% 16%
20260820 $1.30 $0.82 1.5% 76%
20260819 $1.27 $0.70 1.2% 55%
20260818 $1.35 $0.93 0.6% 21%
20260817 $1.50 $0.98 0.9% 42%
20260814 $1.60 $1.25 0.7% 26%
20260813 $1.67 $1.35 0.9% 39%
20260812 $1.48 $1.10 1.1% 52%
20260811 $1.60 $0.82 1.0% 44%
20260810 $1.73 $1.23 0.7% 28%
20260806 $1.50 $1.27 0.9% 42%
20260805 $1.18 $1.18 1.7% 89%
20260804 $1.45 $1.45 0.9% 42%
20260803 $1.50 $1.50 1.4% 68%
20260731 $1.62 $1.62 0.9% 42%
20260730 $1.52 $1.52 1.5% 74%
20260729 $1.53 $1.53 1.3% 62%
20260728 $1.45 $1.45 1.4% 70%
20260727 $1.50 $1.50 1.4% 68%
20260724 $1.90 $1.90 1.2% 60%
20260723 $1.42 $1.42 1.1% 51%
20260722 $1.62 $1.62 0.9% 41%
20260721 $1.75 $1.75 0.7% 27%
20260720 $1.78 $1.78 0.9% 40%
20260716 $1.77 $2.35 1.0% 47%
20260715 $1.67 $1.38 1.0% 45%
20260714 $1.80 $1.10 0.7% 28%
20260713 $1.77 $1.07 0.9% 37%
20260710 $1.62 $8.53 0.6% 22%
20260709 $1.82 $1.27 0.7% 27%
20260708 $1.80 $1.30 0.7% 30%
20260707 $1.85 $8.62 0.8% 32%
20260706 $1.62 $1.12 0.7% 26%
20260702 $1.15 $1.15 1.3% 62%
20260701 $1.48 $1.48 1.9% 100%
20260630 $1.40 $1.40 1.7% 85%
20260629 $1.30 $1.30 1.5% 74%
20260626 $1.50 $1.50 1.5% 76%
20260625 $1.60 $1.60 1.5% 73%
20260624 $1.43 $1.43 0.9% 40%
20260623 $1.25 $1.25 0.7% 29%
20260622 $1.38 $1.38 1.1% 51%
20260618 $1.27 $0.88 1.2% 58%
20260617 $1.30 $0.80 1.1% 52%
20260616 $1.38 $0.93 0.5% 19%
20260615 $1.40 $0.70 1.1% 54%
20260613 $1.43 $0.75 1.1% 55%
20260612 $1.52 $0.75 1.2% 55%
20260611 $1.43 $0.70 1.4% 68%
20260610 $1.62 $0.98 1.0% 43%