SION (Sionna Therapeutics, Inc. Common Stock)
Expected Move & Straddle Price History
The expected move for SION 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 SION Expected Move
30-Day Straddle
$2.23
7-Day Straddle
$2.23
Avg IV
2.2%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to SION'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.
SION Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260901 | $2.23 | $2.23 | 2.2% | 36% |
| 20260831 | $1.30 | $1.30 | 2.5% | 46% |
| 20260828 | $2.62 | $2.62 | 1.4% | 10% |
| 20260827 | $1.40 | $1.40 | 1.8% | 22% |
| 20260826 | $4.17 | $4.17 | 2.1% | 34% |
| 20260825 | $1.52 | $1.52 | 2.5% | 46% |
| 20260824 | $1.32 | $1.32 | 2.4% | 45% |
| 20260821 | $1.50 | $7.80 | 1.3% | 6% |
| 20260820 | $1.62 | $0.70 | 1.3% | 7% |
| 20260819 | $2.62 | $1.32 | 2.1% | 32% |
| 20260818 | $1.57 | $0.78 | 2.0% | 31% |
| 20260817 | $2.20 | $1.15 | 1.1% | 0% |
| 20260814 | $2.53 | $1.27 | 1.9% | 13% |
| 20260813 | $3.38 | $1.15 | 2.0% | 17% |
| 20260812 | $2.88 | $1.68 | 2.1% | 23% |
| 20260811 | $1.80 | $0.70 | 1.6% | 0% |
| 20260810 | $12.35 | $12.88 | 1.9% | 0% |
| 20260806 | $39.55 | $29.50 | 2.9% | 35% |
| 20260805 | $29.70 | $29.70 | 4.0% | 100% |
| 20260804 | $32.90 | $32.90 | 3.9% | 100% |
| 20260803 | $30.45 | $30.45 | 3.5% | 90% |
| 20260731 | $28.15 | $28.15 | 3.3% | 79% |
| 20260730 | $31.45 | $31.45 | 3.6% | 98% |
| 20260729 | $31.30 | $31.30 | 3.6% | 100% |
| 20260728 | $31.65 | $31.65 | 3.5% | 100% |
| 20260727 | $30.25 | $30.25 | 3.4% | 100% |
| 20260724 | $30.20 | $30.20 | 3.1% | 100% |
| 20260723 | $30.10 | $30.10 | 3.1% | 100% |
| 20260722 | $30.00 | $30.00 | 3.1% | 100% |
| 20260721 | $29.90 | $29.90 | 3.0% | 100% |
| 20260720 | $25.90 | $25.90 | 2.5% | 100% |
| 20260716 | $26.75 | $5.45 | 2.4% | 100% |
| 20260715 | $26.20 | $5.05 | 2.4% | 100% |
| 20260714 | $25.70 | $6.20 | 2.3% | 0% |
| 20260713 | $26.80 | $6.45 | 2.3% | 50% |