SLG · Expected Move
SL Green Realty Corp.
The expected move for SLG 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).
SLG 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 SLG Expected Move
30-Day Straddle
$4.72
7-Day Straddle
$0.72
30-Day ATM IV
40.8%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to SLG'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.
SLG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $4.72 | $0.72 | 40.8% | 49% |
| 20261015 | $4.55 | $1.23 | 39.0% | 36% |
| 20261014 | $5.75 | $1.52 | 45.8% | 86% |
| 20261013 | $5.00 | $2.40 | 38.9% | 33% |
| 20261012 | $4.55 | $2.48 | 35.1% | 7% |
| 20261009 | $5.20 | $2.77 | 39.8% | 40% |
| 20261008 | $5.83 | $3.12 | 41.4% | 40% |
| 20261007 | $5.42 | $3.05 | 39.9% | 31% |
| 20261006 | $5.07 | $2.75 | 38.7% | 25% |
| 20261005 | $5.50 | $3.10 | 41.7% | 41% |
| 20261002 | $2.85 | $2.85 | 41.7% | 41% |
| 20261001 | $3.12 | $3.12 | 38.3% | 23% |
| 20260930 | $3.02 | $3.02 | 41.1% | 38% |
| 20260929 | $3.65 | $3.65 | 40.9% | 37% |
| 20260928 | $3.95 | $3.95 | 42.1% | 44% |
| 20260925 | $3.67 | $3.67 | 40.4% | 34% |
| 20260924 | $4.35 | $4.35 | 40.2% | 33% |
| 20260923 | $4.42 | $4.42 | 42.6% | 46% |
| 20260922 | $3.90 | $3.90 | 37.4% | 18% |
| 20260921 | $4.00 | $4.00 | 37.3% | 17% |
| 20260918 | $3.90 | $0.75 | 34.1% | 0% |
| 20260917 | $5.38 | $1.18 | 45.6% | 61% |
| 20260916 | $4.95 | $2.25 | 38.9% | 23% |
| 20260915 | $4.75 | $1.55 | 39.2% | 25% |
| 20260914 | $4.85 | $2.02 | 38.3% | 20% |
| 20260911 | $5.10 | $1.70 | 38.6% | 22% |
| 20260910 | $4.57 | $2.15 | 36.2% | 8% |
| 20260909 | $4.50 | $2.73 | 34.8% | 0% |
| 20260908 | $6.17 | $2.92 | 44.7% | 55% |
| 20260904 | $5.22 | $2.60 | 35.1% | 0% |
| 20260903 | $5.70 | $2.75 | 36.8% | 6% |
| 20260902 | $4.17 | $4.17 | 38.3% | 16% |
| 20260901 | $4.15 | $4.15 | 38.0% | 13% |
| 20260831 | $3.75 | $3.75 | 38.8% | 18% |
| 20260828 | $4.08 | $4.08 | 38.1% | 14% |
| 20260827 | $3.83 | $3.83 | 36.4% | 4% |
| 20260826 | $4.03 | $4.03 | 35.7% | 0% |
| 20260825 | $4.42 | $4.42 | 36.5% | 2% |
| 20260824 | $4.15 | $4.15 | 36.2% | 0% |
| 20260821 | $4.72 | $1.27 | 37.2% | 5% |
| 20260820 | $5.00 | $1.82 | 37.8% | 9% |
| 20260819 | $4.82 | $1.95 | 36.8% | 3% |
| 20260818 | $4.97 | $1.80 | 38.4% | 12% |
| 20260817 | $5.32 | $2.85 | 39.8% | 19% |
| 20260814 | $5.82 | $2.42 | 39.2% | 14% |
| 20260813 | $5.35 | $2.62 | 37.1% | 4% |
| 20260812 | $5.25 | $3.55 | 37.5% | 6% |
| 20260811 | $5.15 | $3.77 | 36.3% | 0% |
| 20260810 | $6.40 | $3.42 | 44.2% | 33% |
| 20260807 | — | — | 37.9% | 0% |
| 20260806 | $6.22 | $3.82 | 41.4% | 8% |
| 20260805 | $3.83 | $3.83 | 39.5% | 0% |
| 20260804 | $4.08 | $4.08 | 42.6% | 13% |
| 20260803 | $4.25 | $4.25 | 43.7% | 18% |
| 20260731 | $4.45 | $4.45 | 43.0% | 15% |
| 20260730 | $4.22 | $4.22 | 40.7% | 5% |
| 20260729 | $4.62 | $4.62 | 42.0% | 10% |
| 20260728 | $4.20 | $4.20 | 39.6% | 0% |
| 20260727 | $4.90 | $4.90 | 43.3% | 8% |
| 20260724 | $5.42 | $5.42 | 44.9% | 15% |
More on SLG
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.