SPNS (Sapiens International Corporation N.V. Common Shares (Cayman Islands))

Expected Move & Straddle Price History

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).

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.

Current SPNS Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
1.3%
IV Rank
71%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20251218 $0.00 $0.00 1.3% 71%
20251217 $0.00 $0.00 1.3% 70%
20251216 $5.58 $10.35 1.3% 68%
20251215 $2.55 $10.05 1.2% 59%
20251212 $10.03 $10.05 0.9% 43%
20251211 $10.03 $10.03 0.8% 38%
20251210 $8.53 $10.03 1.0% 47%
20251209 $2.55 $1.70 0.8% 32%
20251208 $5.03 $10.03 0.9% 42%
20251205 $2.57 $10.03 1.1% 53%
20251204 $5.03 $5.03 1.1% 55%
20251203 $10.03 $10.03 1.5% 84%
20251202 $5.03 $5.03 1.5% 83%
20251201 $10.03 $10.03 1.5% 78%
20251128 $10.03 $10.03 1.2% 64%
20251126 $10.03 $10.03 1.0% 51%
20251125 $10.03 $10.03 1.1% 52%
20251124 $10.35 $10.35 1.1% 53%
20251121 $8.90 $4.90 1.2% 61%
20251120 $8.60 $2.45 0.9% 44%
20251119 $8.70 $4.90 1.1% 52%
20251118 $8.90 $4.90 1.0% 45%
20251117 $9.18 $2.45 1.0% 50%
20251114 $8.53 $2.45 1.0% 47%
20251113 $8.50 $2.45 1.0% 47%
20251112 $1.10 $2.45 1.0% 46%
20251111 $2.98 $2.68 1.0% 46%
20251110 $2.57 $2.45 0.8% 36%
20251107 $2.57 $2.45 0.8% 32%
20251106 $2.65 $5.15 0.8% 33%
20251105 $3.00 $3.00 0.3% 2%
20251104 $5.03 $5.03 0.4% 11%
20251103 $2.45 $2.45 0.6% 24%
20251031 $2.90 $2.90 0.6% 21%
20251030 $5.03 $5.03 0.4% 9%
20251029 $2.45 $2.45 0.5% 16%
20251028 $2.45 $2.45 0.4% 11%
20251027 $4.90 $4.90 0.5% 16%
20251024 $4.90 $4.90 0.5% 18%
20251023 $2.42 $2.42 0.3% 2%
20251022 $4.90 $4.90 0.4% 8%
20251021 $2.45 $2.45 0.5% 14%
20251020 $2.85 $2.85 0.4% 10%
20251017 $2.95 $10.10 0.4% 7%
20251016 $2.98 $10.00 0.5% 16%
20251015 $2.57 $2.52 0.4% 6%
20251014 $2.47 $10.00 0.3% 0%
20251013 $2.60 $2.52 0.5% 10%
20251010 $2.57 $10.00 0.3% 0%
20251009 $4.82 $2.45 0.5% 11%
20251008 $2.47 $2.52 0.6% 12%
20251007 $3.20 $2.57 0.5% 5%
20251006 $5.17 $2.55 0.4% 0%
20251003 $2.57 $2.57 1.8% 100%
20251002 $2.57 $2.57 1.7% 95%
20251001 $2.57 $2.57 1.7% 95%
20250930 $2.60 $2.60 1.7% 93%
20250929 $10.05 $10.05 1.5% 83%
20250926 $10.00 $10.00 1.4% 74%
20250925 $2.45 $2.45 1.3% 58%