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
$26.75
7-Day Straddle
$5.45
Avg IV
2.4%
IV Rank
100%
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 |
|---|---|---|---|---|
| 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% |