SPR · Expected Move
Spirit Aerosystems Holdings, Inc.
The expected move for SPR 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).
SPR 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 SPR Expected Move
30-Day Straddle
$3.90
7-Day Straddle
$2.22
30-Day ATM IV
31.3%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to SPR'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.
SPR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251205 | $3.90 | $2.22 | 31.3% | 45% |
| 20251204 | $3.92 | $1.77 | 32.2% | 49% |
| 20251203 | $3.15 | $3.15 | 35.7% | 64% |
| 20251202 | $1.40 | $1.40 | 36.7% | 68% |
| 20251201 | $2.12 | $2.12 | 34.2% | 57% |
| 20251128 | $2.52 | $2.52 | 24.3% | 16% |
| 20251126 | $1.92 | $1.92 | 29.5% | 40% |
| 20251125 | $1.60 | $1.60 | 26.7% | 28% |
| 20251124 | $1.57 | $1.57 | 27.9% | 24% |
| 20251121 | $2.27 | $1.07 | 34.8% | 44% |
| 20251120 | $3.47 | $0.92 | 41.2% | 63% |
| 20251119 | $1.48 | $0.80 | 23.3% | 10% |
| 20251118 | $2.35 | $0.65 | 22.6% | 8% |
| 20251117 | $2.48 | $1.27 | 28.9% | 27% |
| 20251114 | $2.52 | $0.57 | 20.7% | 3% |
| 20251113 | $2.55 | $1.62 | 22.7% | 9% |
| 20251112 | $2.60 | $1.45 | 26.8% | 21% |
| 20251111 | $1.88 | $0.90 | 23.1% | 11% |
| 20251110 | $2.60 | $1.62 | 29.1% | 28% |
| 20251107 | $2.48 | $1.48 | 26.4% | 20% |
| 20251106 | $2.77 | $1.67 | 24.6% | 15% |
| 20251105 | $1.62 | $1.62 | 23.0% | 10% |
| 20251104 | $1.73 | $1.73 | 25.7% | 18% |
| 20251103 | $1.85 | $1.85 | 28.1% | 25% |
| 20251031 | $2.25 | $2.25 | 28.5% | 26% |
| 20251030 | $1.97 | $1.97 | 28.4% | 26% |
| 20251029 | $2.42 | $2.42 | 29.2% | 28% |
| 20251028 | $2.65 | $2.65 | 26.8% | 21% |
| 20251027 | $2.35 | $2.35 | — | — |
| 20251024 | $2.83 | $2.83 | 29.3% | 29% |
| 20251023 | $2.05 | $2.05 | 24.1% | 14% |
| 20251022 | $2.45 | $2.45 | 27.1% | 32% |
| 20251021 | $2.38 | $2.38 | 26.3% | 30% |
| 20251020 | $2.75 | $2.75 | 29.0% | 37% |
| 20251017 | $2.02 | $0.38 | 27.1% | 32% |
| 20251016 | $2.92 | $1.60 | 29.6% | 38% |
| 20251015 | $3.08 | $1.25 | 28.9% | 37% |
| 20251014 | $2.55 | $1.10 | 32.7% | 46% |
| 20251013 | $3.90 | $0.95 | 35.5% | 53% |
| 20251010 | $3.85 | $2.02 | 42.0% | 70% |
| 20251009 | $4.30 | $0.95 | 35.0% | 52% |
| 20251008 | $2.88 | $1.45 | 32.5% | 46% |
| 20251007 | $4.00 | $1.20 | 39.7% | 64% |
| 20251006 | $3.93 | $1.85 | 36.9% | 57% |
| 20251003 | $1.62 | $1.62 | — | — |
| 20251002 | $3.00 | $3.00 | 44.4% | 76% |
| 20251001 | $1.77 | $1.77 | — | — |
| 20250930 | $1.17 | $1.17 | 31.1% | 42% |
| 20250929 | $2.12 | $2.12 | 28.9% | 36% |
| 20250926 | $1.88 | $1.88 | 31.2% | 42% |
| 20250925 | $1.72 | $1.72 | 24.2% | 25% |
| 20250924 | $1.30 | $1.30 | 20.7% | 16% |
| 20250923 | $1.65 | $1.65 | 36.3% | 55% |
| 20250922 | $2.15 | $2.15 | 26.8% | 31% |
| 20250919 | $1.73 | $0.90 | — | — |
| 20250918 | $1.12 | $0.50 | 26.3% | 30% |
| 20250917 | $1.55 | $1.02 | 23.5% | 23% |
| 20250916 | $1.27 | $0.70 | 22.4% | 20% |
| 20250915 | $1.68 | $0.53 | 22.1% | 19% |
| 20250912 | $1.55 | $1.82 | 29.4% | 38% |
More on SPR
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.