SNDA · Expected Move

Sonida Senior Living, Inc.

The expected move for SNDA 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).

SNDA 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 SNDA Expected Move
30-Day Straddle
$4.12
7-Day Straddle
$4.12
30-Day ATM IV
50.8%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to SNDA'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.
SNDA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $4.12 $4.12 50.8% 59%
20261016 $4.28 $1.92 49.3% 51%
20261015 $4.82 $1.95 53.3% 72%
20261014 $4.22 $2.12 46.5% 37%
20261013 $4.80 $1.95 52.0% 65%
20261012 $4.57 $2.23 45.2% 30%
20261009 $4.42 $2.77 46.3% 36%
20261008 $4.47 $2.70 44.6% 27%
20261007 $4.38 $2.50 46.1% 35%
20261006 $5.05 $3.60 49.0% 49%
20261005 $5.15 $3.95 50.0% 55%
20261002 $3.15 $3.15 48.5% 47%
20261001 $3.62 $3.62 48.5% 47%
20260930 $4.22 $4.22 51.5% 63%
20260929 $4.38 $4.38 49.8% 54%
20260928 $3.60 $3.60 50.4% 57%
20260925 $3.52 $3.52 45.6% 32%
20260924 $4.10 $4.10 47.7% 43%
20260923 $3.60 $3.60 45.3% 31%
20260922 $3.75 $3.75 45.2% 30%
20260921 $3.80 $3.80 46.3% 36%
20260918 $4.67 $2.42 48.0% 45%
20260917 $4.28 $1.45 46.2% 35%
20260916 $3.85 $3.42 42.8% 18%
20260915 $4.22 $2.38 45.2% 30%
20260914 $4.55 $2.52 48.3% 46%
20260911 $4.47 $3.10 46.5% 37%
20260910 $4.03 $2.35 40.9% 8%
20260909 $4.15 $2.30 41.4% 11%
20260908 $4.85 $2.62 46.8% 39%
20260904 $4.47 $3.00 40.3% 5%
20260903 $4.62 $3.27 40.8% 8%
20260902 $3.95 $3.95 43.1% 19%
20260901 $3.83 $3.83 43.9% 23%
20260831 $5.45 $5.45 40.4% 5%
20260828 $4.10 $4.10 47.4% 41%
20260827 $3.30 $3.30 43.1% 19%
20260826 $3.38 $3.38 41.2% 10%
20260825 $4.25 $4.25 47.4% 41%
20260824 $3.75 $3.75 47.4% 42%
20260821 $3.85 $1.12 44.4% 26%
20260820 $3.90 $1.42 44.2% 25%
20260819 $3.95 $1.95 42.1% 14%
20260818 $3.68 $2.12 39.3% 0%
20260817 $3.73 $2.10 39.7% 1%
20260814 $4.05 $1.70 42.6% 16%
20260813 $3.83 $2.23 39.5% 0%
20260812 $4.75 $2.42 47.7% 21%
20260811 $4.93 $3.25 50.2% 39%
20260810 $4.82 $3.70 44.6% 0%
20260807 — — 53.0% —
20260806 $4.72 $4.60 49.9% —
20260805 $4.50 $4.50 53.7% —
20260804 $4.47 $4.47 52.8% —
20260803 $4.55 $4.55 55.9% —
20260731 $4.88 $4.88 55.9% —
20260730 $4.78 $4.78 56.4% —
20260729 $5.55 $5.55 58.5% —
20260728 $5.70 $5.70 57.9% —
20260727 $4.88 $4.88 51.9% —

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.