SIG (Signet Jewelers Limited)

Expected Move & Straddle Price History

The expected move for SIG 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 SIG Expected Move
30-Day Straddle
$11.35
7-Day Straddle
$9.40
Avg IV
0.6%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to SIG'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.
SIG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $11.35 $9.40 0.6% 47%
20260903 $11.65 $9.25 0.6% 46%
20260902 $11.55 $9.65 0.6% 45%
20260901 $12.40 $10.05 0.6% 44%
20260831 $11.40 $2.77 0.6% 46%
20260828 $11.55 $4.28 0.6% 44%
20260827 $11.15 $3.97 0.6% 45%
20260826 $11.50 $4.67 0.6% 44%
20260825 $12.10 $5.07 0.6% 42%
20260824 $11.25 $3.62 0.6% 38%
20260821 $11.15 $3.93 0.8% 100%
20260820 $11.15 $4.25 0.8% 90%
20260819 $11.70 $4.92 0.8% 90%
20260818 $12.60 $5.17 0.8% 93%
20260817 $12.10 $3.75 0.7% 79%
20260814 $11.90 $3.48 0.6% 47%
20260813 $12.55 $5.30 0.7% 50%
20260812 $13.00 $5.62 0.6% 49%
20260811 $13.25 $6.60 0.6% 49%
20260810 $13.45 $4.30 0.7% 49%
20260806 $11.40 $5.67 0.6% 24%
20260805 $11.15 $6.35 0.6% 26%
20260804 $11.65 $6.15 0.6% 24%
20260803 $12.45 $4.00 0.6% 32%
20260731 $10.40 $4.62 0.6% 19%
20260730 $10.30 $5.08 0.6% 18%
20260729 $10.75 $5.45 0.6% 38%
20260728 $10.25 $6.00 0.6% 23%
20260727 $10.45 $4.25 0.6% 16%
20260724 $9.90 $4.45 0.5% 11%
20260723 $9.23 $4.90 0.6% 15%
20260722 $9.45 $5.20 0.6% 13%
20260721 $9.50 $5.58 0.5% 9%
20260720 $9.80 $3.98 0.6% 14%
20260716 $9.25 $4.95 0.5% 2%
20260715 $9.82 $5.17 0.5% 4%
20260714 $9.30 $5.28 0.5% 4%
20260713 $9.15 $3.65 0.5% 3%
20260710 $8.12 $3.90 0.5% 4%
20260709 $8.80 $4.55 0.5% 7%
20260708 $8.90 $4.92 0.5% 8%
20260707 $8.90 $5.05 0.5% 7%
20260706 $9.10 $3.77 0.5% 8%
20260702 $7.97 $4.75 0.5% 8%
20260701 $9.10 $4.83 0.5% 8%
20260630 $10.25 $5.28 0.5% 3%
20260629 $9.72 $3.80 0.5% 0%
20260626 $9.25 $4.40 0.5% 4%
20260625 $9.05 $4.42 0.5% 7%
20260624 $9.40 $4.95 0.5% 8%
20260623 $9.50 $5.07 0.5% 7%
20260622 $10.00 $3.97 0.5% 9%
20260618 $9.50 $4.78 0.7% 47%
20260617 $9.70 $5.75 0.8% 70%
20260616 $9.32 $6.03 0.8% 63%
20260615 $11.00 $3.55 0.7% 51%
20260613 $8.90 $5.80 0.5% 8%
20260612 $8.15 $5.82 0.5% 2%
20260611 $9.95 $5.28 0.6% 14%
20260610 $10.35 $5.60 0.5% 10%