SPNT · Expected Move
SiriusPoint Ltd.
The expected move for SPNT 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).
SPNT 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 SPNT Expected Move
30-Day Straddle
$1.50
7-Day Straddle
$1.50
30-Day ATM IV
31.2%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to SPNT'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.
SPNT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $1.50 | $1.50 | 31.2% | 13% |
| 20261016 | $2.92 | $0.55 | 44.6% | 42% |
| 20261015 | $3.02 | $1.10 | 48.7% | 52% |
| 20261014 | $2.75 | $0.75 | 42.9% | 39% |
| 20261013 | $3.40 | $0.85 | 52.4% | 59% |
| 20261012 | $2.28 | $0.95 | 34.4% | 20% |
| 20261009 | $2.25 | $0.75 | 33.0% | 17% |
| 20261008 | $2.38 | $1.08 | 36.6% | 25% |
| 20261007 | $2.02 | $1.00 | 31.3% | 13% |
| 20261006 | $2.97 | $1.05 | 41.6% | 36% |
| 20261005 | $2.17 | $0.97 | 31.5% | 14% |
| 20261002 | $1.18 | $1.18 | 36.5% | 25% |
| 20261001 | $1.15 | $1.15 | 35.2% | 22% |
| 20260930 | $1.68 | $1.68 | 43.5% | 40% |
| 20260929 | $2.05 | $2.05 | 45.2% | 44% |
| 20260928 | $1.35 | $1.35 | 33.3% | 18% |
| 20260925 | $1.70 | $1.70 | 37.1% | 26% |
| 20260924 | $2.35 | $2.35 | 41.9% | 37% |
| 20260923 | $2.40 | $2.40 | 42.2% | 37% |
| 20260922 | $2.20 | $2.20 | 40.3% | 33% |
| 20260921 | $2.95 | $2.95 | 41.3% | 35% |
| 20260918 | $2.88 | $0.97 | 27.7% | 5% |
| 20260917 | $3.25 | $1.70 | 54.4% | 64% |
| 20260916 | $2.52 | $1.75 | 43.5% | 40% |
| 20260915 | $2.33 | $1.60 | 25.2% | 0% |
| 20260914 | $2.40 | $1.45 | 41.6% | 33% |
| 20260911 | $1.80 | $1.65 | 34.3% | 16% |
| 20260910 | $3.08 | $1.07 | 59.7% | 75% |
| 20260909 | $2.90 | $2.25 | 32.8% | 13% |
| 20260908 | $2.83 | $2.62 | 36.0% | 20% |
| 20260904 | $2.50 | $2.40 | 37.8% | 24% |
| 20260903 | $1.93 | $2.35 | 33.7% | 15% |
| 20260902 | $2.45 | $2.45 | 48.0% | 48% |
| 20260901 | $1.77 | $1.77 | 48.0% | 48% |
| 20260831 | $2.67 | $2.67 | 30.4% | 7% |
| 20260828 | $2.10 | $2.10 | 30.2% | 7% |
| 20260827 | $2.55 | $2.55 | 39.2% | 28% |
| 20260826 | $2.75 | $2.75 | 39.1% | 27% |
| 20260825 | $3.00 | $3.00 | 38.6% | 26% |
| 20260824 | $1.80 | $1.80 | 34.3% | 16% |
| 20260821 | $2.62 | $1.65 | 42.1% | 34% |
| 20260820 | $2.08 | $1.35 | 27.1% | 0% |
| 20260819 | $2.55 | $2.40 | 43.4% | 31% |
| 20260818 | $2.30 | $2.12 | 32.3% | 3% |
| 20260817 | $2.00 | $2.08 | 35.0% | 10% |
| 20260814 | $3.18 | $2.38 | 70.9% | 100% |
| 20260813 | $2.52 | $2.40 | 44.5% | 38% |
| 20260812 | $1.73 | $1.15 | 31.0% | 0% |
| 20260811 | $1.55 | $2.55 | 33.1% | 6% |
| 20260810 | $2.80 | $2.80 | 44.8% | 39% |
| 20260807 | — | — | 37.4% | 18% |
| 20260806 | $2.92 | $2.27 | 44.4% | 38% |
| 20260805 | $2.60 | $2.60 | 40.0% | 25% |
| 20260804 | $2.12 | $2.12 | 54.0% | 65% |
| 20260803 | $2.40 | $2.40 | 49.2% | 51% |
| 20260731 | $2.83 | $2.83 | 47.9% | 48% |
| 20260730 | $2.75 | $2.75 | 58.2% | 77% |
| 20260729 | $3.25 | $3.25 | 44.0% | 37% |
| 20260728 | $3.22 | $3.22 | 40.6% | 27% |
| 20260727 | $3.02 | $3.02 | 36.5% | 15% |
More on SPNT
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.