SJT · Expected Move

San Juan Basin Royalty Trust UBI

The expected move for SJT 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).

SJT 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 SJT Expected Move
30-Day Straddle
$1.20
7-Day Straddle
$1.02
30-Day ATM IV
87.9%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to SJT'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.
SJT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261113 $1.20 $1.02 87.9% 17%
20261112 $1.00 $0.75 80.5% 14%
20261111 $1.27 $0.68 98.5% 25%
20261110 $1.38 $0.93 124.4% 36%
20261109 $1.23 $1.23 — —
20261106 $1.20 $1.10 — —
20261105 $8.15 $8.25 — —
20261104 $8.22 $8.22 126.7% 37%
20261103 $8.30 $8.30 — —
20261102 $1.15 $1.15 — —
20261030 $8.38 $8.38 — —
20261029 $1.30 $1.30 — —
20261028 $1.20 $1.20 — —
20261027 $1.48 $1.48 139.1% 42%
20261026 $2.20 $2.20 71.6% 14%
20261023 $1.40 $1.40 100.4% 26%
20261022 $1.38 $1.38 106.3% 28%
20261021 $1.57 $1.57 152.2% 47%
20261020 $1.60 $1.60 — —
20261019 $1.45 $1.45 — —
20261016 $0.75 $8.28 74.5% 15%
20261015 $0.78 $0.60 70.1% 14%
20261014 $0.72 $0.60 52.6% 6%
20261013 $0.70 $0.75 59.2% 9%
20261012 $1.18 $1.25 82.2% 18%
20261009 $8.72 $8.78 — —
20261008 $1.38 $1.25 — —
20261007 $1.35 $1.45 — —
20261006 $1.38 $8.75 — —
20261005 $8.68 $8.70 — —
20261002 $1.28 $1.28 — —
20261001 $1.80 $1.80 — —
20260930 $2.45 $2.45 — —
20260929 $1.23 $1.23 — —
20260928 $1.48 $1.48 — —
20260925 $1.38 $1.38 77.0% 16%
20260924 $0.80 $0.80 282.5% 100%
20260923 $0.82 $0.82 — —
20260922 $0.82 $0.82 — —
20260921 $0.48 $0.48 226.3% 90%
20260918 $0.88 $0.58 217.3% 86%
20260917 $6.38 $8.10 — —
20260916 $7.88 $1.15 — —
20260915 $0.93 $0.80 134.4% 47%
20260914 $1.30 $8.40 187.2% 72%
20260911 $0.95 $3.00 — —
20260910 $2.00 $1.88 — —
20260909 $2.65 $2.58 — —
20260908 $1.00 $1.77 — —
20260904 $0.90 $0.30 114.7% 37%
20260903 $0.92 $1.58 100.0% 30%
20260902 $0.98 $0.98 112.7% 36%
20260901 $7.78 $7.78 100.2% 30%
20260831 $0.35 $0.35 97.1% 29%
20260828 $7.97 $7.97 108.8% 34%
20260827 $0.67 $0.67 136.8% 48%
20260826 $1.00 $1.00 99.3% 30%
20260825 $2.60 $2.60 — —
20260824 $0.88 $0.88 95.9% 28%
20260821 $0.57 $1.75 123.7% 41%

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.