SION · Expected Move
Sionna Therapeutics, Inc. Common Stock
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).
SION 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 SION Expected Move
30-Day Straddle
$2.80
7-Day Straddle
$1.17
30-Day ATM IV
—
IV Rank
—
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.80 | $1.17 | — | — |
| 20261015 | $5.75 | $3.85 | — | — |
| 20261014 | $15.75 | $10.35 | — | — |
| 20261013 | $1.42 | $0.67 | — | — |
| 20261012 | $2.88 | $5.55 | — | — |
| 20261009 | $2.38 | $0.55 | 84.0% | 0% |
| 20261008 | $2.35 | $0.47 | 96.6% | 3% |
| 20261007 | $1.35 | $0.70 | 98.6% | 3% |
| 20261006 | $1.77 | $0.75 | 111.2% | 9% |
| 20261005 | $1.38 | $1.82 | 98.3% | 3% |
| 20261002 | $0.80 | $0.80 | 102.1% | 5% |
| 20261001 | $0.82 | $0.82 | 99.6% | 4% |
| 20260930 | $1.10 | $1.10 | — | — |
| 20260929 | $0.90 | $0.90 | — | — |
| 20260928 | $1.82 | $1.82 | 111.0% | 8% |
| 20260925 | $1.05 | $1.05 | 132.0% | 17% |
| 20260924 | $1.12 | $1.12 | 276.0% | 76% |
| 20260923 | $1.25 | $1.25 | — | — |
| 20260922 | $1.15 | $1.15 | 157.8% | 28% |
| 20260921 | $1.57 | $1.57 | — | — |
| 20260918 | $2.70 | $3.95 | 152.8% | 26% |
| 20260917 | $2.62 | $1.52 | — | — |
| 20260916 | $2.85 | $0.85 | — | — |
| 20260915 | $2.35 | $1.68 | 153.9% | 26% |
| 20260914 | $2.40 | $2.08 | 114.7% | 10% |
| 20260911 | $2.73 | $1.12 | 124.6% | 14% |
| 20260910 | $2.77 | $0.82 | 90.3% | 0% |
| 20260909 | $2.08 | $2.15 | 110.2% | 1% |
| 20260908 | $2.88 | $1.92 | 135.6% | 12% |
| 20260904 | $3.10 | $1.25 | 140.0% | 14% |
| 20260903 | $2.95 | $1.15 | 125.6% | 8% |
| 20260902 | $2.70 | $2.70 | — | — |
| 20260901 | $2.23 | $2.23 | 115.3% | 4% |
| 20260831 | $1.30 | $1.30 | 118.4% | 5% |
| 20260828 | $2.62 | $2.62 | 198.5% | 40% |
| 20260827 | $1.40 | $1.40 | — | — |
| 20260826 | $4.17 | $4.17 | 124.1% | 7% |
| 20260825 | $1.52 | $1.52 | 130.8% | 10% |
| 20260824 | $1.32 | $1.32 | 108.5% | 0% |
| 20260821 | $1.50 | $7.80 | 127.9% | 9% |
| 20260820 | $1.62 | $0.70 | 130.2% | 10% |
| 20260819 | $2.62 | $1.32 | 147.5% | 18% |
| 20260818 | $1.57 | $0.78 | 107.3% | 0% |
| 20260817 | $2.20 | $1.15 | 162.8% | 14% |
| 20260814 | $2.53 | $1.27 | 135.7% | 0% |
| 20260813 | $3.38 | $1.15 | 166.5% | 15% |
| 20260812 | $2.88 | $1.68 | 137.4% | 0% |
| 20260811 | $1.80 | $0.70 | 139.3% | 0% |
| 20260810 | $12.35 | $12.88 | — | — |
| 20260807 | — | — | 313.0% | — |
| 20260806 | $39.55 | $29.50 | 319.6% | — |
| 20260805 | $29.70 | $29.70 | 323.6% | — |
| 20260804 | $32.90 | $32.90 | 327.9% | — |
| 20260803 | $30.45 | $30.45 | 315.5% | — |
| 20260731 | $28.15 | $28.15 | 304.4% | — |
| 20260730 | $31.45 | $31.45 | 327.1% | — |
| 20260729 | $31.30 | $31.30 | 335.4% | — |
| 20260728 | $31.65 | $31.65 | 325.3% | — |
| 20260727 | $30.25 | $30.25 | 319.1% | — |
| 20260724 | $30.20 | $30.20 | 307.5% | — |
More on SION
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.