SLM · Expected Move
SLM Corporation
The expected move for SLM 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).
SLM 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 SLM Expected Move
30-Day Straddle
$1.42
7-Day Straddle
$1.42
30-Day ATM IV
38.0%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to SLM'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.
SLM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $1.42 | $1.42 | 38.0% | 38% |
| 20261022 | $2.33 | $2.33 | 48.8% | 73% |
| 20261021 | $2.45 | $2.45 | 47.1% | 67% |
| 20261020 | $2.45 | $2.45 | 46.5% | 65% |
| 20261019 | $2.28 | $2.28 | 43.6% | 56% |
| 20261016 | $2.23 | $1.00 | 40.6% | 47% |
| 20261015 | $2.60 | $0.65 | 46.0% | 64% |
| 20261014 | $2.20 | $1.30 | 39.6% | 43% |
| 20261013 | $2.83 | $0.78 | 45.7% | 63% |
| 20261012 | $2.38 | $0.95 | 40.2% | 45% |
| 20261009 | $2.33 | $1.15 | 44.1% | 58% |
| 20261008 | $2.55 | $1.23 | 40.7% | 47% |
| 20261007 | $2.40 | $1.05 | 36.8% | 35% |
| 20261006 | $2.17 | $1.23 | 37.4% | 36% |
| 20261005 | $2.65 | $1.02 | 40.9% | 47% |
| 20261002 | $1.25 | $1.25 | 40.2% | 45% |
| 20261001 | $1.60 | $1.60 | 40.2% | 45% |
| 20260930 | $1.60 | $1.60 | 40.6% | 46% |
| 20260929 | $1.48 | $1.48 | 37.1% | 36% |
| 20260928 | $1.55 | $1.55 | 40.5% | 46% |
| 20260925 | $1.43 | $1.43 | 39.8% | 44% |
| 20260924 | $2.85 | $2.85 | 39.5% | 43% |
| 20260923 | $1.62 | $1.62 | 38.2% | 39% |
| 20260922 | $2.45 | $2.45 | 42.8% | 54% |
| 20260921 | $1.85 | $1.85 | 39.4% | 43% |
| 20260918 | $1.98 | $0.60 | 35.3% | 30% |
| 20260917 | $2.53 | $0.40 | 46.2% | 65% |
| 20260916 | $3.35 | $1.60 | 57.4% | 100% |
| 20260915 | $2.15 | $0.90 | 35.3% | 34% |
| 20260914 | $3.70 | $1.32 | 43.1% | 62% |
| 20260911 | $2.58 | $1.18 | 39.9% | 50% |
| 20260910 | $2.02 | $1.20 | 36.8% | 39% |
| 20260909 | $2.50 | $1.43 | 37.2% | 41% |
| 20260908 | $2.50 | $1.43 | 35.4% | 34% |
| 20260904 | $3.23 | $2.12 | 45.7% | 71% |
| 20260903 | $3.53 | $2.65 | 51.9% | 94% |
| 20260902 | $1.62 | $1.62 | 32.8% | 25% |
| 20260901 | $1.67 | $1.67 | 37.1% | 40% |
| 20260831 | $1.35 | $1.35 | 33.8% | 28% |
| 20260828 | $1.60 | $1.60 | 38.5% | 45% |
| 20260827 | $1.50 | $1.50 | 32.9% | 25% |
| 20260826 | $1.40 | $1.40 | 30.2% | 15% |
| 20260825 | $1.90 | $1.90 | 41.6% | 57% |
| 20260824 | $1.85 | $1.85 | 33.8% | 29% |
| 20260821 | $1.95 | $0.43 | 32.4% | 23% |
| 20260820 | $2.35 | $0.90 | 41.2% | 55% |
| 20260819 | $2.12 | $0.70 | 36.8% | 39% |
| 20260818 | $2.08 | $0.88 | 33.0% | 25% |
| 20260817 | $2.20 | $1.45 | 40.6% | 53% |
| 20260814 | $1.77 | $0.68 | 25.9% | 0% |
| 20260813 | $2.60 | $1.85 | 45.5% | 65% |
| 20260812 | $2.48 | $1.18 | 34.7% | 18% |
| 20260811 | $2.08 | $1.77 | 31.7% | 5% |
| 20260810 | $2.62 | $1.35 | 36.0% | 23% |
| 20260807 | — | — | 50.0% | 84% |
| 20260806 | $3.05 | $1.85 | 38.9% | 36% |
| 20260805 | $1.75 | $1.75 | 36.3% | 24% |
| 20260804 | $1.02 | $1.02 | 32.0% | 6% |
| 20260803 | $1.25 | $1.25 | 34.7% | 12% |
| 20260731 | $1.43 | $1.43 | 30.7% | 0% |
More on SLM
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.