SHEN · Expected Move
Shenandoah Telecom Co
The expected move for SHEN 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).
SHEN 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 SHEN Expected Move
30-Day Straddle
$1.50
7-Day Straddle
$1.50
30-Day ATM IV
65.4%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to SHEN'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.
SHEN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $1.50 | $1.50 | 65.4% | 39% |
| 20261029 | $1.57 | $1.57 | 66.8% | 41% |
| 20261028 | $1.38 | $1.38 | 49.4% | 22% |
| 20261027 | $1.25 | $1.25 | 58.3% | 32% |
| 20261026 | $1.92 | $1.92 | 69.7% | 44% |
| 20261023 | $2.27 | $2.27 | 102.3% | 80% |
| 20261022 | $2.05 | $2.05 | 77.7% | 53% |
| 20261021 | $1.15 | $1.15 | 63.9% | 38% |
| 20261020 | $1.88 | $1.88 | 62.0% | 36% |
| 20261019 | $1.80 | $1.80 | 80.9% | 57% |
| 20261016 | $1.48 | $1.05 | 60.1% | 34% |
| 20261015 | $1.65 | $5.75 | 65.2% | 39% |
| 20261014 | $1.82 | $1.40 | 72.2% | 47% |
| 20261013 | $1.70 | $1.08 | 64.6% | 39% |
| 20261012 | $1.60 | $1.03 | 60.5% | 34% |
| 20261009 | $1.70 | $1.27 | 77.9% | 53% |
| 20261008 | $1.93 | $1.80 | 74.7% | 50% |
| 20261007 | $2.12 | $1.77 | 75.5% | 51% |
| 20261006 | $2.05 | $1.73 | 74.0% | 49% |
| 20261005 | $2.12 | $1.75 | 75.6% | 51% |
| 20261002 | $1.68 | $1.68 | 91.9% | 69% |
| 20261001 | $1.77 | $1.77 | 73.1% | 48% |
| 20260930 | $1.95 | $1.95 | 74.8% | 50% |
| 20260929 | $1.93 | $1.93 | 74.9% | 50% |
| 20260928 | $1.75 | $1.75 | 71.6% | 46% |
| 20260925 | $1.82 | $1.82 | 78.9% | 54% |
| 20260924 | $1.73 | $1.73 | 62.9% | 37% |
| 20260923 | $1.77 | $1.77 | 69.8% | 44% |
| 20260922 | $1.18 | $1.18 | 50.0% | 22% |
| 20260921 | $2.20 | $2.20 | 64.7% | 39% |
| 20260918 | $1.82 | $1.12 | 77.1% | 52% |
| 20260917 | $1.98 | $1.57 | 79.3% | 55% |
| 20260916 | $1.95 | $1.62 | 79.6% | 55% |
| 20260915 | $2.12 | $1.48 | 62.1% | 36% |
| 20260914 | $2.00 | $1.20 | 76.3% | 52% |
| 20260911 | $2.35 | $1.15 | 82.2% | 58% |
| 20260910 | $2.08 | $1.43 | 78.1% | 54% |
| 20260909 | $1.75 | $1.02 | 60.8% | 34% |
| 20260908 | $2.20 | $0.53 | 68.2% | 43% |
| 20260904 | $1.98 | $0.72 | 44.2% | 16% |
| 20260903 | $2.03 | $0.70 | 56.4% | 30% |
| 20260902 | $0.70 | $0.70 | 42.4% | 14% |
| 20260901 | $0.65 | $0.65 | 44.8% | 17% |
| 20260831 | $0.62 | $0.62 | 76.1% | 51% |
| 20260828 | $0.88 | $0.88 | 52.8% | 25% |
| 20260827 | $0.77 | $0.77 | 52.0% | 25% |
| 20260826 | $0.78 | $0.78 | 59.6% | 33% |
| 20260825 | $0.88 | $0.88 | 49.9% | 22% |
| 20260824 | $0.82 | $0.82 | 46.6% | 19% |
| 20260821 | $0.90 | $2.17 | 36.3% | 7% |
| 20260820 | $0.97 | $1.52 | 40.2% | 12% |
| 20260819 | $1.10 | $1.60 | 44.3% | 16% |
| 20260818 | $1.17 | $1.80 | 44.6% | 16% |
| 20260817 | $1.18 | $1.58 | 40.1% | 11% |
| 20260814 | $1.57 | $2.23 | 54.5% | 27% |
| 20260813 | $1.55 | $1.80 | 55.0% | 28% |
| 20260812 | $1.57 | $1.68 | 55.3% | 28% |
| 20260811 | $1.70 | $2.20 | 64.7% | 39% |
| 20260810 | $1.77 | $1.35 | 58.2% | 32% |
| 20260807 | — | — | 52.9% | 26% |
More on SHEN
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.