SIRI · Expected Move
Sirius XM Holdings, Inc
The expected move for SIRI 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).
SIRI 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 SIRI Expected Move
30-Day Straddle
$2.33
7-Day Straddle
$1.63
30-Day ATM IV
36.9%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to SIRI'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.
SIRI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $2.33 | $1.63 | 36.9% | 48% |
| 20261022 | $2.42 | $1.75 | 39.4% | 59% |
| 20261021 | $2.33 | $1.76 | 38.1% | 53% |
| 20261020 | $2.40 | $1.92 | 38.0% | 53% |
| 20261019 | $2.35 | $1.05 | 38.8% | 57% |
| 20261016 | $2.60 | $0.90 | 40.8% | 66% |
| 20261015 | $2.39 | $1.04 | 38.7% | 56% |
| 20261014 | $2.52 | $1.31 | 40.3% | 63% |
| 20261013 | $2.99 | $1.30 | 44.7% | 83% |
| 20261012 | $2.52 | $0.89 | 37.0% | 48% |
| 20261009 | $2.27 | $0.83 | 38.0% | 53% |
| 20261008 | $2.30 | $0.95 | 37.5% | 51% |
| 20261007 | $2.22 | $0.93 | 37.9% | 52% |
| 20261006 | $2.45 | $1.01 | 40.0% | 62% |
| 20261005 | $2.38 | $1.05 | 39.3% | 59% |
| 20261002 | $2.05 | $1.15 | 36.2% | 45% |
| 20261001 | $1.86 | $0.86 | 33.3% | 31% |
| 20260930 | $2.03 | $1.20 | 34.6% | 38% |
| 20260929 | $2.19 | $1.34 | 35.1% | 40% |
| 20260928 | $2.44 | $1.23 | 38.7% | 56% |
| 20260925 | $1.58 | $0.75 | 31.2% | 22% |
| 20260924 | $1.78 | $1.22 | 29.1% | 13% |
| 20260923 | $1.97 | $1.37 | 31.8% | 25% |
| 20260922 | $2.06 | $1.16 | 32.4% | 27% |
| 20260921 | $2.32 | $0.93 | 33.3% | 32% |
| 20260918 | $1.79 | $0.76 | 29.2% | 13% |
| 20260917 | $1.55 | $1.69 | 26.3% | 0% |
| 20260916 | $1.95 | $1.41 | 28.7% | 9% |
| 20260915 | $2.23 | $1.23 | 31.7% | 23% |
| 20260914 | $2.16 | $0.71 | 34.3% | 35% |
| 20260911 | $1.70 | $1.11 | 28.9% | 10% |
| 20260910 | $2.12 | $1.18 | 31.9% | 24% |
| 20260909 | $2.19 | $1.87 | 37.3% | 49% |
| 20260908 | $2.23 | $1.33 | 32.5% | 27% |
| 20260904 | $2.30 | $0.83 | 32.4% | 26% |
| 20260903 | $2.00 | $1.12 | 30.2% | 16% |
| 20260902 | $2.28 | $1.19 | 32.5% | 16% |
| 20260901 | $1.95 | $0.97 | 33.6% | 20% |
| 20260831 | $1.83 | $0.79 | 26.7% | 0% |
| 20260828 | $1.94 | $0.88 | 32.3% | 10% |
| 20260827 | $2.76 | $1.85 | 35.2% | 19% |
| 20260826 | $1.80 | $0.98 | 29.8% | 2% |
| 20260825 | $1.85 | $1.61 | 29.4% | 1% |
| 20260824 | $2.44 | $1.17 | 33.0% | 12% |
| 20260821 | $1.83 | $1.52 | 29.7% | 2% |
| 20260820 | $1.91 | $1.04 | 30.5% | 4% |
| 20260819 | $2.08 | $1.29 | 31.8% | 8% |
| 20260818 | $1.98 | $1.46 | 29.8% | 2% |
| 20260817 | $2.33 | $0.73 | 39.1% | 30% |
| 20260814 | $2.67 | $0.99 | 40.4% | 34% |
| 20260813 | $2.02 | $1.25 | 29.2% | 0% |
| 20260812 | $2.96 | $0.98 | 38.4% | 26% |
| 20260811 | $2.38 | $1.35 | 35.9% | 18% |
| 20260810 | $3.05 | $0.86 | 41.6% | 36% |
| 20260807 | — | — | 40.6% | 33% |
| 20260806 | $2.70 | $1.40 | 38.7% | 27% |
| 20260805 | $4.16 | $2.02 | 45.0% | 47% |
| 20260804 | $2.55 | $1.48 | 35.1% | 22% |
| 20260803 | $2.45 | $1.00 | 33.9% | 19% |
| 20260731 | $2.17 | $0.97 | 32.7% | 15% |
More on SIRI
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.