SNCY · Expected Move
Sun Country Airlines Holdings, Inc. Common Stock
The expected move for SNCY 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).
SNCY 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 SNCY Expected Move
30-Day Straddle
$3.30
7-Day Straddle
$2.00
30-Day ATM IV
73.8%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to SNCY'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.
SNCY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260512 | $3.30 | $2.00 | 73.8% | 69% |
| 20260511 | $2.15 | $1.38 | 53.0% | 33% |
| 20260510 | $2.15 | $1.15 | — | — |
| 20260508 | $2.15 | $1.15 | 88.9% | 96% |
| 20260507 | $2.52 | $1.35 | 59.5% | 44% |
| 20260506 | $2.52 | $1.70 | 60.2% | 45% |
| 20260505 | $2.38 | $1.88 | 65.3% | 54% |
| 20260504 | $2.77 | $1.93 | 68.9% | 61% |
| 20260502 | $2.72 | $2.72 | — | — |
| 20260501 | $2.72 | $2.72 | 68.8% | 60% |
| 20260430 | $2.15 | $2.15 | 59.7% | 45% |
| 20260429 | $2.15 | $2.15 | 72.4% | 67% |
| 20260428 | $2.52 | $2.52 | 62.3% | 49% |
| 20260427 | $1.85 | $1.85 | 52.3% | 32% |
| 20260424 | $1.20 | $1.20 | 58.7% | 47% |
| 20260423 | $1.75 | $1.75 | 57.6% | 45% |
| 20260422 | $2.15 | $2.15 | 65.5% | 58% |
| 20260421 | $2.92 | $2.92 | 61.3% | 51% |
| 20260420 | $2.45 | $2.45 | 59.4% | 48% |
| 20260417 | $2.90 | $1.60 | 51.1% | 35% |
| 20260416 | $2.00 | $0.55 | 53.6% | 39% |
| 20260415 | $2.17 | $0.80 | 54.1% | 39% |
| 20260414 | $3.28 | $0.97 | 72.1% | 69% |
| 20260413 | $1.85 | $0.65 | 45.5% | 26% |
| 20260410 | $2.42 | $0.98 | 50.3% | 33% |
| 20260409 | $2.08 | $1.07 | 61.6% | 52% |
| 20260408 | $2.55 | $1.10 | 57.6% | 45% |
| 20260407 | $3.05 | $2.05 | 67.6% | 61% |
| 20260406 | $2.90 | $1.83 | 65.8% | 58% |
| 20260402 | $2.55 | $1.83 | 61.5% | 51% |
| 20260401 | $1.65 | $1.65 | 53.0% | 38% |
| 20260331 | $1.88 | $1.88 | 91.4% | 100% |
| 20260330 | $2.10 | $2.10 | 65.5% | 61% |
| 20260327 | $1.98 | $1.98 | 59.4% | 51% |
| 20260326 | $1.73 | $1.73 | 58.6% | 49% |
| 20260325 | $1.70 | $1.70 | 47.7% | 31% |
| 20260324 | $1.93 | $1.93 | 58.3% | 49% |
| 20260323 | $2.00 | $2.00 | 55.6% | 44% |
| 20260320 | $2.05 | $1.92 | 54.1% | 42% |
| 20260319 | $2.15 | $2.62 | 56.0% | 45% |
| 20260318 | $2.75 | $1.62 | 62.4% | 56% |
| 20260317 | $1.98 | $1.45 | 46.1% | 28% |
| 20260316 | $2.88 | $2.88 | 76.5% | 80% |
| 20260313 | $2.47 | $1.20 | 61.6% | 54% |
| 20260312 | $2.30 | $1.98 | 55.2% | 43% |
| 20260311 | $2.08 | $2.02 | 44.5% | 25% |
| 20260310 | $2.65 | $1.45 | 64.1% | 59% |
| 20260309 | $2.25 | $2.52 | 65.3% | 61% |
| 20260308 | $2.50 | $1.65 | — | — |
| 20260306 | $2.50 | $1.65 | 49.1% | 33% |
| 20260305 | $2.70 | $1.88 | 72.6% | 73% |
| 20260304 | $1.62 | $1.62 | 55.1% | 43% |
| 20260303 | $2.35 | $2.35 | 61.8% | 55% |
| 20260302 | $1.95 | $1.95 | 49.2% | 33% |
| 20260227 | $1.70 | $1.70 | 53.8% | 41% |
| 20260226 | $2.55 | $2.55 | 52.9% | 40% |
| 20260225 | $3.20 | $3.20 | 69.7% | 68% |
| 20260224 | $1.98 | $1.98 | 47.5% | 30% |
| 20260223 | $1.85 | $1.85 | 57.6% | 47% |
| 20260221 | $2.38 | $2.38 | — | — |
More on SNCY
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.