SPHR · Expected Move

Sphere Entertainment Co.

The expected move for SPHR 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).

SPHR 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 SPHR Expected Move
30-Day Straddle
$14.75
7-Day Straddle
$14.75
30-Day ATM IV
64.1%
IV Rank
80%
Implied one-standard-deviation move through the next 30 days. Compare to SPHR'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.
SPHR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261030 $14.75 $14.75 64.1% 80%
20261029 $15.15 $15.15 61.7% 69%
20261028 $15.45 $15.45 62.6% 73%
20261027 $15.40 $15.40 62.5% 73%
20261026 $15.45 $15.45 63.8% 78%
20261023 $15.55 $15.55 62.9% 74%
20261022 $15.85 $15.85 62.4% 72%
20261021 $16.75 $16.75 63.7% 78%
20261020 $16.55 $16.55 61.6% 68%
20261019 $14.95 $14.95 60.6% 64%
20261016 $16.05 $2.90 61.3% 67%
20261015 $16.10 $3.45 58.3% 53%
20261014 $16.55 $4.10 61.7% 69%
20261013 $15.60 $4.83 58.0% 52%
20261012 $16.55 $5.95 60.4% 63%
20261009 $16.85 $6.20 57.6% 50%
20261008 $17.85 $7.42 59.3% 58%
20261007 $17.40 $8.05 59.3% 58%
20261006 $17.25 $7.45 57.8% 51%
20261005 $18.30 $8.00 57.2% 48%
20261002 $9.25 $9.25 51.0% 20%
20261001 $10.50 $10.50 54.0% 34%
20260930 $10.65 $10.65 51.6% 23%
20260929 $11.40 $11.40 53.2% 30%
20260928 $12.65 $12.65 53.3% 30%
20260925 $13.10 $13.10 51.2% 21%
20260924 $13.45 $13.45 50.9% 19%
20260923 $13.55 $13.55 51.6% 23%
20260922 $13.80 $13.80 49.8% 14%
20260921 $14.90 $14.90 51.1% 20%
20260918 $15.35 $1.48 48.0% 6%
20260917 $15.95 $3.90 49.1% 11%
20260916 $17.55 $5.88 52.3% 26%
20260915 $16.50 $6.22 49.3% 12%
20260914 $16.70 $6.92 48.1% 7%
20260911 $17.45 $7.62 48.5% 8%
20260910 $17.95 $8.77 50.0% 15%
20260909 $17.95 $9.35 50.3% 16%
20260908 $18.50 $9.68 49.8% 14%
20260904 $18.80 $10.75 47.8% 5%
20260903 $19.10 $11.20 48.2% 7%
20260902 $10.95 $10.95 48.2% 7%
20260901 $11.50 $11.50 48.6% 9%
20260831 $11.90 $11.90 49.0% 11%
20260828 $13.35 $13.35 48.8% 10%
20260827 $13.10 $13.10 47.2% 2%
20260826 $15.85 $15.85 49.3% 12%
20260825 $15.15 $15.15 48.1% 6%
20260824 $16.40 $16.40 49.1% 11%
20260821 $16.70 $2.38 48.9% 10%
20260820 $17.40 $4.05 49.3% 12%
20260819 $17.35 $4.80 47.7% 4%
20260818 $18.25 $6.47 47.6% 4%
20260817 $19.75 $7.47 48.0% 6%
20260814 $19.80 $8.35 46.7% 0%
20260813 $21.05 $9.65 47.3% 0%
20260812 $22.00 $10.10 49.4% 0%
20260811 $21.50 $10.65 50.2% 4%
20260810 $22.20 $11.70 52.1% 14%
20260807 — — 51.5% 11%

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.