SID · Expected Move
Companhia Siderurgica Nacional S.A. (CSN)
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).
SID 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 SID Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$7.55
30-Day ATM IV
238.4%
IV Rank
46%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $0.90 | $7.55 | 238.4% | 46% |
| 20261008 | $1.00 | $1.00 | — | — |
| 20261007 | $7.92 | $15.00 | 203.4% | 37% |
| 20261006 | $0.57 | $7.55 | 177.3% | 30% |
| 20261005 | $0.57 | $0.35 | 186.0% | 33% |
| 20261002 | $0.17 | $0.17 | 201.8% | 37% |
| 20261001 | $7.55 | $7.55 | 311.6% | 66% |
| 20260930 | $0.00 | $0.00 | 342.6% | 74% |
| 20260929 | $0.15 | $0.15 | 99.5% | 10% |
| 20260928 | $0.42 | $0.42 | 247.7% | 49% |
| 20260925 | $7.85 | $7.85 | 303.6% | 63% |
| 20260924 | $7.58 | $7.58 | 300.9% | 63% |
| 20260923 | $0.55 | $0.55 | 167.6% | 28% |
| 20260922 | $0.30 | $0.30 | 230.0% | 44% |
| 20260921 | $0.28 | $0.28 | 129.6% | 18% |
| 20260918 | $0.25 | $0.28 | 113.2% | 13% |
| 20260917 | $1.00 | $0.28 | — | — |
| 20260916 | $1.00 | $0.25 | — | — |
| 20260915 | $15.00 | $10.53 | 266.7% | 54% |
| 20260914 | $0.80 | $0.28 | — | — |
| 20260911 | $0.50 | $7.88 | 255.3% | 51% |
| 20260910 | $7.58 | $0.55 | 322.2% | 68% |
| 20260909 | $0.55 | $0.25 | 194.9% | 35% |
| 20260908 | $8.07 | $0.28 | 404.6% | 90% |
| 20260904 | $7.72 | $0.40 | 226.9% | 43% |
| 20260903 | $10.12 | $0.55 | 219.0% | 41% |
| 20260902 | $0.20 | $0.20 | 92.8% | 8% |
| 20260901 | $0.17 | $0.17 | 85.8% | 6% |
| 20260831 | $0.10 | $0.10 | 83.6% | 6% |
| 20260828 | $0.12 | $0.12 | 67.3% | 1% |
| 20260827 | $0.10 | $0.10 | 78.6% | 4% |
| 20260826 | $0.12 | $0.12 | 84.5% | 6% |
| 20260825 | $0.77 | $0.77 | 73.8% | 3% |
| 20260824 | $0.23 | $0.23 | 105.0% | 11% |
| 20260821 | $0.17 | $7.53 | — | — |
| 20260820 | $0.25 | $5.03 | 184.9% | 32% |
| 20260819 | $7.67 | $15.00 | 169.0% | 28% |
| 20260818 | $0.28 | $7.53 | 190.0% | 34% |
| 20260817 | $7.70 | $0.50 | — | — |
| 20260814 | $0.20 | $0.55 | 156.9% | 25% |
| 20260813 | $7.70 | $0.10 | 172.2% | 29% |
| 20260812 | $0.28 | $0.70 | 163.8% | 27% |
| 20260811 | $0.20 | $15.00 | 162.8% | 26% |
| 20260810 | $0.25 | $0.17 | 105.3% | 11% |
| 20260806 | $15.00 | $8.00 | 120.9% | 15% |
| 20260805 | $0.57 | $0.57 | 119.4% | 15% |
| 20260804 | $3.55 | $3.55 | 90.1% | 7% |
| 20260803 | $0.28 | $0.28 | 115.5% | 14% |
| 20260731 | $0.15 | $0.15 | 87.7% | 7% |
| 20260730 | $0.15 | $0.15 | 66.0% | 1% |
| 20260729 | $0.12 | $0.12 | 69.2% | 2% |
| 20260728 | $0.15 | $0.15 | 114.1% | 14% |
| 20260727 | $0.17 | $0.17 | 62.1% | 0% |
| 20260724 | $0.12 | $0.12 | 108.7% | 12% |
| 20260723 | $0.15 | $0.15 | 113.4% | 14% |
| 20260722 | $0.15 | $0.15 | 120.1% | 15% |
| 20260721 | $0.15 | $0.15 | 64.9% | 1% |
| 20260720 | $0.15 | $0.15 | 63.0% | 1% |
| 20260716 | $15.00 | $7.53 | 109.2% | 13% |
| 20260715 | $7.67 | $0.08 | — | — |
More on SID
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.