SLS · Expected Move
SELLAS Life Sciences Group, Inc. Common Stock
The expected move for SLS 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).
SLS 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 SLS Expected Move
30-Day Straddle
$4.38
7-Day Straddle
$2.03
30-Day ATM IV
180.7%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to SLS'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.
SLS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261020 | $4.38 | $2.03 | 180.7% | 43% |
| 20261019 | $3.17 | $0.93 | 182.2% | 44% |
| 20261016 | $3.30 | $1.35 | 154.2% | 25% |
| 20261015 | $3.62 | $1.42 | 145.5% | 18% |
| 20261014 | $4.72 | $1.42 | 152.7% | 23% |
| 20261013 | $4.60 | $1.55 | 151.0% | 22% |
| 20261012 | $3.95 | $1.02 | 149.7% | 21% |
| 20261009 | $3.05 | $1.23 | 124.3% | 3% |
| 20261008 | $3.15 | $1.15 | 125.9% | 4% |
| 20261007 | $3.12 | $1.30 | 121.9% | 2% |
| 20261006 | $3.45 | $1.38 | 124.0% | 3% |
| 20261005 | $3.70 | $0.95 | 130.0% | 7% |
| 20261002 | $3.27 | $1.18 | 131.1% | 8% |
| 20261001 | $3.35 | $1.33 | 138.4% | 13% |
| 20260930 | $5.12 | $1.60 | 173.9% | 38% |
| 20260929 | $4.05 | $1.62 | 147.2% | 20% |
| 20260928 | $4.62 | $1.17 | 167.7% | 34% |
| 20260925 | $3.98 | $1.35 | 163.8% | 31% |
| 20260924 | $4.22 | $1.52 | 160.9% | 29% |
| 20260923 | $4.75 | $1.75 | 182.6% | 45% |
| 20260922 | $4.72 | $1.82 | 147.8% | 20% |
| 20260921 | $4.55 | $1.02 | 165.5% | 32% |
| 20260918 | $3.85 | $1.57 | 167.0% | 34% |
| 20260917 | $4.28 | $1.60 | 166.1% | 38% |
| 20260916 | $4.53 | $1.88 | 168.7% | 40% |
| 20260915 | $4.70 | $2.02 | 181.3% | 48% |
| 20260914 | $5.42 | $1.35 | 195.5% | 58% |
| 20260911 | $4.45 | $1.85 | 185.9% | 52% |
| 20260910 | $5.22 | $1.55 | 180.1% | 49% |
| 20260909 | $6.07 | $1.80 | 192.4% | 56% |
| 20260908 | $6.10 | $2.12 | 188.4% | 54% |
| 20260904 | $5.33 | $1.55 | 180.9% | 49% |
| 20260903 | $5.25 | $1.70 | 178.6% | 48% |
| 20260902 | $5.53 | $2.22 | 182.5% | 50% |
| 20260901 | $5.35 | $2.12 | 174.0% | 45% |
| 20260831 | $6.47 | $1.60 | 193.1% | 57% |
| 20260828 | $4.70 | $1.80 | 169.7% | 42% |
| 20260827 | $5.70 | $2.42 | 174.2% | 45% |
| 20260826 | $5.22 | $2.02 | 165.9% | 39% |
| 20260825 | $4.92 | $2.27 | 174.1% | 45% |
| 20260824 | $6.12 | $1.90 | 176.5% | 46% |
| 20260821 | $5.28 | $3.28 | 170.9% | 43% |
| 20260820 | $4.08 | $1.88 | 143.3% | 25% |
| 20260819 | $4.40 | $2.20 | 138.8% | 22% |
| 20260818 | $3.58 | $1.82 | 136.4% | 21% |
| 20260817 | $4.03 | $1.00 | 129.6% | 16% |
| 20260814 | $3.42 | $1.50 | 126.2% | 14% |
| 20260813 | $3.70 | $1.67 | 129.7% | 16% |
| 20260812 | $3.15 | $1.73 | 119.6% | 10% |
| 20260811 | $4.47 | $2.08 | 173.4% | 44% |
| 20260810 | $5.28 | $1.52 | 193.4% | 57% |
| 20260807 | — | — | 169.0% | 41% |
| 20260806 | $5.65 | $1.98 | 212.5% | 69% |
| 20260805 | $4.57 | $2.45 | 152.1% | 31% |
| 20260804 | $7.10 | $2.92 | 251.6% | 94% |
| 20260803 | $5.60 | $1.90 | 231.2% | 81% |
| 20260731 | $5.38 | $1.75 | 233.2% | 82% |
| 20260730 | $5.50 | $2.35 | 235.2% | 84% |
| 20260729 | $5.10 | $2.60 | 243.1% | 89% |
| 20260728 | $4.72 | $2.35 | 225.8% | 78% |
More on SLS
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.