SSL · Expected Move
Sasol Limited
The expected move for SSL 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).
SSL 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 SSL Expected Move
30-Day Straddle
$2.40
7-Day Straddle
$2.40
30-Day ATM IV
78.4%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to SSL'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.
SSL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $2.40 | $2.40 | 78.4% | 52% |
| 20261022 | $2.17 | $2.17 | 70.8% | 40% |
| 20261021 | $2.83 | $2.83 | 55.2% | 16% |
| 20261020 | $2.05 | $2.05 | 55.2% | 16% |
| 20261019 | $2.48 | $2.48 | 44.4% | 0% |
| 20261016 | $2.42 | $1.98 | 58.7% | 20% |
| 20261015 | $2.45 | $2.00 | 55.8% | 16% |
| 20261014 | $2.12 | $1.50 | 47.5% | 3% |
| 20261013 | $2.05 | $1.43 | 50.0% | 6% |
| 20261012 | $1.97 | $1.50 | 67.9% | 34% |
| 20261009 | $1.65 | $0.72 | 71.1% | 39% |
| 20261008 | $2.12 | $0.90 | 74.6% | 45% |
| 20261007 | $4.00 | $1.32 | 58.1% | 19% |
| 20261006 | $2.90 | $2.30 | 58.8% | 20% |
| 20261005 | $2.27 | $1.80 | 52.3% | 10% |
| 20261002 | $1.90 | $1.90 | 47.9% | 3% |
| 20261001 | $1.12 | $1.12 | 45.9% | 0% |
| 20260930 | $1.90 | $1.90 | 57.0% | 9% |
| 20260929 | $2.38 | $2.38 | 61.1% | 16% |
| 20260928 | $1.73 | $1.73 | 51.8% | 0% |
| 20260925 | $1.85 | $1.85 | 68.9% | 25% |
| 20260924 | $2.48 | $2.48 | 77.7% | 41% |
| 20260923 | $1.95 | $1.95 | 71.0% | 29% |
| 20260922 | $2.27 | $2.27 | 67.5% | 22% |
| 20260921 | $1.73 | $1.73 | 58.5% | 6% |
| 20260918 | $2.60 | $1.18 | 77.1% | 40% |
| 20260917 | $2.70 | $1.55 | 86.1% | 56% |
| 20260916 | $2.35 | $1.27 | 70.5% | 28% |
| 20260915 | $2.12 | $1.25 | 60.6% | 10% |
| 20260914 | $1.88 | $1.25 | 56.1% | 2% |
| 20260911 | $2.30 | $0.80 | 63.0% | 14% |
| 20260910 | $2.33 | $0.70 | 65.4% | 19% |
| 20260909 | $1.82 | $1.70 | 56.6% | 3% |
| 20260908 | $2.05 | $1.07 | 58.6% | 6% |
| 20260904 | $2.50 | $1.85 | 83.4% | 52% |
| 20260903 | $1.68 | $1.20 | 55.2% | 0% |
| 20260902 | $1.75 | $1.75 | 79.8% | 40% |
| 20260901 | $1.32 | $1.32 | 75.9% | 32% |
| 20260831 | $1.20 | $1.20 | 70.6% | 21% |
| 20260828 | $2.38 | $2.38 | 82.7% | 45% |
| 20260827 | $2.02 | $2.02 | 71.8% | 25% |
| 20260826 | $2.20 | $2.20 | 77.8% | 36% |
| 20260825 | $2.02 | $2.02 | 64.1% | 10% |
| 20260824 | $1.90 | $1.90 | 69.8% | 21% |
| 20260821 | $1.25 | $1.12 | 68.4% | 18% |
| 20260820 | $1.83 | $0.98 | 70.9% | 23% |
| 20260819 | $2.00 | $1.15 | 70.3% | 22% |
| 20260818 | $2.00 | $1.12 | 71.7% | 25% |
| 20260817 | $2.08 | $1.10 | 69.0% | 19% |
| 20260814 | $2.08 | $1.10 | 68.5% | 18% |
| 20260813 | $2.53 | $1.68 | 67.3% | 16% |
| 20260812 | $2.02 | $1.12 | 60.0% | 1% |
| 20260811 | $2.25 | $1.18 | 62.1% | 6% |
| 20260810 | $2.50 | $1.22 | 70.0% | 21% |
| 20260807 | — | — | 72.2% | 26% |
| 20260806 | $2.78 | $3.55 | 63.7% | 9% |
| 20260805 | $2.55 | $2.55 | 72.9% | 27% |
| 20260804 | $2.15 | $2.15 | 70.2% | 22% |
| 20260803 | $1.65 | $1.65 | 76.4% | 34% |
| 20260731 | $1.25 | $1.25 | 72.1% | 31% |
More on SSL
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.