SID (Companhia Siderurgica Nacional S.A. (CSN))
Expected Move & Straddle Price History
The expected move for SID 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).
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.
Current SID Expected Move
30-Day Straddle
$3.52
7-Day Straddle
$7.53
Avg IV
2.9%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to SID'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.
SID Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260821 | $3.52 | $7.53 | 2.9% | 50% |
| 20260820 | $0.25 | $5.03 | 3.3% | 60% |
| 20260819 | $7.67 | $15.00 | 3.4% | 62% |
| 20260818 | $0.28 | $7.53 | 3.0% | 53% |
| 20260817 | $7.70 | $0.50 | 2.7% | 45% |
| 20260814 | $0.20 | $0.55 | 2.9% | 50% |
| 20260813 | $7.70 | $0.10 | 2.7% | 46% |
| 20260812 | $0.28 | $0.70 | 2.8% | 48% |
| 20260811 | $0.20 | $15.00 | 3.0% | 51% |
| 20260810 | $0.25 | $0.17 | 2.7% | 46% |
| 20260806 | $15.00 | $8.00 | 2.2% | 34% |
| 20260805 | $0.57 | $0.57 | 4.9% | 95% |
| 20260804 | $3.55 | $3.55 | 5.1% | 100% |
| 20260803 | $0.28 | $0.28 | 4.9% | 100% |
| 20260731 | $0.15 | $0.15 | 4.1% | 100% |
| 20260730 | $0.15 | $0.15 | 2.9% | 67% |
| 20260729 | $0.12 | $0.12 | 4.0% | 99% |
| 20260728 | $0.15 | $0.15 | 4.0% | 100% |
| 20260727 | $0.17 | $0.17 | 3.8% | 96% |
| 20260724 | $0.12 | $0.12 | 3.7% | 94% |
| 20260723 | $0.15 | $0.15 | 3.3% | 79% |
| 20260722 | $0.15 | $0.15 | 3.9% | 100% |
| 20260721 | $0.15 | $0.15 | 1.9% | 39% |
| 20260720 | $0.15 | $0.15 | 3.0% | 74% |
| 20260716 | $15.00 | $7.53 | 2.6% | 62% |
| 20260715 | $7.67 | $0.08 | 2.6% | 63% |
| 20260714 | $0.20 | $0.08 | 2.7% | 64% |
| 20260713 | $1.00 | $0.08 | 2.7% | 67% |
| 20260710 | $7.62 | $0.08 | 2.6% | 61% |
| 20260709 | $7.58 | $0.12 | 2.8% | 68% |
| 20260708 | $15.00 | $0.10 | 3.1% | 77% |
| 20260707 | $2.95 | $0.10 | 2.6% | 55% |
| 20260706 | $7.95 | $0.12 | 2.6% | 57% |
| 20260702 | $0.15 | $0.15 | 2.8% | 61% |
| 20260701 | $0.10 | $0.10 | 3.1% | 69% |
| 20260630 | $0.55 | $0.55 | 3.7% | 90% |
| 20260629 | $0.23 | $0.23 | 2.5% | 54% |
| 20260626 | $0.10 | $0.10 | 2.8% | 63% |
| 20260625 | $0.17 | $0.17 | 1.5% | 22% |
| 20260624 | $0.15 | $0.15 | 0.7% | 0% |
| 20260623 | $0.20 | $0.20 | 2.4% | 48% |
| 20260622 | $0.15 | $0.15 | 2.1% | 39% |
| 20260618 | $0.15 | $0.05 | 2.1% | 37% |
| 20260617 | $0.23 | $0.15 | 1.6% | 23% |
| 20260616 | $0.25 | $0.25 | 2.1% | 38% |
| 20260615 | $0.28 | $0.25 | 2.2% | 43% |
| 20260613 | $0.28 | $0.25 | 1.8% | 28% |
| 20260612 | $0.28 | $0.25 | 1.8% | 30% |
| 20260611 | $0.62 | $0.23 | 1.6% | 23% |
| 20260610 | $0.25 | $0.23 | 2.2% | 41% |
| 20260609 | $0.17 | $0.25 | 2.0% | 36% |
| 20260608 | $0.23 | $0.20 | 1.3% | 14% |
| 20260605 | $7.65 | $0.43 | 2.6% | 55% |
| 20260604 | $0.62 | $0.42 | 1.3% | 14% |
| 20260603 | $0.60 | $0.28 | 3.0% | 66% |
| 20260602 | $0.22 | $0.22 | 1.7% | 25% |
| 20260601 | $0.20 | $0.20 | 1.4% | 17% |
| 20260529 | $0.20 | $0.20 | 1.0% | 6% |
| 20260528 | $0.17 | $0.17 | 1.6% | 21% |
| 20260527 | $0.23 | $0.23 | 1.5% | 18% |