SRL · Expected Move
Scully Royalty Ltd. Common Shares
The expected move for SRL 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).
SRL 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 SRL Expected Move
30-Day Straddle
$1.00
7-Day Straddle
$1.00
30-Day ATM IV
76.2%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to SRL'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.
SRL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.00 | $1.00 | 76.2% | 14% |
| 20261020 | $0.95 | $0.95 | 85.0% | 23% |
| 20261019 | $3.08 | $3.08 | — | — |
| 20261016 | $0.85 | $1.02 | 73.1% | 11% |
| 20261015 | $0.80 | $1.05 | 67.4% | 6% |
| 20261014 | $1.12 | $0.75 | 66.5% | 5% |
| 20261013 | $1.30 | $1.05 | 81.9% | 20% |
| 20261012 | $1.35 | $0.85 | — | — |
| 20261009 | $0.93 | $0.85 | 61.5% | 0% |
| 20261008 | $1.23 | $1.05 | 79.5% | 17% |
| 20261007 | $1.23 | $0.95 | 83.2% | 21% |
| 20261006 | $1.02 | $0.85 | 84.4% | 22% |
| 20261005 | $1.20 | $2.83 | 83.3% | 21% |
| 20261002 | $1.15 | $1.15 | 90.0% | 27% |
| 20261001 | $1.25 | $1.25 | 94.2% | 31% |
| 20260930 | $1.25 | $1.25 | 108.8% | 45% |
| 20260929 | $1.27 | $1.27 | 97.4% | 34% |
| 20260928 | $1.32 | $1.32 | 88.4% | 25% |
| 20260925 | $1.35 | $1.35 | 95.8% | 33% |
| 20260924 | $1.23 | $1.23 | — | — |
| 20260923 | $1.35 | $1.35 | 128.0% | 64% |
| 20260922 | $1.40 | $1.40 | 143.0% | 78% |
| 20260921 | $1.25 | $1.25 | 102.4% | 39% |
| 20260918 | $1.43 | $0.55 | 106.3% | 43% |
| 20260917 | $1.52 | $1.15 | 92.9% | 30% |
| 20260916 | $1.33 | $1.10 | 135.0% | 71% |
| 20260915 | $1.38 | $1.20 | 119.0% | 55% |
| 20260914 | $1.55 | $1.02 | 103.2% | 40% |
| 20260911 | $1.50 | $1.45 | 138.6% | 74% |
| 20260910 | $1.85 | $1.45 | 140.6% | 76% |
| 20260909 | $1.60 | $1.40 | 135.3% | 71% |
| 20260908 | $1.57 | $1.07 | 131.8% | 68% |
| 20260904 | $1.95 | $3.65 | — | — |
| 20260903 | $1.73 | $3.52 | 111.6% | 48% |
| 20260902 | $1.60 | $1.60 | 104.7% | 41% |
| 20260901 | $2.42 | $2.42 | — | — |
| 20260831 | $1.48 | $1.48 | 128.4% | 64% |
| 20260828 | $1.57 | $1.57 | 141.5% | 77% |
| 20260827 | $1.33 | $1.33 | 104.8% | 41% |
| 20260826 | $1.65 | $1.65 | 118.2% | 54% |
| 20260825 | $1.57 | $1.57 | 120.5% | 57% |
| 20260824 | $1.60 | $1.60 | 121.0% | 57% |
| 20260821 | $1.68 | $1.20 | 113.4% | 50% |
| 20260820 | $1.38 | $1.25 | 102.1% | 39% |
| 20260819 | $1.52 | $1.57 | 108.1% | 45% |
| 20260818 | $1.62 | $1.18 | 117.0% | 53% |
| 20260817 | $1.62 | $1.15 | 123.2% | 59% |
| 20260814 | $1.62 | $1.52 | 122.2% | 58% |
| 20260813 | $1.73 | $1.57 | 98.5% | 35% |
| 20260812 | $1.82 | $1.65 | 129.1% | 65% |
| 20260811 | $1.73 | $2.02 | 165.2% | 100% |
| 20260810 | $3.70 | $1.62 | 96.0% | 34% |
| 20260806 | $2.10 | $1.75 | 90.0% | 28% |
| 20260805 | $1.90 | $1.90 | 147.0% | 85% |
| 20260804 | $1.62 | $1.62 | 150.9% | 89% |
| 20260803 | $1.65 | $1.65 | 120.0% | 58% |
| 20260731 | $1.42 | $1.42 | 101.6% | 40% |
| 20260730 | $1.95 | $1.95 | 125.3% | 63% |
| 20260729 | $1.90 | $1.90 | 138.2% | 76% |
| 20260728 | $1.95 | $1.95 | 147.2% | 85% |
More on SRL
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.