SITM · Expected Move

SiTime Corporation Common Stock

The expected move for SITM 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).

SITM straddle price & implied vol

60 sessions

Bars: 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 SITM Expected Move
30-Day Straddle
$115.75
7-Day Straddle
$8.28
30-Day ATM IV
99.5%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to SITM'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.
SITM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $115.75 $8.28 99.5% 68%
20261015 $119.50 $22.30 95.8% 61%
20261014 $129.15 $33.25 97.1% 64%
20261013 $133.80 $34.55 90.4% 52%
20261012 $125.25 $36.55 85.0% 42%
20261009 $137.75 $45.55 82.7% 38%
20261008 $147.60 $53.10 82.2% 37%
20261007 $150.70 $55.10 80.2% 34%
20261006 $162.10 $65.05 80.3% 34%
20261005 $163.95 $68.20 80.3% 34%
20261002 $78.35 $78.35 79.9% 33%
20261001 $75.70 $75.70 78.2% 30%
20260930 $75.35 $75.35 77.6% 29%
20260929 $78.20 $78.20 76.6% 27%
20260928 $81.85 $81.85 76.0% 26%
20260925 $88.65 $88.65 75.5% 25%
20260924 $88.15 $88.15 75.2% 25%
20260923 $81.50 $81.50 72.0% 19%
20260922 $84.65 $84.65 71.4% 18%
20260921 $87.60 $87.60 70.7% 17%
20260918 $89.45 $10.55 66.3% 9%
20260917 $86.75 $20.68 64.4% 6%
20260916 $83.30 $28.00 66.5% 9%
20260915 $85.80 $31.80 67.5% 11%
20260914 $89.00 $37.70 67.2% 11%
20260911 $103.80 $49.30 66.3% 9%
20260910 $101.05 $49.60 67.5% 11%
20260909 $102.05 $52.00 68.8% 13%
20260908 $106.60 $58.10 69.8% 15%
20260904 $112.10 $64.20 67.6% 11%
20260903 $103.55 $60.30 66.0% 9%
20260902 $60.95 $60.95 64.6% 6%
20260901 $62.60 $62.60 65.6% 8%
20260831 $62.15 $62.15 61.2% 0%
20260828 $71.85 $71.85 67.9% 0%
20260827 $80.45 $80.45 70.2% 0%
20260826 $87.80 $87.80 72.1% 0%
20260825 $88.00 $88.00 72.6% 1%
20260824 $90.50 $90.50 74.4% 5%
20260821 $97.60 $6.72 71.9% 0%
20260820 $97.80 $21.40 73.0% 2%
20260819 $105.70 $31.90 74.9% 6%
20260818 $121.50 $43.00 77.4% 11%
20260817 $127.05 $49.05 72.3% 0%
20260814 $128.90 $55.30 73.5% 0%
20260813 $131.75 $59.70 76.5% 2%
20260812 $131.55 $64.25 76.6% 2%
20260811 $134.00 $69.30 78.3% 6%
20260810 $146.40 $80.35 80.8% 12%
20260807 — — 81.1% 13%
20260806 $169.40 $106.35 94.3% 44%
20260805 $120.35 $120.35 114.2% 92%
20260804 $128.95 $128.95 114.8% 93%
20260803 $124.10 $124.10 114.7% 93%
20260731 $121.15 $121.15 110.5% 83%
20260730 $121.40 $121.40 107.0% 75%
20260729 $111.65 $111.65 113.7% 91%
20260728 $122.00 $122.00 117.7% 100%
20260727 $129.05 $129.05 115.0% 97%
20260724 $140.50 $140.50 114.1% 95%

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.