SLN · Expected Move
Silence Therapeutics Plc American Depository Share
The expected move for SLN 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).
SLN 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 SLN Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$2.70
30-Day ATM IV
147.9%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to SLN'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.
SLN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $5.00 | $2.70 | 147.9% | 40% |
| 20261106 | $10.00 | $7.53 | — | — |
| 20261105 | $2.48 | $7.72 | — | — |
| 20261104 | $0.20 | $0.20 | 19.2% | 0% |
| 20261103 | $15.00 | $15.00 | 116.3% | 26% |
| 20261102 | $0.75 | $0.75 | 123.6% | 28% |
| 20261030 | $2.67 | $2.67 | 214.6% | 55% |
| 20261029 | $7.70 | $7.70 | — | — |
| 20261028 | $2.67 | $2.67 | 56.6% | 6% |
| 20261027 | $2.70 | $2.70 | 59.2% | 7% |
| 20261026 | $0.35 | $0.35 | 38.2% | 0% |
| 20261023 | $0.38 | $0.38 | 164.1% | 35% |
| 20261022 | $0.35 | $0.35 | 165.1% | 36% |
| 20261021 | $2.67 | $2.67 | 286.5% | 76% |
| 20261020 | $0.38 | $0.38 | 170.8% | 38% |
| 20261019 | $0.53 | $0.53 | 55.8% | 0% |
| 20261016 | $3.30 | $3.33 | — | — |
| 20261015 | $5.28 | $4.85 | 189.8% | 42% |
| 20261014 | $1.77 | $1.33 | — | — |
| 20261013 | $2.35 | $3.02 | 100.4% | 12% |
| 20261012 | $3.75 | $1.48 | — | — |
| 20261009 | $4.17 | $1.15 | 99.0% | 12% |
| 20261008 | $3.90 | $1.42 | 107.2% | 15% |
| 20261007 | $5.10 | $1.55 | 177.0% | 38% |
| 20261006 | $3.52 | $0.85 | 92.0% | 10% |
| 20261005 | $3.55 | $1.25 | 108.1% | 15% |
| 20261002 | $1.88 | $1.88 | 106.0% | 14% |
| 20261001 | $2.80 | $2.80 | 101.7% | 13% |
| 20260930 | $1.72 | $1.72 | 96.6% | 11% |
| 20260929 | $3.05 | $3.05 | 153.9% | 30% |
| 20260928 | $3.00 | $3.00 | 122.0% | 20% |
| 20260925 | $2.75 | $2.75 | 96.2% | 11% |
| 20260924 | $3.05 | $3.05 | 134.3% | 24% |
| 20260923 | $2.40 | $2.40 | 115.6% | 17% |
| 20260922 | $1.77 | $1.77 | 99.1% | 12% |
| 20260921 | $1.57 | $1.57 | 73.5% | 3% |
| 20260918 | $2.28 | $0.93 | 83.2% | 7% |
| 20260917 | $3.83 | $4.15 | 133.6% | 23% |
| 20260916 | $2.20 | $2.33 | 77.5% | 4% |
| 20260915 | $2.75 | $2.50 | 95.3% | 9% |
| 20260914 | $2.10 | $2.62 | 70.0% | 2% |
| 20260911 | $1.85 | $2.65 | 63.6% | 0% |
| 20260910 | $2.33 | $1.43 | 92.8% | 5% |
| 20260909 | $2.70 | $2.73 | 89.1% | 4% |
| 20260908 | $3.23 | $2.35 | 95.9% | 6% |
| 20260904 | $4.55 | $2.02 | 101.5% | 8% |
| 20260903 | $3.97 | $1.98 | 94.6% | 6% |
| 20260902 | $1.93 | $1.93 | 93.2% | 5% |
| 20260901 | $1.95 | $1.95 | 89.9% | 4% |
| 20260831 | $1.68 | $1.68 | 83.9% | 3% |
| 20260828 | $2.85 | $2.85 | — | — |
| 20260827 | $1.77 | $1.77 | 74.9% | 0% |
| 20260826 | $1.82 | $1.82 | 78.8% | 1% |
| 20260825 | $2.23 | $2.23 | 75.1% | 0% |
| 20260824 | $3.25 | $3.25 | 103.6% | 6% |
| 20260821 | $3.05 | $8.70 | — | — |
| 20260820 | $3.40 | $1.18 | 99.9% | 5% |
| 20260819 | $3.27 | $1.28 | 93.3% | 3% |
| 20260818 | $2.92 | $1.07 | 84.0% | 0% |
| 20260817 | $2.92 | $1.45 | 82.5% | 0% |
More on SLN
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.