SEM (SELECT MEDICAL HOLDINGS CORP)
Expected Move & Straddle Price History
The expected move for SEM 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 SEM Expected Move
30-Day Straddle
$9.35
7-Day Straddle
$9.35
Avg IV
1.9%
IV Rank
73%
Implied one-standard-deviation move through the next 30 days. Compare to SEM'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.
SEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260630 | $9.35 | $9.35 | 1.9% | 73% |
| 20260629 | $8.50 | $8.50 | 2.0% | 78% |
| 20260626 | $8.78 | $8.78 | 2.4% | 93% |
| 20260625 | $8.50 | $8.50 | 1.3% | 49% |
| 20260624 | $9.22 | $9.22 | 1.6% | 60% |
| 20260623 | $2.72 | $2.72 | 2.2% | 83% |
| 20260622 | $1.55 | $1.55 | 2.1% | 83% |
| 20260618 | $4.10 | $3.05 | 1.0% | 36% |
| 20260617 | $9.32 | $8.03 | 2.0% | 76% |
| 20260616 | $2.55 | $8.07 | 1.6% | 61% |
| 20260615 | $9.00 | $8.03 | 1.1% | 38% |
| 20260613 | $8.97 | $8.20 | 1.1% | 40% |
| 20260612 | $8.47 | $8.20 | 0.8% | 29% |
| 20260611 | $9.45 | $8.28 | 0.5% | 15% |
| 20260610 | $9.45 | $8.28 | 1.5% | 57% |
| 20260609 | $9.05 | $8.30 | 1.0% | 36% |
| 20260608 | $1.97 | $9.07 | 1.0% | 35% |
| 20260605 | $3.35 | $3.55 | 1.2% | 42% |
| 20260604 | $9.45 | $3.95 | 1.6% | 62% |
| 20260603 | $9.55 | $2.72 | 0.6% | 18% |
| 20260602 | $9.05 | $9.05 | 1.9% | 71% |
| 20260601 | $9.12 | $9.12 | 1.5% | 58% |
| 20260529 | $9.43 | $9.43 | 2.1% | 79% |
| 20260528 | $3.55 | $3.55 | 1.9% | 74% |
| 20260527 | $9.35 | $9.35 | 1.5% | 56% |
| 20260526 | $9.43 | $9.43 | 1.8% | 69% |
| 20260522 | $9.75 | $9.75 | 1.7% | 64% |
| 20260521 | $9.35 | $9.35 | 1.7% | 65% |
| 20260520 | $3.52 | $3.52 | 1.6% | 60% |
| 20260519 | $9.78 | $9.78 | 1.5% | 58% |
| 20260518 | $9.43 | $9.43 | 1.5% | 57% |
| 20260515 | $3.62 | $4.47 | 1.4% | 52% |
| 20260514 | $8.32 | $3.75 | 0.9% | 30% |
| 20260513 | $9.15 | $9.50 | 0.9% | 31% |
| 20260512 | $9.50 | $9.15 | 0.9% | 33% |
| 20260511 | $9.50 | $9.53 | 1.0% | 34% |
| 20260510 | $12.00 | $12.03 | 1.0% | 35% |
| 20260508 | $12.00 | $12.03 | 1.0% | 34% |
| 20260507 | $9.50 | $9.53 | 0.9% | 32% |
| 20260506 | $9.50 | $9.53 | 0.9% | 33% |
| 20260505 | $9.50 | $9.47 | 0.8% | 29% |
| 20260504 | $9.50 | $9.43 | 0.7% | 21% |
| 20260502 | $4.50 | $4.50 | 1.7% | 65% |
| 20260501 | $4.50 | $4.50 | 1.2% | 42% |
| 20260430 | $9.10 | $9.10 | 2.5% | 97% |
| 20260429 | $9.10 | $9.10 | 1.0% | 37% |
| 20260428 | $8.80 | $8.80 | 2.4% | 94% |
| 20260427 | $8.78 | $8.78 | 0.8% | 29% |
| 20260424 | $8.82 | $8.82 | 2.3% | 91% |
| 20260423 | $9.10 | $9.10 | 1.4% | 54% |
| 20260422 | $9.10 | $9.10 | 2.2% | 85% |
| 20260421 | $2.67 | $2.67 | 2.2% | 85% |
| 20260420 | $4.15 | $4.15 | 1.5% | 55% |
| 20260417 | $9.15 | $9.50 | 0.5% | 16% |
| 20260416 | $4.18 | $3.55 | 2.0% | 79% |
| 20260415 | $9.57 | $8.82 | 2.0% | 77% |
| 20260414 | $4.58 | $3.75 | 2.0% | 75% |
| 20260413 | $3.25 | $3.12 | 2.0% | 76% |
| 20260410 | $3.08 | $9.15 | 1.0% | 37% |
| 20260409 | $8.68 | $8.68 | 1.0% | 34% |