SLP · Expected Move
Simulations Plus, Inc.
The expected move for SLP 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).
SLP 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 SLP Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
80.3%
IV Rank
81%
Implied one-standard-deviation move through the next 30 days. Compare to SLP'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.
SLP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $0.00 | $0.00 | 80.3% | 81% |
| 20261008 | $0.00 | $0.00 | 72.1% | 69% |
| 20261007 | $0.00 | $0.00 | 67.9% | 64% |
| 20261006 | $0.00 | $0.00 | 65.8% | 61% |
| 20261005 | $0.88 | $3.55 | 66.7% | 62% |
| 20261002 | $2.12 | $2.12 | 56.7% | 49% |
| 20261001 | $3.60 | $3.60 | 38.6% | 24% |
| 20260930 | $6.33 | $6.33 | 60.1% | 53% |
| 20260929 | $3.72 | $3.72 | 52.9% | 43% |
| 20260928 | $1.45 | $1.45 | 31.3% | 14% |
| 20260925 | $3.38 | $3.38 | 26.2% | 7% |
| 20260924 | $4.33 | $4.33 | 64.0% | 59% |
| 20260923 | $2.53 | $2.53 | 51.3% | 41% |
| 20260922 | $2.33 | $2.33 | 61.6% | 55% |
| 20260921 | $0.78 | $0.78 | 93.4% | 98% |
| 20260918 | $2.20 | $2.17 | 30.5% | 13% |
| 20260917 | $2.20 | $1.05 | 70.0% | 67% |
| 20260916 | $2.20 | $11.78 | — | — |
| 20260915 | $1.70 | $2.88 | 72.6% | 70% |
| 20260914 | $3.02 | $2.23 | 37.6% | 23% |
| 20260911 | $2.22 | $10.97 | — | — |
| 20260910 | $2.10 | $2.60 | 45.1% | 33% |
| 20260909 | $2.90 | $2.90 | 48.1% | 37% |
| 20260908 | $2.47 | $1.05 | 33.0% | 17% |
| 20260904 | $3.33 | $2.40 | 37.0% | 22% |
| 20260903 | $1.27 | $3.95 | 66.9% | 62% |
| 20260902 | $1.00 | $1.00 | 42.9% | 30% |
| 20260901 | $2.33 | $2.33 | 37.1% | 22% |
| 20260831 | $3.40 | $3.40 | 51.8% | 41% |
| 20260828 | $2.35 | $2.35 | 35.7% | 20% |
| 20260827 | $1.25 | $1.25 | — | — |
| 20260826 | $3.33 | $3.33 | 27.2% | 9% |
| 20260825 | $3.17 | $3.17 | 37.2% | 22% |
| 20260824 | $0.85 | $0.85 | 51.0% | 40% |
| 20260821 | $2.25 | $10.78 | 29.4% | 11% |
| 20260820 | $2.20 | $0.70 | 44.9% | 32% |
| 20260819 | $2.20 | $0.78 | 37.2% | 22% |
| 20260818 | $2.17 | $2.08 | 48.1% | 36% |
| 20260817 | $3.52 | $1.07 | 66.2% | 60% |
| 20260814 | $1.82 | $8.22 | — | — |
| 20260813 | $2.23 | $0.70 | 38.2% | 23% |
| 20260812 | $9.25 | $2.00 | 53.4% | 43% |
| 20260811 | $3.03 | $2.27 | 37.1% | 22% |
| 20260810 | $2.33 | $2.02 | 38.3% | 23% |
| 20260807 | — | — | 53.0% | 38% |
| 20260806 | $9.05 | $0.97 | 44.1% | 18% |
| 20260805 | $3.27 | $3.27 | 36.7% | 12% |
| 20260804 | $8.25 | $8.25 | — | — |
| 20260803 | $8.22 | $8.22 | 33.7% | 10% |
| 20260731 | $1.12 | $1.12 | 37.9% | 13% |
| 20260730 | $0.90 | $0.90 | 22.6% | 1% |
| 20260729 | $3.02 | $3.02 | 47.7% | 21% |
| 20260728 | $1.12 | $1.12 | 32.4% | 9% |
| 20260727 | $8.32 | $8.32 | 29.2% | 7% |
| 20260724 | $2.08 | $2.08 | 47.3% | 21% |
| 20260723 | $8.22 | $8.22 | 48.4% | 22% |
| 20260722 | $0.78 | $0.78 | 38.3% | 14% |
| 20260721 | $3.00 | $3.00 | 41.7% | 16% |
| 20260720 | $1.10 | $1.10 | 38.1% | 14% |
| 20260716 | $8.10 | $8.03 | 20.7% | 0% |
More on SLP
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.