SEG · Expected Move

Seaport Entertainment Group Inc.

The expected move for SEG 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).

SEG straddle price & implied vol

60 sessions

Bars: 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 SEG Expected Move
30-Day Straddle
$3.67
7-Day Straddle
$2.50
30-Day ATM IV
75.2%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to SEG'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.
SEG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $3.67 $2.50 75.2% 76%
20261106 $4.08 $3.17 74.7% 75%
20261105 $4.22 $4.12 85.1% 98%
20261104 $3.85 $3.85 58.8% 40%
20261103 $4.20 $4.20 71.9% 69%
20261102 $3.25 $3.25 70.2% 65%
20261030 $3.60 $3.60 64.7% 53%
20261029 $3.25 $3.25 61.5% 46%
20261028 $3.25 $3.25 60.4% 44%
20261027 $3.08 $3.08 62.5% 48%
20261026 $3.70 $3.70 73.0% 71%
20261023 $3.70 $3.70 72.6% 71%
20261022 $4.40 $4.40 85.9% 100%
20261021 $4.08 $4.08 79.7% 94%
20261020 $3.80 $3.80 72.5% 77%
20261019 $4.03 $4.03 76.5% 87%
20261016 $4.12 $2.85 71.0% 73%
20261015 $4.67 $3.50 82.1% 100%
20261014 $3.98 $3.60 70.7% 85%
20261013 $3.38 $4.15 58.6% 51%
20261012 $4.35 $3.65 73.8% 94%
20261009 $4.35 $3.65 70.6% 85%
20261008 $3.65 $4.10 59.5% 53%
20261007 $3.72 $4.05 70.9% 86%
20261006 $3.77 $3.25 58.6% 53%
20261005 $2.80 $2.85 56.3% 47%
20261002 $3.70 $3.70 62.4% 64%
20261001 $3.03 $3.03 61.7% 62%
20260930 $3.90 $3.90 62.2% 63%
20260929 $1.55 $1.55 62.4% 64%
20260928 $2.48 $2.48 64.5% 69%
20260925 $4.05 $4.05 67.1% 76%
20260924 $3.73 $3.73 52.0% 36%
20260923 $2.83 $2.83 58.4% 53%
20260922 $2.45 $2.45 59.3% 55%
20260921 $2.88 $2.88 63.5% 67%
20260918 $2.05 $3.35 53.2% 39%
20260917 $2.95 $3.40 55.8% 46%
20260916 $2.95 $2.75 51.4% 34%
20260915 $2.92 $3.45 51.5% 35%
20260914 $2.73 $2.25 47.7% 25%
20260911 $3.00 $2.08 54.0% 41%
20260910 $2.33 $3.77 45.2% 18%
20260909 $3.17 $4.20 74.6% 96%
20260908 $3.40 $2.18 63.9% 68%
20260904 $3.27 $3.58 73.2% 92%
20260903 $3.27 $3.65 65.9% 73%
20260902 $3.40 $3.40 67.7% 78%
20260901 $3.50 $3.50 64.7% 70%
20260831 $3.73 $3.73 67.5% 77%
20260828 $2.77 $2.77 74.7% 96%
20260827 $4.83 $4.83 65.9% 73%
20260826 $4.05 $4.05 67.8% 78%
20260825 $4.42 $4.42 65.7% 66%
20260824 $4.22 $4.22 63.9% 62%
20260821 $3.35 $3.58 74.8% 88%
20260820 $3.53 $2.77 57.2% 46%
20260819 $3.48 $3.62 53.3% 36%
20260818 $4.15 $3.65 72.1% 82%
20260817 $3.90 $3.85 50.3% 29%

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.