SDRL · Expected Move
Seadrill Limited
The expected move for SDRL 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).
SDRL 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 SDRL Expected Move
30-Day Straddle
$5.80
7-Day Straddle
$5.80
30-Day ATM IV
51.9%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to SDRL'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.
SDRL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $5.80 | $5.80 | 51.9% | 67% |
| 20261023 | $5.83 | $5.83 | 50.0% | 58% |
| 20261022 | $6.10 | $6.10 | 52.9% | 71% |
| 20261021 | $5.60 | $5.60 | 47.8% | 49% |
| 20261020 | $5.75 | $5.75 | 47.7% | 48% |
| 20261019 | $6.07 | $6.07 | 47.5% | 47% |
| 20261016 | $5.58 | $2.75 | 48.0% | 49% |
| 20261015 | $5.55 | $3.12 | 46.7% | 44% |
| 20261014 | $6.55 | $3.78 | 50.3% | 60% |
| 20261013 | $6.43 | $1.60 | 48.6% | 52% |
| 20261012 | $5.65 | $2.73 | — | — |
| 20261009 | $5.50 | $3.38 | 44.7% | 35% |
| 20261008 | $5.35 | $2.35 | 43.1% | 28% |
| 20261007 | $5.90 | $3.45 | 49.4% | 56% |
| 20261006 | $5.80 | $3.12 | 47.0% | 45% |
| 20261005 | $5.60 | $3.62 | 45.7% | 39% |
| 20261002 | $3.48 | $3.48 | 49.0% | 54% |
| 20261001 | $2.95 | $2.95 | 46.5% | 43% |
| 20260930 | $3.20 | $3.20 | 45.0% | 36% |
| 20260929 | $3.95 | $3.95 | 48.5% | 52% |
| 20260928 | $3.95 | $3.95 | 48.7% | 53% |
| 20260925 | $3.88 | $3.88 | 47.5% | 47% |
| 20260924 | $4.47 | $4.47 | 46.0% | 41% |
| 20260923 | $3.88 | $3.88 | 44.1% | 32% |
| 20260922 | $3.98 | $3.98 | 42.4% | 25% |
| 20260921 | $4.10 | $4.10 | 41.5% | 21% |
| 20260918 | $5.25 | $2.40 | 43.6% | 30% |
| 20260917 | $4.88 | $3.20 | 41.1% | 19% |
| 20260916 | $5.80 | $3.40 | 49.2% | 55% |
| 20260915 | $4.25 | $2.58 | 36.8% | 0% |
| 20260914 | $4.68 | $3.00 | 40.5% | 11% |
| 20260911 | $5.03 | $3.77 | 40.5% | 11% |
| 20260910 | $5.47 | $3.30 | 45.6% | 35% |
| 20260909 | $5.00 | $2.82 | 41.8% | 17% |
| 20260908 | $5.78 | $2.58 | 43.8% | 27% |
| 20260904 | $5.90 | $3.55 | 44.4% | 29% |
| 20260903 | $5.70 | $3.35 | 41.7% | 16% |
| 20260902 | $4.55 | $4.55 | 43.6% | 26% |
| 20260901 | $3.98 | $3.98 | 43.4% | 24% |
| 20260831 | $3.52 | $3.52 | 41.3% | 15% |
| 20260828 | $3.58 | $3.58 | 40.9% | 13% |
| 20260827 | $4.40 | $4.40 | 41.9% | 18% |
| 20260826 | $3.62 | $3.62 | 38.2% | 0% |
| 20260825 | $4.20 | $4.20 | 41.6% | 9% |
| 20260824 | $4.35 | $4.35 | 45.3% | 27% |
| 20260821 | $4.88 | $3.95 | 43.7% | 19% |
| 20260820 | $5.03 | $3.05 | 42.5% | 13% |
| 20260819 | $4.88 | $2.70 | 42.0% | 11% |
| 20260818 | $4.80 | $3.08 | 40.3% | 2% |
| 20260817 | $5.25 | $3.10 | 42.6% | 14% |
| 20260814 | $5.12 | $3.67 | 44.6% | 24% |
| 20260813 | $5.90 | $3.12 | 49.1% | 47% |
| 20260812 | $5.80 | $3.15 | 45.4% | 28% |
| 20260811 | $6.38 | $3.65 | 51.1% | 58% |
| 20260810 | $6.33 | $4.60 | 51.9% | 62% |
| 20260807 | — | — | 58.6% | 96% |
| 20260806 | $6.35 | $5.10 | 56.8% | 86% |
| 20260805 | $4.65 | $4.65 | 55.4% | 79% |
| 20260804 | $4.70 | $4.70 | 53.8% | 71% |
| 20260803 | $5.05 | $5.05 | 59.4% | 100% |
More on SDRL
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.