SLVM · Expected Move

Sylvamo Corporation

The expected move for SLVM 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).

SLVM 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 SLVM Expected Move
30-Day Straddle
$3.75
7-Day Straddle
$2.30
30-Day ATM IV
32.9%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to SLVM'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.
SLVM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $3.75 $2.30 32.9% 0%
20261106 $4.62 $3.20 46.5% 12%
20261105 $5.35 $3.65 66.3% 38%
20261104 $3.55 $3.55 51.3% 18%
20261103 $3.67 $3.67 55.9% 24%
20261102 $5.00 $5.00 64.1% 35%
20261030 $3.55 $3.55 53.7% 21%
20261029 $3.25 $3.25 49.3% 15%
20261028 $3.22 $3.22 54.0% 22%
20261027 $4.10 $4.10 59.1% 29%
20261026 $3.77 $3.77 52.7% 20%
20261023 $3.55 $3.55 — —
20261022 $3.50 $3.50 47.8% 13%
20261021 $3.90 $3.90 51.6% 18%
20261020 $3.23 $3.23 48.7% 15%
20261019 $3.88 $3.88 — —
20261016 $3.98 $2.60 — —
20261015 $3.80 $0.90 46.8% 12%
20261014 $3.88 $3.38 46.5% 12%
20261013 $4.15 $1.80 — —
20261012 $4.38 $4.92 52.5% 20%
20261009 $4.17 $1.90 46.9% 12%
20261008 $4.53 $2.08 51.3% 18%
20261007 $4.95 $5.28 111.9% 100%
20261006 $4.28 $1.95 46.5% 31%
20261005 $5.47 $2.75 62.8% 89%
20261002 $2.40 $2.40 48.9% 39%
20261001 $3.10 $3.10 61.8% 85%
20260930 $2.65 $2.65 47.7% 35%
20260929 $2.38 $2.38 40.6% 10%
20260928 $2.40 $2.40 43.1% 19%
20260925 $2.65 $2.65 41.1% 11%
20260924 $2.52 $2.52 39.5% 6%
20260923 $3.15 $3.15 62.9% 89%
20260922 $2.73 $2.73 44.0% 22%
20260921 $3.22 $3.22 40.5% 9%
20260918 $2.83 $1.15 38.2% 1%
20260917 $4.20 $1.25 47.7% 35%
20260916 $4.88 $3.03 — —
20260915 $3.10 $1.67 38.8% 3%
20260914 $3.48 $1.27 40.9% 11%
20260911 $3.55 $1.50 41.6% 13%
20260910 $5.80 $2.10 65.9% 100%
20260909 $3.85 $1.88 43.9% 25%
20260908 $3.73 $2.12 42.0% 17%
20260904 $4.00 $3.52 47.9% 41%
20260903 $3.62 $2.40 38.4% 2%
20260902 $1.95 $1.95 44.6% 28%
20260901 $2.27 $2.27 51.5% 56%
20260831 $2.47 $2.47 48.0% 42%
20260828 $3.72 $3.72 49.2% 47%
20260827 $2.70 $2.70 37.9% 0%
20260826 $3.20 $3.20 45.7% 29%
20260825 $5.97 $5.97 61.8% 99%
20260824 $2.85 $2.85 41.3% 9%
20260821 $5.03 $3.05 52.2% 57%
20260820 $4.28 $0.97 48.5% 41%
20260819 $3.40 $1.00 — —
20260818 $3.65 $1.18 — —
20260817 $3.95 $1.52 45.9% 30%

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.