SLRC · Expected Move

SLR Investment Corp. Common Stock

The expected move for SLRC 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).

SLRC straddle price & implied vol

60 sessions

Bars: 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 SLRC Expected Move
30-Day Straddle
$1.02
7-Day Straddle
$1.12
30-Day ATM IV
38.5%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to SLRC'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.
SLRC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $1.02 $1.12 38.5% 38%
20261106 $1.15 $1.30 39.1% 40%
20261105 $1.38 $0.67 36.0% 33%
20261104 $0.68 $0.68 31.6% 23%
20261103 $1.12 $1.12 36.4% 33%
20261102 $0.90 $0.90 47.6% 59%
20261030 $3.50 $3.50 — —
20261029 $0.90 $0.90 41.3% 45%
20261028 $1.10 $1.10 47.2% 58%
20261027 $1.05 $1.05 45.2% 47%
20261026 $2.70 $2.70 60.6% 78%
20261023 $2.10 $2.10 50.5% 58%
20261022 $1.35 $1.35 42.0% 41%
20261021 $1.62 $1.62 — —
20261020 $3.95 $3.95 45.4% 48%
20261019 $2.30 $2.30 — —
20261016 $1.20 $3.88 — —
20261015 $1.07 $1.07 38.1% 33%
20261014 $1.45 $1.22 — —
20261013 $1.28 $1.10 40.7% 38%
20261012 $1.28 $1.12 42.4% 42%
20261009 $1.12 $1.15 45.7% 48%
20261008 $1.23 $1.02 51.2% 60%
20261007 $1.28 $8.60 54.0% 65%
20261006 $1.32 $1.07 61.7% 81%
20261005 $1.30 $1.12 47.6% 52%
20261002 $1.32 $1.32 44.2% 45%
20261001 $0.88 $0.88 36.4% 30%
20260930 $0.93 $0.93 46.1% 49%
20260929 $0.85 $0.85 47.2% 51%
20260928 $0.90 $0.90 45.5% 48%
20260925 $0.83 $0.83 38.6% 34%
20260924 $0.90 $0.90 41.0% 39%
20260923 $0.80 $0.80 31.3% 19%
20260922 $0.67 $0.67 30.7% 18%
20260921 $0.60 $0.60 27.7% 12%
20260918 $0.62 $0.45 37.6% 32%
20260917 $0.55 $0.60 21.6% 0%
20260916 $0.65 $0.55 — —
20260915 $1.02 $0.50 28.4% 7%
20260914 $0.75 $0.40 26.2% 4%
20260911 $0.75 $0.95 28.0% 7%
20260910 $0.80 $1.00 65.6% 67%
20260909 $0.95 $0.40 35.5% 19%
20260908 $1.20 $0.62 38.5% 24%
20260904 $1.05 $0.52 24.9% 1%
20260903 $0.93 $0.57 25.2% 2%
20260902 $1.12 $1.12 28.6% 5%
20260901 $1.12 $1.12 29.9% 7%
20260831 $0.82 $0.82 23.8% 0%
20260828 $0.70 $0.70 29.9% 7%
20260827 $0.68 $0.68 26.6% 3%
20260826 $1.30 $1.30 48.3% 27%
20260825 $1.05 $1.05 36.7% 14%
20260824 $0.82 $0.82 29.6% 6%
20260821 $0.68 $0.17 29.7% 6%
20260820 $0.70 $0.62 25.1% 1%
20260819 $0.88 $1.12 31.7% 9%
20260818 $0.82 $0.78 30.5% 7%
20260817 $0.90 $1.12 30.9% 8%

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.