SES · Expected Move

SES AI Corporation

The expected move for SES 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).

SES 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 SES Expected Move
30-Day Straddle
$0.38
7-Day Straddle
$0.38
30-Day ATM IV
211.2%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to SES'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.
SES Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $0.38 $0.38 211.2% 41%
20261023 $0.47 $0.47 — —
20261022 $0.28 $0.28 122.6% 9%
20261021 $2.73 $2.73 159.0% 22%
20261020 $0.23 $0.23 — —
20261019 $0.30 $0.30 — —
20261016 $0.33 $2.75 — —
20261015 $0.40 $0.12 165.9% 24%
20261014 $0.38 $0.12 151.9% 19%
20261013 $0.32 $0.23 127.9% 11%
20261012 $0.42 $0.50 — —
20261009 $0.45 $0.25 — —
20261008 $0.38 $0.28 — —
20261007 $0.53 $0.47 — —
20261006 $0.43 $0.28 — —
20261005 $0.38 $0.23 137.8% 14%
20261002 $0.28 $0.28 145.2% 17%
20261001 $0.28 $0.28 162.5% 23%
20260930 $0.17 $0.17 164.8% 24%
20260929 $0.12 $0.12 185.2% 32%
20260928 $0.15 $0.15 144.0% 16%
20260925 $0.15 $0.15 168.0% 25%
20260924 $0.10 $0.10 171.6% 27%
20260923 $0.12 $0.12 164.6% 24%
20260922 $0.15 $0.15 152.7% 20%
20260921 $0.17 $0.17 160.6% 23%
20260918 $0.17 $0.10 149.2% 18%
20260917 $0.15 $0.10 148.8% 18%
20260916 $0.17 $0.17 155.0% 20%
20260915 $0.22 $0.15 — —
20260914 $0.17 $0.25 — —
20260911 $0.70 $0.08 256.7% 58%
20260910 $0.07 $0.08 180.1% 30%
20260909 $0.70 $0.08 231.5% 49%
20260908 $0.22 $0.10 162.0% 23%
20260904 $0.22 $0.12 173.3% 27%
20260903 $0.22 $0.10 171.0% 26%
20260902 $0.08 $0.08 181.3% 30%
20260901 $0.10 $0.10 168.2% 25%
20260831 $0.15 $0.15 164.5% 24%
20260828 $0.12 $0.12 151.6% 19%
20260827 $2.60 $2.60 141.8% 16%
20260826 $0.15 $0.15 150.5% 21%
20260825 $0.15 $0.15 135.6% 15%
20260824 $0.12 $0.12 158.2% 23%
20260821 $0.12 $0.05 147.6% 20%
20260820 $0.17 $0.05 156.1% 23%
20260819 $0.17 $0.42 142.1% 18%
20260818 $0.75 $0.10 — —
20260817 $1.45 $0.10 142.0% 18%
20260814 $0.20 $0.12 153.6% 22%
20260813 $0.22 $0.12 190.5% 35%
20260812 $0.25 $0.10 194.7% 36%
20260811 $0.23 $0.10 165.8% 26%
20260810 $1.40 $1.40 — —
20260806 $0.75 $0.28 365.2% 98%
20260805 $0.17 $0.17 — —
20260804 $0.17 $0.17 283.3% 68%
20260803 $0.20 $0.20 222.9% 47%
20260731 $0.30 $0.30 — —

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.