SIEB (Siebert Financial Corp)
Expected Move & Straddle Price History
The expected move for SIEB 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 SIEB Expected Move
30-Day Straddle
$1.75
7-Day Straddle
$0.50
Avg IV
1.5%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to SIEB'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.
SIEB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260910 | $1.75 | $0.50 | 1.5% | 30% |
| 20260909 | $0.95 | $0.53 | 1.3% | 27% |
| 20260908 | $0.60 | $0.57 | 1.3% | 26% |
| 20260904 | $2.70 | $0.53 | 1.4% | 28% |
| 20260903 | $1.02 | $0.53 | 0.6% | 13% |
| 20260902 | $0.28 | $0.28 | 1.4% | 29% |
| 20260901 | $0.62 | $0.62 | 2.5% | 52% |
| 20260831 | $0.95 | $0.95 | 2.1% | 43% |
| 20260828 | $0.35 | $0.35 | 2.4% | 49% |
| 20260827 | $0.90 | $0.90 | 2.2% | 45% |
| 20260826 | $1.00 | $1.00 | 2.1% | 43% |
| 20260825 | $0.98 | $0.98 | 1.4% | 29% |
| 20260824 | $0.58 | $0.58 | 2.2% | 46% |
| 20260821 | $3.02 | $0.53 | 1.4% | 28% |
| 20260820 | $0.88 | $0.65 | 2.1% | 44% |
| 20260819 | $3.05 | $0.68 | 1.7% | 35% |
| 20260818 | $1.40 | $0.65 | 1.3% | 28% |
| 20260817 | $3.12 | $0.55 | 1.9% | 39% |
| 20260814 | $0.85 | $0.57 | 1.6% | 33% |
| 20260813 | $3.17 | $3.25 | 2.0% | 41% |
| 20260812 | $3.25 | $0.97 | 0.0% | 0% |
| 20260811 | $1.30 | $0.80 | 1.9% | 40% |
| 20260810 | $3.35 | $1.00 | 2.1% | 44% |
| 20260806 | $3.42 | $0.97 | 1.5% | 31% |
| 20260805 | $1.50 | $1.50 | 4.8% | 97% |
| 20260804 | $3.08 | $3.08 | 4.3% | 88% |
| 20260803 | $1.35 | $1.35 | 3.8% | 77% |
| 20260731 | $2.77 | $2.77 | 3.6% | 73% |
| 20260730 | $3.23 | $3.23 | 4.1% | 84% |
| 20260729 | $1.00 | $1.00 | 4.0% | 82% |
| 20260728 | $5.00 | $5.00 | 2.1% | 43% |
| 20260727 | $0.70 | $0.70 | 3.3% | 68% |
| 20260724 | $1.02 | $1.02 | 3.4% | 69% |
| 20260723 | $2.67 | $2.67 | 2.8% | 58% |
| 20260722 | $1.55 | $1.55 | 3.5% | 73% |
| 20260721 | $1.30 | $1.30 | 2.5% | 52% |
| 20260720 | $0.55 | $0.55 | 2.3% | 46% |
| 20260716 | $1.43 | $1.38 | 1.7% | 34% |
| 20260715 | $1.10 | $0.93 | 1.7% | 34% |
| 20260714 | $1.32 | $1.38 | 2.2% | 45% |
| 20260713 | $1.10 | $0.90 | 1.8% | 38% |
| 20260710 | $3.00 | $1.25 | 1.7% | 35% |
| 20260709 | $3.00 | $0.83 | 1.6% | 33% |
| 20260708 | $1.10 | $3.35 | 2.3% | 47% |
| 20260707 | $2.88 | $0.72 | 2.8% | 57% |
| 20260706 | $3.40 | $1.82 | 2.8% | 57% |
| 20260702 | $1.70 | $1.70 | 3.0% | 62% |
| 20260701 | $1.75 | $1.75 | 3.2% | 65% |
| 20260630 | $1.73 | $1.73 | 2.2% | 44% |
| 20260629 | $1.30 | $1.30 | 2.7% | 55% |
| 20260626 | $0.90 | $0.90 | 2.1% | 42% |
| 20260625 | $1.50 | $1.50 | 1.0% | 21% |
| 20260624 | $0.80 | $0.80 | 1.5% | 30% |
| 20260623 | $0.73 | $0.73 | 2.4% | 50% |
| 20260622 | $1.23 | $1.23 | 2.2% | 45% |
| 20260618 | $1.55 | $0.58 | 1.5% | 32% |
| 20260617 | $3.17 | $0.70 | 0.9% | 19% |
| 20260616 | $1.57 | $0.68 | 2.1% | 42% |
| 20260615 | $2.10 | $1.05 | 1.6% | 32% |
| 20260613 | $1.32 | $0.73 | 1.9% | 39% |