SRDX · Expected Move
Surmodics, Inc. Common Stock
The expected move for SRDX 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).
SRDX 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 SRDX Expected Move
30-Day Straddle
$0.57
7-Day Straddle
$1.00
30-Day ATM IV
100.7%
IV Rank
71%
Implied one-standard-deviation move through the next 30 days. Compare to SRDX'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.
SRDX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251118 | $0.57 | $1.00 | 100.7% | 71% |
| 20251117 | $0.68 | $0.57 | 8.8% | 0% |
| 20251114 | $3.02 | $1.43 | 30.3% | 3% |
| 20251113 | $2.88 | $3.42 | 27.4% | 0% |
| 20251112 | $3.02 | $2.23 | — | — |
| 20251111 | $3.98 | $3.83 | 37.3% | 0% |
| 20251110 | $8.10 | $4.00 | — | — |
| 20251107 | $8.50 | $7.15 | 124.9% | 85% |
| 20251106 | $8.35 | $7.08 | 122.1% | 82% |
| 20251105 | $7.22 | $7.22 | 126.9% | 87% |
| 20251104 | $7.47 | $7.47 | 129.7% | 90% |
| 20251103 | $7.85 | $7.85 | 130.8% | 92% |
| 20251031 | $8.25 | $8.25 | 135.2% | 97% |
| 20251030 | $8.45 | $8.45 | 135.3% | 97% |
| 20251029 | $8.23 | $8.23 | 133.9% | 95% |
| 20251028 | $8.00 | $8.00 | 132.3% | 93% |
| 20251027 | $8.05 | $8.05 | 132.2% | 93% |
| 20251024 | $8.55 | $8.55 | 138.0% | 100% |
| 20251023 | $7.25 | $7.25 | 116.9% | 100% |
| 20251022 | $6.75 | $6.75 | 109.3% | 89% |
| 20251021 | $6.58 | $6.58 | 116.7% | 100% |
| 20251020 | $6.42 | $6.42 | 101.7% | 83% |
| 20251017 | $7.65 | $4.05 | 111.5% | 100% |
| 20251016 | $7.45 | $4.25 | 107.0% | 95% |
| 20251015 | $5.65 | $4.85 | 82.4% | 53% |
| 20251014 | $7.55 | $5.05 | 107.5% | 96% |
| 20251013 | $7.15 | $5.05 | 100.0% | 83% |
| 20251010 | $7.90 | $5.40 | 105.0% | 93% |
| 20251009 | $6.83 | $5.62 | 102.5% | 89% |
| 20251008 | $8.05 | $5.90 | 98.7% | 83% |
| 20251007 | $7.12 | $5.67 | 92.1% | 73% |
| 20251006 | $7.97 | $6.47 | 105.4% | 93% |
| 20251003 | $5.75 | $5.75 | 102.9% | 90% |
| 20251002 | $6.90 | $6.90 | 109.7% | 100% |
| 20251001 | $6.95 | $6.95 | 106.9% | 100% |
| 20250930 | $6.90 | $6.90 | 106.2% | 100% |
| 20250929 | $6.25 | $6.25 | 101.4% | 96% |
| 20250926 | $7.00 | $7.00 | 103.9% | 100% |
| 20250925 | $6.28 | $6.28 | 91.8% | 83% |
| 20250924 | $6.53 | $6.53 | 96.8% | 92% |
| 20250923 | $5.80 | $5.80 | 81.1% | 68% |
| 20250922 | $6.40 | $6.40 | 90.5% | 84% |
| 20250919 | $6.62 | $4.30 | 93.6% | 88% |
| 20250918 | $6.62 | $4.75 | 92.6% | 87% |
| 20250917 | $6.88 | $3.27 | 97.3% | 93% |
| 20250916 | $6.88 | $4.80 | 95.7% | 91% |
| 20250915 | $7.72 | $3.95 | 102.1% | 100% |
| 20250912 | $7.38 | $4.97 | 96.8% | 98% |
| 20250911 | $7.62 | $4.88 | 96.9% | 98% |
| 20250910 | $6.93 | $5.03 | 90.7% | 89% |
| 20250909 | $8.27 | $4.97 | 98.3% | 100% |
| 20250908 | $7.68 | $4.97 | 90.4% | 89% |
| 20250905 | $7.53 | $5.05 | 89.6% | 88% |
| 20250904 | $7.90 | $5.10 | 84.7% | 80% |
| 20250903 | $4.92 | $4.92 | 82.7% | 77% |
| 20250902 | $5.12 | $5.12 | 86.0% | 82% |
| 20250829 | $5.97 | $5.97 | 86.9% | 84% |
| 20250828 | $6.03 | $6.03 | 85.5% | 82% |
| 20250827 | $5.53 | $5.53 | 79.6% | 73% |
| 20250826 | $5.40 | $5.40 | 76.4% | 68% |
More on SRDX
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.