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
$9.75
7-Day Straddle
$4.32
Avg IV
0.5%
IV Rank
9%
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
20260608 $9.75 $4.32 0.5% 9%
20260605 $8.25 $5.05 0.5% 9%
20260604 $9.25 $5.67 0.6% 17%
20260603 $9.40 $5.85 0.6% 17%
20260602 $10.00 $6.57 0.6% 18%
20260601 $14.15 $11.00 0.7% 55%
20260529 $13.05 $10.85 0.7% 56%
20260528 $12.85 $10.90 0.7% 53%
20260527 $13.00 $9.95 0.7% 50%
20260526 $12.90 $10.40 0.7% 46%
20260522 $11.45 $4.20 0.8% 62%
20260521 $11.80 $4.40 0.8% 64%
20260520 $11.25 $4.75 0.8% 65%
20260519 $11.35 $4.90 0.8% 67%
20260518 $11.40 $3.62 0.7% 58%
20260515 $10.60 $3.95 0.7% 48%
20260514 $11.75 $4.97 0.7% 46%
20260513 $11.30 $5.22 0.7% 43%
20260512 $12.25 $5.72 0.7% 47%
20260511 $12.70 $4.12 0.7% 42%
20260510 $13.35 $4.68 0.7% 43%
20260508 $12.60 $4.68 0.7% 46%
20260507 $12.85 $5.15 0.7% 45%
20260506 $13.10 $5.42 0.7% 44%
20260505 $11.90 $5.78 0.7% 41%
20260504 $10.80 $4.38 0.6% 29%
20260502 $9.30 $4.58 0.5% 18%
20260501 $8.65 $4.72 0.5% 16%
20260430 $9.70 $5.45 0.5% 19%
20260429 $9.45 $5.53 0.5% 10%
20260428 $9.70 $6.10 0.5% 16%
20260427 $9.95 $4.05 0.5% 15%
20260424 $9.50 $4.80 0.5% 18%
20260423 $9.75 $5.30 0.6% 19%
20260422 $10.15 $5.75 0.5% 11%
20260421 $10.45 $6.30 0.5% 14%
20260420 $10.45 $3.88 0.5% 15%
20260417 $9.25 $4.60 0.7% 45%
20260416 $9.70 $5.15 0.7% 45%
20260415 $10.20 $5.65 0.7% 50%
20260414 $9.80 $5.72 0.7% 49%
20260413 $10.40 $3.02 0.7% 41%
20260410 $9.50 $4.93 0.5% 17%
20260409 $9.70 $5.30 0.6% 20%
20260408 $9.95 $5.82 0.5% 16%
20260407 $10.15 $5.88 0.6% 20%
20260406 $10.55 $4.42 0.6% 21%
20260402 $9.55 $5.10 0.6% 23%
20260401 $10.15 $5.15 0.5% 18%
20260331 $10.10 $5.65 0.6% 20%
20260330 $10.10 $3.35 0.6% 25%
20260327 $8.95 $4.68 0.6% 22%
20260326 $10.10 $5.45 0.6% 25%
20260325 $9.95 $5.28 0.6% 21%
20260324 $10.90 $6.32 0.6% 22%
20260323 $11.15 $4.70 0.6% 24%
20260320 $10.20 $5.30 0.7% 51%
20260319 $10.55 $6.47 0.9% 90%
20260318 $13.95 $9.70 0.9% 93%
20260317 $13.45 $10.25 0.8% 78%