SO · Expected Move
The Southern Company
The expected move for SO 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).
SO 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 SO Expected Move
30-Day Straddle
$4.72
7-Day Straddle
$1.92
30-Day ATM IV
22.6%
IV Rank
79%
Implied one-standard-deviation move through the next 30 days. Compare to SO'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.
SO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $4.72 | $1.92 | 22.6% | 79% |
| 20261015 | $4.15 | $2.30 | 21.1% | 64% |
| 20261014 | $4.70 | $2.15 | 21.1% | 64% |
| 20261013 | $4.60 | $2.20 | 22.4% | 77% |
| 20261012 | $4.05 | $1.30 | 20.7% | 59% |
| 20261009 | $3.58 | $1.57 | 20.0% | 53% |
| 20261008 | $3.98 | $2.10 | 21.0% | 63% |
| 20261007 | $4.42 | $1.97 | 22.4% | 77% |
| 20261006 | $4.03 | $2.15 | 19.9% | 52% |
| 20261005 | $3.85 | $1.40 | 19.2% | 45% |
| 20261002 | $3.25 | $1.62 | 19.7% | 50% |
| 20261001 | $3.70 | $1.95 | 20.1% | 54% |
| 20260930 | $4.07 | $2.02 | 21.5% | 68% |
| 20260929 | $3.75 | $2.17 | 18.7% | 40% |
| 20260928 | $3.78 | $1.50 | 20.0% | 53% |
| 20260925 | $3.28 | $1.60 | 17.8% | 31% |
| 20260924 | $3.00 | $1.65 | 17.1% | 23% |
| 20260923 | $3.28 | $2.00 | 17.1% | 23% |
| 20260922 | $3.73 | $2.00 | 18.1% | 33% |
| 20260921 | $3.50 | $1.35 | 17.1% | 23% |
| 20260918 | $2.92 | $1.77 | 16.1% | 13% |
| 20260917 | $3.35 | $1.77 | 17.3% | 26% |
| 20260916 | $4.17 | $2.42 | 18.3% | 35% |
| 20260915 | $3.80 | $2.33 | 18.1% | 34% |
| 20260914 | $2.78 | $1.30 | 14.8% | 0% |
| 20260911 | $3.80 | $1.75 | 19.3% | 42% |
| 20260910 | $3.58 | $1.95 | 18.1% | 29% |
| 20260909 | $3.50 | $2.10 | 17.6% | 23% |
| 20260908 | $4.53 | $2.33 | 22.2% | 74% |
| 20260904 | $3.35 | $1.62 | 18.0% | 28% |
| 20260903 | $3.33 | $1.73 | 16.6% | 12% |
| 20260902 | $3.50 | $1.88 | 17.7% | 25% |
| 20260901 | $3.65 | $1.83 | 17.7% | 24% |
| 20260831 | $3.60 | $1.50 | 17.5% | 23% |
| 20260828 | $3.22 | $1.85 | 17.8% | 25% |
| 20260827 | $3.42 | $2.17 | 17.2% | 19% |
| 20260826 | $3.55 | $1.92 | 17.5% | 22% |
| 20260825 | $3.67 | $1.88 | 17.4% | 22% |
| 20260824 | $3.83 | $2.08 | 16.9% | 16% |
| 20260821 | $3.58 | $1.80 | 18.1% | 29% |
| 20260820 | $3.45 | $1.92 | 17.2% | 19% |
| 20260819 | $3.70 | $2.25 | 17.6% | 23% |
| 20260818 | $3.75 | $2.17 | 17.7% | 24% |
| 20260817 | $3.77 | $1.55 | 17.8% | 26% |
| 20260814 | $3.38 | $1.95 | 16.5% | 12% |
| 20260813 | $4.40 | $2.12 | 20.1% | 51% |
| 20260812 | $3.95 | $2.45 | 19.2% | 41% |
| 20260811 | $3.12 | $2.83 | 15.4% | 0% |
| 20260810 | $5.07 | $1.40 | 22.5% | 71% |
| 20260807 | — | — | 19.6% | 31% |
| 20260806 | $4.20 | $2.23 | 20.7% | 46% |
| 20260805 | $3.70 | $2.38 | 17.4% | 0% |
| 20260804 | $4.45 | $2.97 | 21.3% | 47% |
| 20260803 | $4.42 | $1.90 | 20.3% | 32% |
| 20260731 | $4.33 | $2.45 | 20.2% | 30% |
| 20260730 | $4.10 | $2.25 | 19.8% | 25% |
| 20260729 | $4.70 | $3.02 | 21.4% | 50% |
| 20260728 | $4.55 | $3.08 | 20.8% | 39% |
| 20260727 | $4.97 | $2.58 | 22.1% | 60% |
| 20260724 | $4.90 | $3.35 | 22.1% | 62% |
More on SO
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.