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
$7.95
7-Day Straddle
$0.12
Avg IV
2.6%
IV Rank
57%
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 |
|---|---|---|---|---|
| 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% |
| 20260526 | $0.82 | $0.82 | 1.6% | 23% |
| 20260522 | $0.20 | $0.20 | 1.2% | 11% |
| 20260521 | $0.28 | $0.28 | 1.4% | 17% |
| 20260520 | $0.28 | $0.28 | 1.4% | 18% |
| 20260519 | $0.47 | $0.47 | 1.5% | 19% |
| 20260518 | $0.25 | $0.25 | 1.6% | 22% |
| 20260515 | $7.72 | $15.00 | 1.3% | 12% |
| 20260514 | $0.62 | $0.53 | 1.1% | 7% |
| 20260513 | $0.42 | $7.53 | 1.3% | 14% |
| 20260512 | $0.38 | $0.53 | 1.2% | 10% |
| 20260511 | $0.35 | $0.53 | 1.0% | 5% |
| 20260510 | $0.25 | $0.53 | 1.1% | 7% |
| 20260508 | $0.25 | $0.53 | 1.1% | 6% |
| 20260507 | $0.35 | $0.53 | 0.9% | 1% |
| 20260506 | $0.33 | $15.00 | 1.0% | 3% |
| 20260505 | $0.25 | $7.53 | 0.9% | 2% |
| 20260504 | $0.35 | $0.47 | 0.9% | 0% |
| 20260502 | $7.53 | $7.53 | 2.6% | 49% |
| 20260501 | $7.53 | $7.53 | 2.4% | 42% |
| 20260430 | $7.53 | $7.53 | 2.0% | 27% |
| 20260429 | $0.53 | $0.53 | 2.3% | 36% |
| 20260428 | $1.05 | $1.05 | 1.7% | 18% |
| 20260427 | $7.53 | $7.53 | 1.9% | 24% |
| 20260424 | $7.85 | $7.85 | 1.4% | 6% |
| 20260423 | $0.53 | $0.53 | 2.0% | 27% |
| 20260422 | $0.55 | $0.55 | 1.9% | 24% |
| 20260421 | $0.25 | $0.25 | 1.5% | 10% |
| 20260420 | $0.23 | $0.23 | 1.6% | 13% |
| 20260417 | $7.53 | $0.50 | 1.5% | 8% |
| 20260416 | $0.55 | $0.55 | 1.3% | 2% |
| 20260415 | $0.55 | $0.55 | 1.6% | 12% |
| 20260414 | $0.03 | $0.55 | 1.5% | 9% |