SPT · Expected Move

Sprout Social, Inc Class A Common Stock

The expected move for SPT 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).

SPT straddle price & implied vol

60 sessions

Bars: 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 SPT Expected Move
30-Day Straddle
$2.15
7-Day Straddle
$2.15
30-Day ATM IV
77.3%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to SPT'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.
SPT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $2.15 $2.15 77.3% 45%
20261023 $2.10 $2.10 74.4% 40%
20261022 $2.70 $2.70 87.7% 64%
20261021 $2.17 $2.17 74.9% 41%
20261020 $2.28 $2.28 78.7% 48%
20261019 $2.02 $2.02 70.5% 33%
20261016 $2.27 $1.42 71.2% 35%
20261015 $2.27 $1.05 71.9% 36%
20261014 $2.35 $8.72 — —
20261013 $2.48 $1.65 — —
20261012 $2.30 $3.67 74.6% 41%
20261009 $2.40 $1.50 75.2% 42%
20261008 $2.08 $1.12 76.5% 44%
20261007 $1.98 $0.80 67.6% 28%
20261006 $2.02 $0.92 71.9% 36%
20261005 $2.17 $1.20 77.0% 45%
20261002 $0.93 $0.93 64.7% 23%
20261001 $0.93 $0.93 65.3% 24%
20260930 $0.85 $0.85 66.7% 26%
20260929 $1.02 $1.02 70.8% 34%
20260928 $1.12 $1.12 78.1% 47%
20260925 $1.18 $1.18 68.3% 29%
20260924 $1.27 $1.27 77.9% 46%
20260923 $1.15 $1.15 61.9% 18%
20260922 $1.12 $1.12 59.1% 13%
20260921 $1.23 $1.23 60.5% 16%
20260918 $1.40 $0.58 61.8% 18%
20260917 $1.50 $1.73 55.7% 7%
20260916 $1.95 $1.35 64.7% 23%
20260915 $2.25 $1.10 64.4% 22%
20260914 $1.95 $2.05 64.1% 22%
20260911 $1.62 $1.32 63.0% 20%
20260910 $1.60 $1.05 62.6% 19%
20260909 $1.65 $1.45 68.9% 30%
20260908 $1.60 $1.50 63.2% 20%
20260904 $2.73 $1.50 68.3% 29%
20260903 $2.17 $1.50 65.4% 24%
20260902 $1.45 $1.45 63.9% 22%
20260901 $1.75 $1.75 66.8% 27%
20260831 $1.77 $1.77 64.2% 22%
20260828 $1.98 $1.98 65.9% 25%
20260827 $1.58 $1.58 64.1% 22%
20260826 $1.48 $1.48 67.1% 27%
20260825 $1.45 $1.45 64.8% 23%
20260824 $1.27 $1.27 59.8% 14%
20260821 $1.32 $0.47 60.1% 15%
20260820 $1.45 $0.60 64.5% 23%
20260819 $1.18 $0.70 51.7% 0%
20260818 $1.45 $0.55 63.0% 3%
20260817 $1.55 $0.65 62.7% 2%
20260814 $1.48 $0.75 61.8% 0%
20260813 $1.70 $0.82 68.5% 9%
20260812 $1.70 $0.82 72.8% 17%
20260811 $1.85 $0.85 72.5% 16%
20260810 $1.77 $1.00 68.1% 8%
20260806 $2.15 $1.60 101.1% 68%
20260805 $1.97 $1.97 97.1% 61%
20260804 $2.17 $2.17 106.0% 77%
20260803 $2.05 $2.05 93.3% 54%
20260731 $1.85 $1.85 96.6% 60%

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.