SIG · Expected Move
Signet Jewelers Limited
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).
SIG straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SIG Expected Move
30-Day Straddle
$10.95
7-Day Straddle
$6.30
30-Day ATM IV
42.1%
IV Rank
14%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $10.95 | $6.30 | 42.1% | 14% |
| 20261021 | $10.85 | $6.30 | 41.4% | 12% |
| 20261020 | $11.15 | $6.15 | 41.5% | 12% |
| 20261019 | $11.30 | $4.72 | 40.5% | 9% |
| 20261016 | $11.15 | $5.85 | 42.0% | 14% |
| 20261015 | $10.52 | $6.03 | 40.6% | 9% |
| 20261014 | $9.35 | $5.62 | 38.1% | 0% |
| 20261013 | $9.85 | $5.72 | 39.8% | 4% |
| 20261012 | $9.75 | $3.58 | 39.1% | 1% |
| 20261009 | $9.80 | $4.72 | 41.1% | 9% |
| 20261008 | $9.75 | $5.22 | 41.0% | 7% |
| 20261007 | $10.10 | $5.90 | 42.8% | 12% |
| 20261006 | $10.75 | $6.28 | 44.9% | 18% |
| 20261005 | $9.73 | $3.88 | 40.5% | 5% |
| 20261002 | $8.80 | $4.95 | 39.7% | 3% |
| 20261001 | $9.55 | $4.67 | 41.4% | 8% |
| 20260930 | $9.50 | $5.10 | 41.4% | 8% |
| 20260929 | $9.25 | $5.55 | 39.7% | 3% |
| 20260928 | $10.00 | $3.27 | 40.6% | 5% |
| 20260925 | $9.05 | $4.30 | 39.9% | 3% |
| 20260924 | $9.15 | $4.85 | 40.3% | 5% |
| 20260923 | $8.80 | $4.93 | 38.8% | 0% |
| 20260922 | $9.75 | $6.10 | 41.4% | 6% |
| 20260921 | $8.95 | $3.65 | 39.3% | 0% |
| 20260918 | $8.35 | $4.58 | 39.8% | 2% |
| 20260917 | $9.05 | $4.80 | 39.3% | 0% |
| 20260916 | $10.15 | $5.67 | 43.6% | 9% |
| 20260915 | $9.60 | $5.80 | 41.6% | 3% |
| 20260914 | $9.57 | $3.70 | 40.8% | 0% |
| 20260911 | $9.20 | $4.30 | 40.7% | 0% |
| 20260910 | $9.10 | $5.35 | 42.2% | 0% |
| 20260909 | $10.30 | $6.33 | 43.1% | 0% |
| 20260908 | $11.40 | $9.30 | 60.0% | 57% |
| 20260904 | $11.35 | $9.40 | 59.3% | 55% |
| 20260903 | $11.65 | $9.25 | 62.6% | 67% |
| 20260902 | $11.55 | $9.65 | 62.0% | 64% |
| 20260901 | $12.40 | $10.05 | 65.7% | 77% |
| 20260831 | $11.40 | $2.77 | 59.8% | 57% |
| 20260828 | $11.55 | $4.28 | 60.7% | 60% |
| 20260827 | $11.15 | $3.97 | 59.8% | 57% |
| 20260826 | $11.50 | $4.67 | 60.9% | 61% |
| 20260825 | $12.10 | $5.07 | 62.1% | 65% |
| 20260824 | $11.25 | $3.62 | 59.4% | 55% |
| 20260821 | $11.15 | $3.93 | 60.5% | 59% |
| 20260820 | $11.15 | $4.25 | 60.7% | 60% |
| 20260819 | $11.70 | $4.92 | 60.4% | 59% |
| 20260818 | $12.60 | $5.17 | 64.0% | 72% |
| 20260817 | $12.10 | $3.75 | 61.3% | 62% |
| 20260814 | $11.90 | $3.48 | 58.9% | 54% |
| 20260813 | $12.55 | $5.30 | 60.1% | 58% |
| 20260812 | $13.00 | $5.62 | 60.9% | 61% |
| 20260811 | $13.25 | $6.60 | 59.5% | 56% |
| 20260810 | $13.45 | $4.30 | 59.7% | 56% |
| 20260807 | — | — | 53.1% | 33% |
| 20260806 | $11.40 | $5.67 | 53.4% | 35% |
| 20260805 | $11.15 | $6.35 | 50.3% | 24% |
| 20260804 | $11.65 | $6.15 | 51.6% | 28% |
| 20260803 | $12.45 | $4.00 | 54.8% | 39% |
| 20260731 | $10.40 | $4.62 | 49.8% | 22% |
| 20260730 | $10.30 | $5.08 | 47.4% | 13% |
More on SIG
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.