SD · Expected Move
SandRidge Energy, Inc.
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).
SD 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 SD Expected Move
30-Day Straddle
$1.55
7-Day Straddle
$1.55
30-Day ATM IV
42.9%
IV Rank
26%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.55 | $1.55 | 42.9% | 26% |
| 20261021 | $1.50 | $1.50 | 41.5% | 23% |
| 20261020 | $1.45 | $1.45 | 40.2% | 20% |
| 20261019 | $1.48 | $1.48 | 40.4% | 20% |
| 20261016 | $1.57 | $0.62 | — | — |
| 20261015 | $1.57 | $0.92 | 39.4% | 18% |
| 20261014 | $1.45 | $0.70 | — | — |
| 20261013 | $1.57 | $0.65 | 39.0% | 17% |
| 20261012 | $1.62 | $0.83 | — | — |
| 20261009 | $1.62 | $0.90 | 74.2% | 100% |
| 20261008 | $1.70 | $0.83 | 40.0% | 31% |
| 20261007 | $1.83 | $1.07 | 40.8% | 35% |
| 20261006 | $1.70 | $3.65 | 51.8% | 77% |
| 20261005 | $1.80 | $1.25 | 47.4% | 60% |
| 20261002 | $1.77 | $1.77 | 39.6% | 30% |
| 20261001 | $1.43 | $1.43 | 37.6% | 22% |
| 20260930 | $3.77 | $3.77 | 41.2% | 36% |
| 20260929 | $1.30 | $1.30 | 38.7% | 26% |
| 20260928 | $1.22 | $1.22 | 40.9% | 35% |
| 20260925 | $1.20 | $1.20 | 39.7% | 30% |
| 20260924 | $1.00 | $1.00 | 41.9% | 39% |
| 20260923 | $1.10 | $1.10 | — | — |
| 20260922 | $1.18 | $1.18 | 38.8% | 27% |
| 20260921 | $1.28 | $1.28 | 39.4% | 29% |
| 20260918 | $1.20 | $0.83 | 37.3% | 21% |
| 20260917 | $1.20 | $0.70 | 37.0% | 20% |
| 20260916 | $1.23 | $0.57 | 37.6% | 22% |
| 20260915 | $1.33 | $0.62 | 37.6% | 22% |
| 20260914 | $1.20 | $0.53 | 35.3% | 13% |
| 20260911 | $1.20 | $0.62 | 33.9% | 8% |
| 20260910 | $1.33 | $0.70 | 36.7% | 18% |
| 20260909 | $1.17 | $0.65 | 31.9% | 0% |
| 20260908 | $1.23 | $0.70 | 33.1% | 0% |
| 20260904 | $1.30 | $0.95 | 35.1% | 8% |
| 20260903 | $1.35 | $0.85 | 34.4% | 5% |
| 20260902 | $0.90 | $0.90 | 36.1% | 11% |
| 20260901 | $0.97 | $0.97 | 33.3% | 0% |
| 20260831 | $1.10 | $1.10 | 34.7% | 1% |
| 20260828 | $1.22 | $1.22 | 34.6% | 0% |
| 20260827 | $1.30 | $1.30 | — | — |
| 20260826 | $1.50 | $1.50 | 41.2% | 28% |
| 20260825 | $1.42 | $1.42 | 37.5% | 11% |
| 20260824 | $1.35 | $1.35 | 37.9% | 13% |
| 20260821 | $1.27 | $0.85 | 37.9% | 13% |
| 20260820 | $1.30 | $0.82 | 38.4% | 15% |
| 20260819 | $1.27 | $0.70 | 35.0% | 0% |
| 20260818 | $1.35 | $0.93 | 37.6% | 6% |
| 20260817 | $1.50 | $0.98 | 40.7% | 20% |
| 20260814 | $1.60 | $1.25 | 36.9% | 3% |
| 20260813 | $1.67 | $1.35 | 38.3% | 9% |
| 20260812 | $1.48 | $1.10 | 57.8% | 100% |
| 20260811 | $1.60 | $0.82 | 43.2% | 36% |
| 20260810 | $1.73 | $1.23 | 44.9% | 44% |
| 20260807 | — | — | 39.9% | 19% |
| 20260806 | $1.50 | $1.27 | 53.0% | 87% |
| 20260805 | $1.18 | $1.18 | 50.2% | 72% |
| 20260804 | $1.45 | $1.45 | 46.8% | 54% |
| 20260803 | $1.50 | $1.50 | 43.6% | 38% |
| 20260731 | $1.62 | $1.62 | 50.7% | 75% |
| 20260730 | $1.52 | $1.52 | 41.7% | 28% |
More on SD
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.