SPNS · Expected Move
Sapiens International Corporation N.V. Common Shares (Cayman Islands)
The expected move for SPNS 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).
SPNS 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 SPNS Expected Move
30-Day Straddle
$5.58
7-Day Straddle
$10.35
30-Day ATM IV
41.5%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to SPNS'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.
SPNS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251216 | $5.58 | $10.35 | 41.5% | 37% |
| 20251215 | $2.55 | $10.05 | 38.1% | 33% |
| 20251212 | $10.03 | $10.05 | 36.0% | 30% |
| 20251211 | $10.03 | $10.03 | 40.4% | 36% |
| 20251210 | $8.53 | $10.03 | 39.3% | 34% |
| 20251209 | $2.55 | $1.70 | 31.1% | 23% |
| 20251208 | $5.03 | $10.03 | 34.5% | 28% |
| 20251205 | $2.57 | $10.03 | — | — |
| 20251204 | $5.03 | $5.03 | 32.4% | 25% |
| 20251203 | $10.03 | $10.03 | 67.9% | 74% |
| 20251202 | $5.03 | $5.03 | 27.7% | 18% |
| 20251201 | $10.03 | $10.03 | 30.2% | 22% |
| 20251128 | $10.03 | $10.03 | 26.9% | 17% |
| 20251126 | $10.03 | $10.03 | 27.9% | 19% |
| 20251125 | $10.03 | $10.03 | 22.8% | 12% |
| 20251124 | $10.35 | $10.35 | 25.5% | 15% |
| 20251121 | $8.90 | $4.90 | 37.8% | 32% |
| 20251120 | $8.60 | $2.45 | 21.7% | 10% |
| 20251119 | $8.70 | $4.90 | 19.7% | 7% |
| 20251118 | $8.90 | $4.90 | 20.8% | 9% |
| 20251117 | $9.18 | $2.45 | 22.2% | 11% |
| 20251114 | $8.53 | $2.45 | 52.9% | 53% |
| 20251113 | $8.50 | $2.45 | 22.3% | 11% |
| 20251112 | $1.10 | $2.45 | 87.2% | 100% |
| 20251111 | $2.98 | $2.68 | 58.4% | 70% |
| 20251110 | $2.57 | $2.45 | 22.8% | 13% |
| 20251107 | $2.57 | $2.45 | 22.9% | 14% |
| 20251106 | $2.65 | $5.15 | 43.2% | 46% |
| 20251105 | $3.00 | $3.00 | 22.6% | 13% |
| 20251104 | $5.03 | $5.03 | 40.1% | 41% |
| 20251103 | $2.45 | $2.45 | 28.0% | 22% |
| 20251031 | $2.90 | $2.90 | 26.6% | 19% |
| 20251030 | $5.03 | $5.03 | 24.7% | 16% |
| 20251029 | $2.45 | $2.45 | 34.4% | 32% |
| 20251028 | $2.45 | $2.45 | 28.8% | 23% |
| 20251027 | $4.90 | $4.90 | 18.8% | 7% |
| 20251024 | $4.90 | $4.90 | 23.3% | 14% |
| 20251023 | $2.42 | $2.42 | 26.5% | 19% |
| 20251022 | $4.90 | $4.90 | 18.8% | 7% |
| 20251021 | $2.45 | $2.45 | 24.5% | 16% |
| 20251020 | $2.85 | $2.85 | 20.0% | 9% |
| 20251017 | $2.95 | $10.10 | 23.9% | 15% |
| 20251016 | $2.98 | $10.00 | 23.8% | 15% |
| 20251015 | $2.57 | $2.52 | 23.5% | 15% |
| 20251014 | $2.47 | $10.00 | 20.9% | 10% |
| 20251013 | $2.60 | $2.52 | 22.8% | 14% |
| 20251010 | $2.57 | $10.00 | 25.0% | 17% |
| 20251009 | $4.82 | $2.45 | 24.3% | 16% |
| 20251008 | $2.47 | $2.52 | 31.0% | 27% |
| 20251007 | $3.20 | $2.57 | 25.7% | 18% |
| 20251006 | $5.17 | $2.55 | 24.5% | 16% |
| 20251003 | $2.57 | $2.57 | 19.6% | 8% |
| 20251002 | $2.57 | $2.57 | 22.5% | 13% |
| 20251001 | $2.57 | $2.57 | 20.4% | 10% |
| 20250930 | $2.60 | $2.60 | 21.6% | 12% |
| 20250929 | $10.05 | $10.05 | 23.2% | 14% |
| 20250926 | $10.00 | $10.00 | 20.2% | 9% |
| 20250925 | $2.45 | $2.45 | 23.1% | 14% |
| 20250924 | $2.55 | $2.55 | 21.6% | 11% |
| 20250923 | $10.05 | $10.05 | 23.8% | 15% |
More on SPNS
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.