SGI · Expected Move
Somnigroup International Inc.
The expected move for SGI 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).
SGI 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 SGI Expected Move
30-Day Straddle
$8.85
7-Day Straddle
$1.48
30-Day ATM IV
56.2%
IV Rank
79%
Implied one-standard-deviation move through the next 30 days. Compare to SGI'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.
SGI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $8.85 | $1.48 | 56.2% | 79% |
| 20261015 | $8.75 | $1.35 | 54.0% | 70% |
| 20261014 | $8.75 | $2.08 | 55.3% | 75% |
| 20261013 | $8.80 | $2.28 | 54.5% | 72% |
| 20261012 | $8.45 | $2.50 | 52.2% | 63% |
| 20261009 | $8.90 | $3.20 | 52.3% | 63% |
| 20261008 | $9.18 | $3.08 | 51.2% | 58% |
| 20261007 | $9.05 | $3.92 | 51.8% | 61% |
| 20261006 | $9.35 | $4.10 | 51.4% | 59% |
| 20261005 | $9.68 | $4.03 | 51.8% | 61% |
| 20261002 | $4.10 | $4.10 | 48.9% | 49% |
| 20261001 | $3.67 | $3.67 | 46.9% | 41% |
| 20260930 | $4.50 | $4.50 | 47.4% | 43% |
| 20260929 | $5.12 | $5.12 | 49.5% | 52% |
| 20260928 | $4.78 | $4.78 | 46.8% | 40% |
| 20260925 | $5.28 | $5.28 | 45.5% | 35% |
| 20260924 | $4.50 | $4.50 | 42.4% | 22% |
| 20260923 | $5.22 | $5.22 | 44.0% | 29% |
| 20260922 | $5.40 | $5.40 | 43.6% | 27% |
| 20260921 | $5.10 | $5.10 | 42.0% | 20% |
| 20260918 | $5.83 | $1.40 | 41.1% | 16% |
| 20260917 | $6.07 | $1.50 | 41.8% | 20% |
| 20260916 | $6.62 | $1.93 | 43.7% | 27% |
| 20260915 | $6.33 | $2.52 | 41.7% | 19% |
| 20260914 | $6.57 | $3.10 | 40.5% | 14% |
| 20260911 | $7.12 | $3.45 | 42.2% | 21% |
| 20260910 | $6.90 | $3.40 | 42.8% | 24% |
| 20260909 | $6.92 | $3.72 | 39.9% | 12% |
| 20260908 | $7.00 | $3.83 | 39.3% | 9% |
| 20260904 | $7.33 | $4.03 | 38.6% | 6% |
| 20260903 | $7.25 | $4.20 | 37.1% | 0% |
| 20260902 | $5.00 | $5.00 | 37.8% | 2% |
| 20260901 | $4.62 | $4.62 | 40.4% | 12% |
| 20260831 | $4.55 | $4.55 | 39.9% | 10% |
| 20260828 | $4.75 | $4.75 | 39.0% | 6% |
| 20260827 | $5.47 | $5.47 | 42.8% | 23% |
| 20260826 | $5.35 | $5.35 | 41.3% | 16% |
| 20260825 | $5.70 | $5.70 | 41.6% | 17% |
| 20260824 | $5.42 | $5.42 | 40.7% | 14% |
| 20260821 | $5.50 | $0.90 | 38.9% | 6% |
| 20260820 | $5.85 | $1.43 | 40.2% | 12% |
| 20260819 | $6.05 | $1.88 | 39.5% | 9% |
| 20260818 | $5.95 | $2.15 | 39.4% | 9% |
| 20260817 | $6.00 | $2.50 | 39.3% | 8% |
| 20260814 | $6.20 | $2.55 | 37.4% | 0% |
| 20260813 | $7.17 | $3.12 | 41.3% | 8% |
| 20260812 | $6.50 | $3.33 | 39.7% | 0% |
| 20260811 | $7.17 | $3.75 | 42.8% | 13% |
| 20260810 | $7.10 | $3.65 | 41.6% | 7% |
| 20260807 | — | — | 41.1% | 5% |
| 20260806 | $8.03 | $5.78 | 46.9% | 32% |
| 20260805 | $8.05 | $8.05 | 61.2% | 100% |
| 20260804 | $8.05 | $8.05 | 59.0% | 100% |
| 20260803 | $7.85 | $7.85 | 57.4% | 95% |
| 20260731 | $7.50 | $7.50 | 55.8% | 86% |
| 20260730 | $8.57 | $8.57 | 58.3% | 100% |
| 20260729 | $8.40 | $8.40 | 56.1% | 92% |
| 20260728 | $8.82 | $8.82 | 55.6% | 89% |
| 20260727 | $9.35 | $9.35 | 56.3% | 93% |
| 20260724 | $8.90 | $8.90 | 55.3% | 88% |
More on SGI
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.