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
$1.32
7-Day Straddle
$0.73
Avg IV
1.9%
IV Rank
39%
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 |
|---|---|---|---|---|
| 20260613 | $1.32 | $0.73 | 1.9% | 39% |
| 20260612 | $1.32 | $0.73 | 0.6% | 13% |
| 20260611 | $3.27 | $3.20 | 2.0% | 41% |
| 20260610 | $3.25 | $1.05 | 1.8% | 38% |
| 20260609 | $3.25 | $3.17 | 1.5% | 31% |
| 20260608 | $1.27 | $1.32 | 1.4% | 29% |
| 20260605 | $1.40 | $0.62 | 1.6% | 33% |
| 20260604 | $0.90 | $0.70 | 1.5% | 31% |
| 20260603 | $1.15 | $0.88 | 0.0% | 0% |
| 20260602 | $0.78 | $0.78 | 2.1% | 42% |
| 20260601 | $0.73 | $0.73 | 2.6% | 53% |
| 20260529 | $0.73 | $0.73 | 2.5% | 51% |
| 20260528 | $1.52 | $1.52 | 3.2% | 66% |
| 20260527 | $0.88 | $0.88 | 3.3% | 68% |
| 20260526 | $0.78 | $0.78 | 0.0% | 0% |
| 20260522 | $0.73 | $0.73 | 3.5% | 72% |
| 20260521 | $0.75 | $0.75 | 2.2% | 44% |
| 20260520 | $0.83 | $0.83 | 2.5% | 52% |
| 20260519 | $3.30 | $3.30 | 2.2% | 44% |
| 20260518 | $1.68 | $1.68 | 0.6% | 12% |
| 20260515 | $3.27 | $3.20 | 2.0% | 40% |
| 20260514 | $1.65 | $0.72 | 2.2% | 45% |
| 20260513 | $3.27 | $0.75 | 0.5% | 9% |
| 20260512 | $0.85 | $3.38 | 2.0% | 40% |
| 20260511 | $1.68 | $0.95 | 1.6% | 34% |
| 20260510 | $1.68 | $0.90 | 1.3% | 26% |
| 20260508 | $1.68 | $0.90 | 1.8% | 37% |
| 20260507 | $3.33 | $0.80 | 2.3% | 47% |
| 20260506 | $1.38 | $0.90 | 2.0% | 41% |
| 20260505 | $1.70 | $0.98 | 1.8% | 37% |
| 20260504 | $1.68 | $0.98 | 0.0% | 0% |
| 20260502 | $0.93 | $0.93 | 4.9% | 99% |
| 20260501 | $0.93 | $0.93 | 4.4% | 90% |
| 20260430 | $3.40 | $3.40 | 4.7% | 97% |
| 20260429 | $3.38 | $3.38 | 4.1% | 84% |
| 20260428 | $3.42 | $3.42 | 4.4% | 90% |
| 20260427 | $3.12 | $3.12 | 4.4% | 91% |
| 20260424 | $3.38 | $3.38 | 3.7% | 76% |
| 20260423 | $3.38 | $3.38 | 4.1% | 83% |
| 20260422 | $3.17 | $3.17 | 3.5% | 71% |
| 20260421 | $3.40 | $3.40 | 3.9% | 80% |
| 20260420 | $0.88 | $0.88 | 3.3% | 68% |
| 20260417 | $3.35 | $3.10 | 3.2% | 65% |
| 20260416 | $3.12 | $3.02 | 3.4% | 71% |
| 20260415 | $3.23 | $0.73 | 2.9% | 60% |
| 20260414 | $3.23 | $0.75 | 2.7% | 56% |
| 20260413 | $0.75 | $0.78 | 3.4% | 69% |
| 20260410 | $0.88 | $3.20 | 2.6% | 53% |
| 20260409 | $3.25 | $1.55 | 2.4% | 49% |
| 20260408 | $1.40 | $5.67 | 2.8% | 58% |
| 20260407 | $1.00 | $3.27 | 2.9% | 60% |
| 20260406 | $2.88 | $1.30 | 2.4% | 48% |
| 20260402 | $5.38 | $5.70 | 2.6% | 53% |
| 20260401 | $3.12 | $3.12 | 0.0% | 0% |
| 20260331 | $3.15 | $3.15 | 3.1% | 63% |
| 20260330 | $3.33 | $3.33 | 4.9% | 100% |
| 20260327 | $3.02 | $3.02 | 0.0% | 0% |
| 20260326 | $1.70 | $1.70 | 3.8% | 100% |
| 20260325 | $1.42 | $1.42 | 2.8% | 75% |
| 20260324 | $0.88 | $0.88 | 2.9% | 78% |