SEI · Expected Move
Solaris Energy Infrastructure, Inc.
The expected move for SEI 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).
SEI 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 SEI Expected Move
30-Day Straddle
$15.10
7-Day Straddle
$15.10
30-Day ATM IV
96.0%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to SEI'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.
SEI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $15.10 | $15.10 | 96.0% | 59% |
| 20261020 | $14.20 | $14.20 | 95.2% | 57% |
| 20261019 | $13.95 | $13.95 | 89.5% | 45% |
| 20261016 | $13.40 | $1.25 | 87.6% | 41% |
| 20261015 | $14.50 | $2.10 | 89.1% | 44% |
| 20261014 | $16.05 | $6.53 | 91.0% | 48% |
| 20261013 | $15.10 | $4.80 | 75.9% | 16% |
| 20261012 | $14.85 | $4.95 | 71.9% | 7% |
| 20261009 | $15.70 | $5.33 | 73.7% | 11% |
| 20261008 | $14.75 | $5.58 | 73.1% | 10% |
| 20261007 | $14.45 | $6.15 | 68.5% | 0% |
| 20261006 | $16.90 | $6.60 | 73.7% | 9% |
| 20261005 | $17.00 | $6.90 | 78.0% | 18% |
| 20261002 | $8.15 | $8.15 | 76.2% | 14% |
| 20261001 | $8.20 | $8.20 | 74.9% | 11% |
| 20260930 | $8.85 | $8.85 | 76.7% | 15% |
| 20260929 | $9.25 | $9.25 | 79.3% | 21% |
| 20260928 | $9.18 | $9.18 | 76.6% | 15% |
| 20260925 | $10.05 | $10.05 | 75.9% | 14% |
| 20260924 | $10.05 | $10.05 | 76.3% | 14% |
| 20260923 | $9.45 | $9.45 | 72.7% | 7% |
| 20260922 | $9.75 | $9.75 | 74.8% | 11% |
| 20260921 | $10.85 | $10.85 | 74.6% | 11% |
| 20260918 | $10.65 | $1.12 | 69.7% | 0% |
| 20260917 | $11.30 | $3.55 | 72.5% | 0% |
| 20260916 | $11.05 | $3.35 | 75.5% | 6% |
| 20260915 | $10.80 | $4.00 | 75.6% | 6% |
| 20260914 | $11.85 | $4.47 | 80.2% | 17% |
| 20260911 | $12.25 | $5.88 | 74.3% | 3% |
| 20260910 | $12.05 | $5.95 | 75.5% | 6% |
| 20260909 | $13.05 | $6.70 | 76.6% | 8% |
| 20260908 | $13.10 | $7.00 | 77.7% | 11% |
| 20260904 | $11.35 | $5.55 | 74.8% | 4% |
| 20260903 | $10.95 | $6.28 | 73.8% | 1% |
| 20260902 | $6.58 | $6.58 | 73.3% | 0% |
| 20260901 | $6.60 | $6.60 | 73.5% | 1% |
| 20260831 | $6.60 | $6.60 | 74.3% | 3% |
| 20260828 | $7.70 | $7.70 | 77.0% | 9% |
| 20260827 | $7.75 | $7.75 | 73.8% | 2% |
| 20260826 | $8.25 | $8.25 | 77.2% | 10% |
| 20260825 | $8.45 | $8.45 | 78.6% | 13% |
| 20260824 | $9.30 | $9.30 | 81.2% | 19% |
| 20260821 | $9.10 | $1.05 | 78.1% | 12% |
| 20260820 | $9.55 | $2.35 | 78.0% | 12% |
| 20260819 | $10.80 | $3.65 | 77.1% | 9% |
| 20260818 | $11.00 | $3.95 | 75.8% | 6% |
| 20260817 | $11.70 | $4.57 | 73.1% | 0% |
| 20260814 | $11.45 | $5.18 | 73.9% | 0% |
| 20260813 | $11.90 | $5.62 | 79.8% | 12% |
| 20260812 | $12.30 | $5.92 | 78.3% | 8% |
| 20260811 | $12.05 | $6.75 | 79.7% | 11% |
| 20260810 | $13.40 | $7.20 | 86.3% | 28% |
| 20260807 | — | — | 82.0% | 17% |
| 20260806 | $15.50 | $10.35 | 93.9% | 47% |
| 20260805 | $10.60 | $10.60 | 107.2% | 80% |
| 20260804 | $12.85 | $12.85 | 114.4% | 98% |
| 20260803 | $11.85 | $11.85 | 112.4% | 93% |
| 20260731 | $10.75 | $10.75 | 102.0% | 67% |
| 20260730 | $10.90 | $10.90 | 104.0% | 72% |
| 20260729 | $9.35 | $9.35 | 107.2% | 80% |
More on SEI
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.