SGRY · Expected Move

Surgery Partners, Inc. Common Stock

The expected move for SGRY 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).

SGRY 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 SGRY Expected Move
30-Day Straddle
$0.93
7-Day Straddle
$0.93
30-Day ATM IV
22.6%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to SGRY'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.
SGRY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $0.93 $0.93 22.6% 0%
20261023 $2.55 $2.55 68.4% 52%
20261022 $2.40 $2.40 64.6% 44%
20261021 $2.33 $2.33 — —
20261020 $2.35 $2.35 65.5% 46%
20261019 $2.23 $2.23 63.7% 42%
20261016 $2.50 $0.72 68.1% 52%
20261015 $2.42 $0.40 — —
20261014 $2.33 $0.80 61.9% 37%
20261013 $2.45 $0.77 — —
20261012 $2.45 $1.12 64.7% 44%
20261009 $2.52 $1.38 62.7% 39%
20261008 $2.50 $1.35 62.9% 40%
20261007 $2.65 $1.57 63.8% 42%
20261006 $2.33 $1.22 60.7% 35%
20261005 $2.45 $1.32 62.0% 38%
20261002 $1.28 $1.28 59.6% 32%
20261001 $1.35 $1.35 58.1% 29%
20260930 $1.35 $1.35 60.3% 34%
20260929 $1.27 $1.27 55.6% 23%
20260928 $1.25 $1.25 53.8% 19%
20260925 $1.45 $1.45 56.0% 24%
20260924 $1.70 $1.70 57.5% 28%
20260923 $1.52 $1.52 56.6% 26%
20260922 $1.88 $1.88 57.8% 28%
20260921 $1.62 $1.62 49.8% 10%
20260918 $1.47 $0.95 45.4% 0%
20260917 $1.62 $1.00 48.0% 3%
20260916 $1.65 $1.10 47.4% 2%
20260915 $1.73 $1.28 46.6% 0%
20260914 $1.62 $1.03 49.2% 3%
20260911 $1.70 $1.10 46.8% 0%
20260910 $1.88 $1.32 46.6% 0%
20260909 $1.80 $1.07 52.4% 7%
20260908 $1.80 $1.30 49.2% 3%
20260904 $2.00 $1.30 50.5% 4%
20260903 $1.92 $1.45 48.7% 2%
20260902 $1.40 $1.40 — —
20260901 $1.38 $1.38 54.4% 10%
20260831 $1.60 $1.60 48.4% 2%
20260828 $1.77 $1.77 56.2% 12%
20260827 $1.60 $1.60 47.6% 1%
20260826 $1.65 $1.65 47.2% 0%
20260825 $1.80 $1.80 49.1% 3%
20260824 $1.85 $1.85 58.9% 16%
20260821 $1.83 $1.15 53.1% 8%
20260820 $2.05 $1.15 57.6% 14%
20260819 $1.60 $1.23 — —
20260818 $1.88 $1.03 — —
20260817 $1.95 $1.20 51.8% 6%
20260814 $1.88 $0.93 50.9% 5%
20260813 $2.00 $1.05 52.7% 7%
20260812 $1.93 $1.20 50.8% 5%
20260811 $1.98 $1.07 51.7% 6%
20260810 $2.62 $1.65 55.5% 11%
20260807 — — 70.0% 31%
20260806 $3.40 $2.92 89.4% 57%
20260805 $2.35 $2.35 72.3% 34%
20260804 $2.38 $2.38 70.5% 31%
20260803 $2.45 $2.45 73.2% 35%

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.