SIBN · Expected Move
SI-BONE, Inc. Common Stock
The expected move for SIBN 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).
SIBN 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 SIBN Expected Move
30-Day Straddle
$3.85
7-Day Straddle
$2.97
30-Day ATM IV
62.6%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to SIBN'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.
SIBN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.85 | $2.97 | 62.6% | 47% |
| 20261106 | $4.60 | $2.55 | 64.2% | 50% |
| 20261105 | $4.65 | $2.85 | 62.8% | 47% |
| 20261104 | $3.12 | $3.12 | 68.8% | 60% |
| 20261103 | $3.60 | $3.60 | 72.3% | 67% |
| 20261102 | $3.88 | $3.88 | 69.6% | 61% |
| 20261030 | $4.20 | $4.20 | 74.7% | 72% |
| 20261029 | $3.57 | $3.57 | 59.4% | 40% |
| 20261028 | $4.12 | $4.12 | 80.6% | 84% |
| 20261027 | $3.53 | $3.53 | 68.0% | 58% |
| 20261026 | $4.25 | $4.25 | 81.7% | 87% |
| 20261023 | $3.55 | $3.55 | 65.9% | 54% |
| 20261022 | $4.00 | $4.00 | 67.8% | 58% |
| 20261021 | $3.22 | $3.22 | 52.1% | 25% |
| 20261020 | $3.17 | $3.17 | 79.0% | 81% |
| 20261019 | $3.15 | $3.15 | — | — |
| 20261016 | $3.85 | $1.60 | 79.2% | 81% |
| 20261015 | $3.67 | $1.83 | — | — |
| 20261014 | $4.03 | $1.25 | 68.6% | 59% |
| 20261013 | $3.90 | $1.35 | 74.5% | 72% |
| 20261012 | $3.20 | $1.38 | 57.8% | 37% |
| 20261009 | $3.12 | $1.90 | 63.1% | 48% |
| 20261008 | $4.10 | $2.33 | 76.9% | 77% |
| 20261007 | $3.08 | $2.12 | 71.1% | 65% |
| 20261006 | $3.40 | $1.50 | — | — |
| 20261005 | $2.95 | $2.55 | 58.1% | 37% |
| 20261002 | $2.35 | $2.35 | 51.7% | 24% |
| 20261001 | $2.17 | $2.17 | 61.8% | 45% |
| 20260930 | $2.12 | $2.12 | 57.3% | 36% |
| 20260929 | $1.70 | $1.70 | 52.0% | 25% |
| 20260928 | $2.05 | $2.05 | 59.2% | 40% |
| 20260925 | $3.60 | $3.60 | 73.8% | 70% |
| 20260924 | $3.62 | $3.62 | 84.6% | 93% |
| 20260923 | $2.65 | $2.65 | 63.4% | 48% |
| 20260922 | $2.38 | $2.38 | 53.0% | 27% |
| 20260921 | $2.62 | $2.62 | 66.2% | 54% |
| 20260918 | $3.55 | $0.88 | 83.9% | 91% |
| 20260917 | $3.23 | $2.50 | 79.2% | 33% |
| 20260916 | $3.73 | $2.72 | 78.9% | 32% |
| 20260915 | $2.90 | $2.45 | 64.1% | 20% |
| 20260914 | $2.70 | $2.45 | 64.8% | 21% |
| 20260911 | $3.47 | $2.60 | 76.5% | 30% |
| 20260910 | $2.50 | $1.43 | 56.2% | 13% |
| 20260909 | $2.58 | $1.30 | 55.3% | 13% |
| 20260908 | $3.05 | $2.25 | 60.4% | 17% |
| 20260904 | $3.48 | $2.38 | 65.9% | 22% |
| 20260903 | $2.75 | $2.12 | 59.6% | 16% |
| 20260902 | $1.75 | $1.75 | 54.0% | 12% |
| 20260901 | $2.12 | $2.12 | 60.1% | 17% |
| 20260831 | $2.00 | $2.00 | 52.9% | 11% |
| 20260828 | $2.70 | $2.70 | 64.2% | 20% |
| 20260827 | $2.05 | $2.05 | 54.5% | 12% |
| 20260826 | $2.70 | $2.70 | 62.6% | 19% |
| 20260825 | $1.57 | $1.57 | 42.9% | 2% |
| 20260824 | $2.10 | $2.10 | 49.3% | 8% |
| 20260821 | $2.15 | $1.22 | 49.0% | 7% |
| 20260820 | $3.23 | $0.78 | 67.5% | 23% |
| 20260819 | $1.83 | $0.90 | 40.2% | 0% |
| 20260818 | $2.70 | $1.15 | 62.0% | 14% |
| 20260817 | $2.75 | $1.90 | 46.0% | 0% |
More on SIBN
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.