SPRU · Expected Move
Spruce Power Holding Corporation
The expected move for SPRU 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).
SPRU 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 SPRU Expected Move
30-Day Straddle
$3.73
7-Day Straddle
$3.73
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to SPRU'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.
SPRU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $3.73 | $3.73 | — | — |
| 20261023 | $8.75 | $8.75 | — | — |
| 20261022 | $1.38 | $1.38 | — | — |
| 20261021 | $1.35 | $1.35 | — | — |
| 20261020 | $13.70 | $13.70 | — | — |
| 20261019 | $1.22 | $1.22 | — | — |
| 20261016 | $1.38 | $1.05 | — | — |
| 20261015 | $1.12 | $1.50 | — | — |
| 20261014 | $1.10 | $1.42 | — | — |
| 20261013 | $1.18 | $1.32 | — | — |
| 20261012 | $1.00 | $2.77 | — | — |
| 20261009 | $1.30 | $8.38 | — | — |
| 20261008 | $1.12 | $1.27 | — | — |
| 20261007 | $1.07 | $2.83 | — | — |
| 20261006 | $10.97 | $1.88 | — | — |
| 20261005 | $1.33 | $3.42 | — | — |
| 20261002 | $0.98 | $0.98 | — | — |
| 20261001 | $0.83 | $0.83 | — | — |
| 20260930 | $0.83 | $0.83 | — | — |
| 20260929 | $1.10 | $1.10 | — | — |
| 20260928 | $0.70 | $0.70 | — | — |
| 20260925 | $0.65 | $0.65 | — | — |
| 20260924 | $0.70 | $0.70 | 128.8% | 23% |
| 20260923 | $0.65 | $0.65 | 116.1% | 19% |
| 20260922 | $0.62 | $0.62 | 104.8% | 15% |
| 20260921 | $0.53 | $0.53 | 116.7% | 19% |
| 20260918 | $0.80 | $1.30 | — | — |
| 20260917 | $1.00 | $0.88 | — | — |
| 20260916 | $0.88 | $0.78 | — | — |
| 20260915 | $1.07 | $1.00 | — | — |
| 20260914 | $0.92 | $0.90 | — | — |
| 20260911 | $1.07 | $0.85 | — | — |
| 20260910 | $1.15 | $0.58 | — | — |
| 20260909 | $2.65 | $2.52 | — | — |
| 20260908 | $2.65 | $2.38 | — | — |
| 20260904 | $2.67 | $0.78 | — | — |
| 20260903 | $1.20 | $8.07 | — | — |
| 20260902 | $0.70 | $0.70 | — | — |
| 20260901 | $0.83 | $0.83 | — | — |
| 20260831 | $0.70 | $0.70 | — | — |
| 20260828 | $0.60 | $0.60 | — | — |
| 20260827 | $0.65 | $0.65 | — | — |
| 20260826 | $0.95 | $0.95 | — | — |
| 20260825 | $0.68 | $0.68 | — | — |
| 20260824 | $0.70 | $0.70 | — | — |
| 20260821 | $1.02 | $8.07 | 116.4% | 19% |
| 20260820 | $0.95 | $0.88 | 102.9% | 14% |
| 20260819 | $0.70 | $0.80 | — | — |
| 20260818 | $0.83 | $0.90 | — | — |
| 20260817 | $1.00 | $0.88 | 129.1% | 23% |
| 20260814 | $1.15 | $2.58 | — | — |
| 20260813 | $0.67 | $1.12 | 123.6% | 22% |
| 20260812 | $0.93 | $0.93 | 158.5% | 34% |
| 20260811 | $2.38 | $1.78 | — | — |
| 20260810 | $2.48 | $0.82 | 242.7% | 64% |
| 20260806 | $0.85 | $0.80 | 152.4% | 32% |
| 20260805 | $0.78 | $0.78 | 157.4% | 34% |
| 20260804 | $0.65 | $0.65 | 162.2% | 35% |
| 20260803 | $0.75 | $0.75 | 167.9% | 37% |
| 20260731 | $0.97 | $0.97 | 125.0% | 22% |
More on SPRU
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.