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
$9.23
7-Day Straddle
$4.90
Avg IV
0.6%
IV Rank
15%
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
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%
20260609 $9.80 $5.78 0.5% 10%
20260608 $9.65 $4.15 0.5% 8%
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%