SPSC · Expected Move
SPS Commerce, Inc.
The expected move for SPSC 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).
SPSC 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 SPSC Expected Move
30-Day Straddle
$10.55
7-Day Straddle
$10.55
30-Day ATM IV
47.4%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to SPSC'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.
SPSC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $10.55 | $10.55 | 47.4% | 26% |
| 20261021 | $10.15 | $10.15 | 49.4% | 34% |
| 20261020 | $10.45 | $10.45 | 51.7% | 42% |
| 20261019 | $12.05 | $12.05 | 59.4% | 69% |
| 20261016 | $11.25 | $2.23 | 53.5% | 48% |
| 20261015 | $12.10 | $5.20 | 53.9% | 49% |
| 20261014 | $11.60 | $5.03 | 53.5% | 48% |
| 20261013 | $12.10 | $6.30 | 55.6% | 56% |
| 20261012 | $12.80 | $7.40 | 58.1% | 65% |
| 20261009 | $13.15 | $8.20 | 60.0% | 71% |
| 20261008 | $13.75 | $8.35 | 61.1% | 75% |
| 20261007 | $12.85 | $7.70 | 59.1% | 68% |
| 20261006 | $11.95 | $8.25 | 56.7% | 60% |
| 20261005 | $13.25 | $8.05 | 60.6% | 73% |
| 20261002 | $8.22 | $8.22 | 57.1% | 61% |
| 20261001 | $9.45 | $9.45 | 56.9% | 60% |
| 20260930 | $8.38 | $8.38 | 56.1% | 58% |
| 20260929 | $8.50 | $8.50 | 53.2% | 47% |
| 20260928 | $8.85 | $8.85 | 54.2% | 51% |
| 20260925 | $8.80 | $8.80 | 53.8% | 49% |
| 20260924 | $8.72 | $8.72 | 49.1% | 32% |
| 20260923 | $9.03 | $9.03 | 52.4% | 44% |
| 20260922 | $9.38 | $9.38 | 53.4% | 48% |
| 20260921 | $9.90 | $9.90 | 55.8% | 56% |
| 20260918 | $9.40 | $3.08 | 53.3% | 48% |
| 20260917 | $9.15 | $1.70 | 50.6% | 38% |
| 20260916 | $9.70 | $3.07 | 52.0% | 43% |
| 20260915 | $8.80 | $3.67 | 45.7% | 20% |
| 20260914 | $10.25 | $5.40 | 49.2% | 33% |
| 20260911 | $10.45 | $8.07 | 49.0% | 32% |
| 20260910 | $9.68 | $6.45 | 50.6% | 38% |
| 20260909 | $9.65 | $5.88 | 48.9% | 32% |
| 20260908 | $9.95 | $5.57 | 49.1% | 32% |
| 20260904 | $10.65 | $6.35 | 46.9% | 24% |
| 20260903 | $9.95 | $5.97 | 43.2% | 11% |
| 20260902 | $7.78 | $7.78 | 48.7% | 31% |
| 20260901 | $7.10 | $7.10 | 46.9% | 24% |
| 20260831 | $6.12 | $6.12 | 42.0% | 7% |
| 20260828 | $6.50 | $6.50 | 41.0% | 3% |
| 20260827 | $6.70 | $6.70 | 41.9% | 7% |
| 20260826 | $7.30 | $7.30 | 45.8% | 21% |
| 20260825 | $7.53 | $7.53 | 46.5% | 23% |
| 20260824 | $7.83 | $7.83 | 44.6% | 16% |
| 20260821 | $7.65 | $3.25 | 42.0% | 7% |
| 20260820 | $7.65 | $4.00 | 43.6% | 13% |
| 20260819 | $7.80 | $3.67 | 41.1% | 4% |
| 20260818 | $9.22 | $4.90 | 46.4% | 23% |
| 20260817 | $8.75 | $4.90 | 46.9% | 25% |
| 20260814 | $7.80 | $4.53 | 40.1% | 0% |
| 20260813 | $8.55 | $4.60 | 43.5% | 5% |
| 20260812 | $9.70 | $5.50 | 49.4% | 28% |
| 20260811 | $9.78 | $4.20 | 50.2% | 31% |
| 20260810 | $10.00 | $5.22 | 51.3% | 36% |
| 20260807 | — | — | 50.8% | 34% |
| 20260806 | $10.57 | $6.98 | 54.7% | 49% |
| 20260805 | $7.22 | $7.22 | 54.7% | 49% |
| 20260804 | $6.88 | $6.88 | 51.7% | 37% |
| 20260803 | $7.38 | $7.38 | 50.1% | 31% |
| 20260731 | $7.33 | $7.33 | 50.4% | 32% |
| 20260730 | $9.35 | $9.35 | 63.8% | 84% |
More on SPSC
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.