SLGL · Expected Move
Sol-Gel Technologies Ltd. Ordinary Shares
The expected move for SLGL 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).
SLGL 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 SLGL Expected Move
30-Day Straddle
$4.15
7-Day Straddle
$4.15
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to SLGL'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.
SLGL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251121 | $4.15 | $4.15 | — | — |
| 20251120 | $4.70 | $4.70 | — | — |
| 20251119 | $4.35 | $4.35 | — | — |
| 20251118 | $4.35 | $4.35 | — | — |
| 20251117 | $4.25 | $4.25 | — | — |
| 20251114 | $4.70 | $4.70 | — | — |
| 20251113 | $4.17 | $4.17 | — | — |
| 20251112 | $5.05 | $5.05 | — | — |
| 20251111 | $5.10 | $5.10 | — | — |
| 20251110 | $5.35 | $5.35 | — | — |
| 20251107 | $5.60 | $5.60 | — | — |
| 20251106 | $4.08 | $4.08 | — | — |
| 20251105 | $4.65 | $4.65 | — | — |
| 20251104 | $5.28 | $5.28 | — | — |
| 20251103 | $3.73 | $3.73 | — | — |
| 20251031 | $4.05 | $4.05 | — | — |
| 20251030 | $4.05 | $4.05 | — | — |
| 20251029 | $3.50 | $3.50 | — | — |
| 20251028 | $4.50 | $4.50 | — | — |
| 20251027 | $3.85 | $3.85 | — | — |
| 20251024 | $3.85 | $3.85 | — | — |
| 20251023 | $3.85 | $3.85 | — | — |
| 20251022 | $3.85 | $3.85 | — | — |
| 20251021 | $4.30 | $4.30 | — | — |
| 20251020 | $3.75 | $3.75 | — | — |
| 20251017 | $4.80 | $4.80 | — | — |
| 20251016 | $3.77 | $3.77 | — | — |
| 20251015 | $3.33 | $3.33 | — | — |
| 20251014 | $4.17 | $4.17 | — | — |
| 20251013 | $4.05 | $4.05 | — | — |
| 20251010 | $4.60 | $4.60 | — | — |
| 20251009 | $3.85 | $3.85 | — | — |
| 20251008 | $5.03 | $5.03 | — | — |
| 20251007 | $4.95 | $4.95 | — | — |
| 20251006 | $4.78 | $4.78 | — | — |
| 20251003 | $5.32 | $5.32 | — | — |
| 20251002 | $4.85 | $4.85 | — | — |
| 20251001 | $4.95 | $4.95 | — | — |
| 20250930 | $4.95 | $4.95 | — | — |
| 20250929 | $4.95 | $4.95 | — | — |
| 20250926 | $4.95 | $4.95 | — | — |
| 20250925 | $4.95 | $4.95 | — | — |
| 20250924 | $4.85 | $4.85 | — | — |
| 20250923 | $4.85 | $4.85 | — | — |
| 20250922 | $4.80 | $4.80 | — | — |
| 20250919 | $4.38 | $4.38 | — | — |
| 20250918 | $5.30 | $5.30 | — | — |
| 20250917 | $5.35 | $5.35 | — | — |
| 20250916 | $5.35 | $5.35 | — | — |
| 20250915 | $5.35 | $5.35 | — | — |
| 20250912 | $5.35 | $5.35 | — | — |
| 20250911 | $5.45 | $5.45 | — | — |
| 20250910 | $5.20 | $5.20 | — | — |
| 20250909 | $5.05 | $5.05 | — | — |
| 20250908 | $5.05 | $5.05 | — | — |
| 20250905 | $4.95 | $4.95 | — | — |
| 20250904 | $5.08 | $5.08 | — | — |
| 20250903 | $5.55 | $5.55 | — | — |
| 20250902 | $5.45 | $5.45 | — | — |
| 20250829 | $5.55 | $5.55 | — | — |
More on SLGL
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.