SHG · Expected Move
Shinhan Financial Group Co Ltd
The expected move for SHG 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).
SHG 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 SHG Expected Move
30-Day Straddle
$7.38
7-Day Straddle
$7.38
30-Day ATM IV
44.3%
IV Rank
86%
Implied one-standard-deviation move through the next 30 days. Compare to SHG'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.
SHG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $7.38 | $7.38 | 44.3% | 86% |
| 20261021 | $6.53 | $6.53 | 40.9% | 58% |
| 20261020 | $6.80 | $6.80 | 42.0% | 67% |
| 20261019 | $6.70 | $6.70 | 40.6% | 55% |
| 20261016 | $6.95 | $2.73 | 40.3% | 53% |
| 20261015 | $7.62 | $4.95 | 43.0% | 75% |
| 20261014 | $7.45 | $3.17 | 41.6% | 63% |
| 20261013 | $7.62 | $2.80 | 39.4% | 46% |
| 20261012 | $7.40 | $4.95 | 38.1% | 35% |
| 20261009 | $7.60 | $4.50 | 39.0% | 43% |
| 20261008 | $7.50 | $4.72 | 37.4% | 30% |
| 20261007 | $8.10 | $5.80 | 37.2% | 29% |
| 20261006 | $7.95 | $4.72 | 36.1% | 19% |
| 20261005 | $8.55 | $4.12 | 37.5% | 31% |
| 20261002 | $4.62 | $4.62 | 37.0% | 26% |
| 20261001 | $5.42 | $5.42 | 38.9% | 47% |
| 20260930 | $4.50 | $4.50 | 36.9% | 32% |
| 20260929 | $5.70 | $5.70 | 36.5% | 29% |
| 20260928 | $5.67 | $5.67 | 36.9% | 32% |
| 20260925 | $5.67 | $5.67 | 35.7% | 23% |
| 20260924 | $5.75 | $5.75 | 37.0% | 33% |
| 20260923 | $5.72 | $5.72 | 36.8% | 31% |
| 20260922 | $6.05 | $6.05 | 34.6% | 15% |
| 20260921 | $6.95 | $6.95 | 35.2% | 20% |
| 20260918 | $6.07 | $1.55 | 34.7% | 26% |
| 20260917 | $6.60 | $3.12 | 36.6% | 38% |
| 20260916 | $7.60 | $2.33 | 38.5% | 51% |
| 20260915 | $7.15 | $3.17 | 36.9% | 41% |
| 20260914 | $7.05 | $2.17 | 36.5% | 39% |
| 20260911 | $7.38 | $2.42 | 35.8% | 34% |
| 20260910 | $7.45 | $3.45 | 36.5% | 39% |
| 20260909 | $7.55 | $4.00 | 36.0% | 37% |
| 20260908 | $8.18 | $3.38 | 37.8% | 48% |
| 20260904 | $7.60 | $4.85 | 33.9% | 24% |
| 20260903 | $8.02 | $3.90 | 33.7% | 23% |
| 20260902 | $4.90 | $4.90 | 35.5% | 34% |
| 20260901 | $4.90 | $4.90 | 37.1% | 44% |
| 20260831 | $4.33 | $4.33 | 35.9% | 37% |
| 20260828 | $5.47 | $5.47 | 37.0% | 43% |
| 20260827 | $4.75 | $4.75 | 37.2% | 45% |
| 20260826 | $6.75 | $6.75 | 37.0% | 43% |
| 20260825 | $6.45 | $6.45 | 37.2% | 44% |
| 20260824 | $6.17 | $6.17 | 39.1% | 56% |
| 20260821 | $6.75 | $1.50 | 40.3% | 64% |
| 20260820 | $7.52 | $3.00 | 42.8% | 79% |
| 20260819 | $6.30 | $4.05 | 37.2% | 45% |
| 20260818 | $7.00 | $3.85 | 40.5% | 65% |
| 20260817 | $7.48 | $4.78 | 39.5% | 59% |
| 20260814 | $7.22 | $3.23 | 38.4% | 52% |
| 20260813 | $7.15 | $4.20 | 39.0% | 56% |
| 20260812 | $7.50 | $3.95 | 40.5% | 65% |
| 20260811 | $7.62 | $4.60 | 41.7% | 72% |
| 20260810 | $8.35 | $5.00 | 43.8% | 86% |
| 20260807 | — | — | 38.8% | 54% |
| 20260806 | $8.45 | $5.70 | 43.5% | 83% |
| 20260805 | $6.62 | $6.62 | 43.9% | 86% |
| 20260804 | $5.47 | $5.47 | 40.8% | 67% |
| 20260803 | $6.30 | $6.30 | 43.7% | 85% |
| 20260731 | $5.95 | $5.95 | 42.7% | 79% |
| 20260730 | $6.55 | $6.55 | 43.9% | 86% |
More on SHG
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.