SGHT · Expected Move

Sight Sciences, Inc. Common Stock

The expected move for SGHT 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).

SGHT 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 SGHT Expected Move
30-Day Straddle
$1.57
7-Day Straddle
$1.57
30-Day ATM IV
112.2%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to SGHT'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.
SGHT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $1.57 $1.57 112.2% 17%
20261023 $3.15 $3.15 153.6% 33%
20261022 $3.20 $3.20 124.9% 22%
20261021 $4.58 $4.58 74.2% 2%
20261020 $2.75 $2.75 — —
20261019 $1.80 $1.80 88.6% 8%
20261016 $3.73 $2.40 — —
20261015 $3.30 $1.38 — —
20261014 $3.45 $2.67 122.7% 21%
20261013 $2.27 $2.15 89.6% 8%
20261012 $2.80 $2.93 91.6% 4%
20261009 $1.95 $1.93 86.3% 3%
20261008 $2.38 $3.58 102.7% 7%
20261007 $2.23 $1.93 97.5% 6%
20261006 $2.83 $3.85 108.6% 8%
20261005 $3.05 $2.98 — —
20261002 $1.88 $1.88 128.2% 12%
20261001 $2.05 $2.05 103.5% 7%
20260930 $1.25 $1.25 92.3% 5%
20260929 $2.05 $2.05 109.7% 8%
20260928 $1.65 $1.65 82.9% 3%
20260925 $1.85 $1.85 112.2% 8%
20260924 $3.62 $3.62 145.8% 15%
20260923 $2.60 $2.60 161.2% 18%
20260922 $1.60 $1.60 108.5% 8%
20260921 $2.90 $2.90 99.9% 6%
20260918 $1.43 $0.53 — —
20260917 $2.77 $0.88 — —
20260916 $9.90 $1.50 — —
20260915 $2.17 $1.62 95.9% 5%
20260914 $2.17 $1.57 97.0% 5%
20260911 $1.75 $1.25 145.8% 15%
20260910 $2.15 $2.60 — —
20260909 $3.33 $2.17 — —
20260908 $3.50 $2.88 — —
20260904 $2.23 $1.15 76.1% 1%
20260903 $4.12 $1.30 165.7% 19%
20260902 $3.25 $3.25 80.2% 2%
20260901 $3.73 $3.73 75.4% 1%
20260831 $1.55 $1.55 90.5% 4%
20260828 $1.82 $1.82 101.3% 6%
20260827 $2.17 $2.17 76.5% 1%
20260826 $1.65 $1.65 109.3% 8%
20260825 $1.98 $1.98 74.7% 1%
20260824 $1.35 $1.35 99.1% 6%
20260821 $1.25 $1.15 96.5% 5%
20260820 $1.88 $2.27 75.1% 1%
20260819 $3.45 $1.45 75.5% 1%
20260818 $3.83 $3.38 — —
20260817 $3.35 $1.55 — —
20260814 $2.27 $0.80 93.9% 5%
20260813 $2.08 $3.02 82.9% 3%
20260812 $1.62 $1.15 88.6% 4%
20260811 $2.28 $1.85 96.1% 5%
20260810 $1.30 $0.90 69.4% 0%
20260806 $2.75 $4.80 286.3% 43%
20260805 $3.10 $3.10 — —
20260804 $1.20 $1.20 100.7% 6%
20260803 $1.43 $1.43 — —
20260731 $2.20 $2.20 — —

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.