SRG · Expected Move
Seritage Growth Properties Class A common shares of beneficial interest, par value $0.01
The expected move for SRG 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).
SRG 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 SRG Expected Move
30-Day Straddle
$8.10
7-Day Straddle
$7.60
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to SRG'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.
SRG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $8.10 | $7.60 | — | — |
| 20261002 | $7.58 | $7.58 | 168.8% | 83% |
| 20261001 | $1.88 | $1.88 | — | — |
| 20260930 | $0.80 | $0.80 | — | — |
| 20260929 | $2.83 | $2.83 | — | — |
| 20260928 | $0.75 | $0.75 | 136.8% | 62% |
| 20260925 | $2.52 | $2.52 | 49.9% | 5% |
| 20260924 | $0.28 | $0.28 | 71.7% | 19% |
| 20260923 | $0.42 | $0.42 | 98.0% | 36% |
| 20260922 | $0.50 | $0.50 | 93.5% | 33% |
| 20260921 | $0.75 | $0.75 | 129.4% | 57% |
| 20260918 | $0.85 | $7.92 | 117.4% | 49% |
| 20260917 | $7.80 | $7.78 | — | — |
| 20260916 | $0.50 | $15.00 | 65.5% | 15% |
| 20260915 | $0.53 | $3.68 | — | — |
| 20260914 | $15.00 | $15.00 | 52.8% | 7% |
| 20260911 | $0.53 | $0.73 | 59.2% | 11% |
| 20260910 | $0.50 | $5.00 | 56.6% | 9% |
| 20260909 | $0.47 | $0.40 | 109.3% | 44% |
| 20260908 | $0.75 | $3.90 | 105.3% | 41% |
| 20260904 | $0.75 | $7.88 | 98.9% | 37% |
| 20260903 | $0.55 | $0.53 | 92.8% | 33% |
| 20260902 | $7.60 | $7.60 | 88.4% | 30% |
| 20260901 | $0.35 | $0.35 | 79.5% | 24% |
| 20260831 | $7.62 | $7.62 | — | — |
| 20260828 | $2.08 | $2.08 | — | — |
| 20260827 | $0.45 | $0.45 | — | — |
| 20260826 | $0.47 | $0.47 | 117.5% | 49% |
| 20260825 | $0.45 | $0.45 | — | — |
| 20260824 | $0.50 | $0.50 | 115.3% | 48% |
| 20260821 | $0.88 | $0.25 | 111.1% | 45% |
| 20260820 | $0.43 | $0.33 | 144.5% | 67% |
| 20260819 | $0.55 | $0.25 | 155.7% | 74% |
| 20260818 | $7.90 | $0.43 | — | — |
| 20260817 | $0.65 | $0.30 | 86.8% | 29% |
| 20260814 | $7.90 | $0.33 | 91.7% | 32% |
| 20260813 | $0.75 | $0.42 | 99.3% | 37% |
| 20260812 | $2.40 | $0.43 | 139.6% | 63% |
| 20260811 | $2.45 | $0.53 | 193.8% | 99% |
| 20260810 | $2.38 | $0.47 | 81.9% | 26% |
| 20260807 | — | — | 94.0% | 34% |
| 20260806 | $2.50 | $0.95 | — | — |
| 20260805 | $1.08 | $1.08 | — | — |
| 20260804 | $0.60 | $0.60 | — | — |
| 20260803 | $0.57 | $0.57 | — | — |
| 20260731 | $1.12 | $1.12 | — | — |
| 20260730 | $7.90 | $7.90 | 49.4% | 4% |
| 20260729 | $1.02 | $1.02 | 82.3% | 26% |
| 20260728 | $7.92 | $7.92 | 130.3% | 57% |
| 20260727 | $0.92 | $0.92 | — | — |
| 20260724 | $1.12 | $1.12 | 127.6% | 56% |
| 20260723 | $1.12 | $1.12 | 84.2% | 27% |
| 20260722 | $0.60 | $0.60 | — | — |
| 20260721 | $2.50 | $2.50 | 124.7% | 54% |
| 20260720 | $0.53 | $0.53 | — | — |
| 20260716 | $1.70 | $1.77 | — | — |
| 20260715 | $0.70 | $2.88 | 98.7% | 37% |
| 20260714 | $0.60 | $0.53 | 67.2% | 16% |
| 20260713 | $7.90 | $8.03 | — | — |
| 20260710 | $2.38 | $0.55 | 133.7% | 60% |
More on SRG
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.