SPFI · Expected Move
South Plains Financial, Inc. Common Stock
The expected move for SPFI 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).
SPFI 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 SPFI Expected Move
30-Day Straddle
$5.35
7-Day Straddle
$4.90
30-Day ATM IV
36.9%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to SPFI'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.
SPFI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.35 | $4.90 | 36.9% | 34% |
| 20261015 | $4.70 | $2.98 | 36.5% | 32% |
| 20261014 | $5.03 | $3.12 | 36.6% | 32% |
| 20261013 | $5.65 | $3.80 | 45.4% | 65% |
| 20261012 | $4.15 | $3.33 | 33.2% | 20% |
| 20261009 | $5.95 | $5.40 | 42.1% | 53% |
| 20261008 | $4.75 | $3.52 | 32.4% | 17% |
| 20261007 | $5.22 | $4.10 | 34.9% | 26% |
| 20261006 | $4.95 | $3.35 | 36.2% | 31% |
| 20261005 | $5.35 | $4.95 | 39.3% | 43% |
| 20261002 | $4.03 | $4.03 | 39.9% | 45% |
| 20261001 | $4.95 | $4.95 | 38.2% | 38% |
| 20260930 | $4.93 | $4.93 | 40.7% | 48% |
| 20260929 | $5.20 | $5.20 | 40.9% | 48% |
| 20260928 | $5.35 | $5.35 | 28.0% | 1% |
| 20260925 | $5.25 | $5.25 | 31.0% | 12% |
| 20260924 | $5.32 | $5.32 | 37.8% | 37% |
| 20260923 | $3.95 | $3.95 | 32.7% | 18% |
| 20260922 | $4.30 | $4.30 | 39.9% | 45% |
| 20260921 | $3.88 | $3.88 | 36.3% | 31% |
| 20260918 | $5.15 | $4.05 | 48.0% | 75% |
| 20260917 | $4.85 | $2.88 | 47.1% | 72% |
| 20260916 | $4.90 | $4.88 | 32.8% | 18% |
| 20260915 | $4.38 | $4.40 | 40.9% | 49% |
| 20260914 | $5.15 | $4.90 | 47.7% | 74% |
| 20260911 | $4.00 | $3.20 | 36.8% | 33% |
| 20260910 | $5.00 | $4.80 | 44.2% | 61% |
| 20260909 | $4.28 | $2.62 | 37.9% | 37% |
| 20260908 | $4.95 | $4.00 | 43.9% | 60% |
| 20260904 | $5.20 | $4.80 | 41.5% | 51% |
| 20260903 | $5.08 | $4.80 | 39.5% | 43% |
| 20260902 | $4.90 | $4.90 | 42.6% | 55% |
| 20260901 | $5.00 | $5.00 | 41.7% | 52% |
| 20260831 | $4.85 | $4.85 | 40.5% | 47% |
| 20260828 | $4.45 | $4.45 | 37.6% | 36% |
| 20260827 | $4.95 | $4.95 | 41.0% | 49% |
| 20260826 | $4.80 | $4.80 | 42.8% | 55% |
| 20260825 | $4.90 | $4.90 | 51.5% | 88% |
| 20260824 | $4.80 | $4.80 | 34.1% | 23% |
| 20260821 | $4.95 | $4.80 | 47.1% | 72% |
| 20260820 | $4.35 | $3.27 | 35.5% | 29% |
| 20260819 | $5.00 | $2.05 | 48.7% | 78% |
| 20260818 | $4.95 | $4.70 | 47.0% | 71% |
| 20260817 | $3.00 | $1.50 | 27.9% | 0% |
| 20260814 | $5.20 | $4.80 | 45.3% | 55% |
| 20260813 | $5.40 | $4.80 | 45.7% | 56% |
| 20260812 | $5.25 | $4.80 | 46.1% | 58% |
| 20260811 | $5.20 | $4.80 | 47.0% | 63% |
| 20260810 | $5.30 | $4.90 | 50.0% | 79% |
| 20260807 | — | — | 52.5% | 90% |
| 20260806 | $5.68 | $4.97 | 49.3% | 76% |
| 20260805 | $4.90 | $4.90 | 51.9% | 87% |
| 20260804 | $4.90 | $4.90 | 44.2% | 52% |
| 20260803 | $4.17 | $4.17 | 49.6% | 77% |
| 20260731 | $4.90 | $4.90 | 49.8% | 78% |
| 20260730 | $4.88 | $4.88 | 48.0% | 70% |
| 20260729 | $4.97 | $4.97 | 48.8% | 73% |
| 20260728 | $5.00 | $5.00 | 48.4% | 71% |
| 20260727 | $5.12 | $5.12 | 49.8% | 78% |
| 20260724 | $5.08 | $5.08 | 50.7% | 74% |
More on SPFI
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.