SOPH · Expected Move

SOPHiA GENETICS SA Ordinary Shares

The expected move for SOPH 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).

SOPH 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 SOPH Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$1.15
30-Day ATM IV
60.4%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to SOPH'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.
SOPH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $1.05 $1.15 60.4% 5%
20261106 $1.15 $1.00 68.2% 13%
20261105 $1.32 $1.40 67.7% 12%
20261104 $1.00 $1.00 65.6% 10%
20261103 $1.10 $1.10 72.7% 18%
20261102 $1.55 $1.55 77.4% 23%
20261030 $1.35 $1.35 77.4% 23%
20261029 $1.23 $1.23 69.1% 14%
20261028 $1.55 $1.55 69.5% 14%
20261027 $1.02 $1.02 68.9% 14%
20261026 $1.23 $1.23 73.8% 19%
20261023 $1.32 $1.32 74.0% 19%
20261022 $1.48 $1.48 75.8% 21%
20261021 $1.25 $1.25 72.9% 18%
20261020 $1.52 $1.52 86.8% 33%
20261019 $1.43 $1.43 76.1% 21%
20261016 $1.30 $1.15 120.4% 69%
20261015 $1.48 $0.50 67.8% 12%
20261014 $1.40 $1.17 61.9% 6%
20261013 $1.38 $0.75 71.0% 16%
20261012 $1.58 $0.88 67.7% 12%
20261009 $1.43 $0.95 76.1% 21%
20261008 $1.23 $0.90 68.6% 13%
20261007 $1.57 $1.27 81.4% 27%
20261006 $1.50 $0.93 77.1% 23%
20261005 $1.77 $1.33 78.1% 24%
20261002 $1.30 $1.30 80.9% 27%
20261001 $1.32 $1.32 79.1% 25%
20260930 $1.40 $1.40 78.3% 24%
20260929 $1.45 $1.45 82.9% 29%
20260928 $1.62 $1.62 77.3% 23%
20260925 $1.50 $1.50 70.7% 16%
20260924 $1.45 $1.45 60.9% 5%
20260923 $1.40 $1.40 74.1% 19%
20260922 $1.55 $1.55 88.0% 34%
20260921 $1.23 $1.23 77.9% 23%
20260918 $1.50 $0.88 84.4% 30%
20260917 $1.55 $1.55 93.9% 41%
20260916 $1.45 $1.05 66.9% 12%
20260915 $1.43 $0.98 66.0% 11%
20260914 $1.52 $0.95 63.5% 8%
20260911 $1.10 $0.97 57.0% 1%
20260910 $1.32 $1.07 71.9% 17%
20260909 $1.42 $0.93 65.4% 10%
20260908 $1.48 $1.15 70.0% 15%
20260904 $1.43 $1.18 77.1% 23%
20260903 $1.60 $1.18 76.5% 22%
20260902 $1.20 $1.20 83.9% 30%
20260901 $1.32 $1.32 89.7% 36%
20260831 $1.40 $1.40 71.4% 16%
20260828 $1.30 $1.30 69.2% 14%
20260827 $1.65 $1.65 69.2% 14%
20260826 $1.27 $1.27 86.5% 33%
20260825 $1.43 $1.43 74.9% 20%
20260824 $1.27 $1.27 64.4% 9%
20260821 $1.85 $1.12 79.0% 25%
20260820 $1.32 $0.90 64.4% 9%
20260819 $1.93 $1.02 98.0% 45%
20260818 $1.20 $0.72 67.7% 12%
20260817 $1.40 $0.82 73.6% 19%

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.