SSP · Expected Move
The E.W. Scripps Company
The expected move for SSP 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).
SSP 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 SSP Expected Move
30-Day Straddle
$0.97
7-Day Straddle
$0.88
30-Day ATM IV
110.9%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to SSP'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.
SSP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.97 | $0.88 | 110.9% | 21% |
| 20261106 | $0.65 | $0.40 | 93.7% | 9% |
| 20261105 | $0.82 | $0.45 | 103.5% | 16% |
| 20261104 | $0.52 | $0.52 | 88.3% | 6% |
| 20261103 | $0.95 | $0.95 | 115.6% | 24% |
| 20261102 | $0.65 | $0.65 | 94.1% | 9% |
| 20261030 | $0.75 | $0.75 | — | — |
| 20261029 | $0.72 | $0.72 | 104.5% | 16% |
| 20261028 | $0.60 | $0.60 | 128.7% | 33% |
| 20261027 | $0.35 | $0.35 | 101.2% | 14% |
| 20261026 | $0.48 | $0.48 | 110.1% | 20% |
| 20261023 | $0.52 | $0.52 | 110.3% | 20% |
| 20261022 | $1.25 | $1.25 | 151.7% | 48% |
| 20261021 | $0.60 | $0.60 | 104.8% | 17% |
| 20261020 | $0.53 | $0.53 | 105.3% | 17% |
| 20261019 | $0.80 | $0.80 | 113.5% | 22% |
| 20261016 | $0.68 | $2.70 | — | — |
| 20261015 | $0.65 | $2.85 | 86.5% | 4% |
| 20261014 | $0.60 | $2.62 | — | — |
| 20261013 | $0.65 | $0.50 | 84.4% | 3% |
| 20261012 | $0.93 | $10.12 | 120.8% | 27% |
| 20261009 | $0.77 | $1.45 | 96.4% | 11% |
| 20261008 | $0.70 | $0.38 | — | — |
| 20261007 | $0.80 | $0.57 | 97.4% | 12% |
| 20261006 | $0.75 | $0.43 | 91.6% | 8% |
| 20261005 | $0.70 | $0.88 | 94.9% | 10% |
| 20261002 | $0.65 | $0.65 | — | — |
| 20261001 | $0.40 | $0.40 | 101.1% | 14% |
| 20260930 | $0.40 | $0.40 | 93.9% | 9% |
| 20260929 | $0.57 | $0.57 | 115.8% | 24% |
| 20260928 | $0.45 | $0.45 | 82.1% | 1% |
| 20260925 | $0.45 | $0.45 | 84.6% | 3% |
| 20260924 | $0.53 | $0.53 | 85.2% | 3% |
| 20260923 | $0.55 | $0.55 | 83.2% | 2% |
| 20260922 | $0.50 | $0.50 | 83.3% | 2% |
| 20260921 | $0.47 | $0.47 | 95.5% | 10% |
| 20260918 | $0.55 | $0.08 | — | — |
| 20260917 | $0.55 | $0.45 | 80.0% | 0% |
| 20260916 | $0.65 | $0.25 | 86.7% | 4% |
| 20260915 | $0.65 | $10.47 | 90.0% | 6% |
| 20260914 | $0.60 | $5.00 | 100.8% | 15% |
| 20260911 | $0.80 | $1.90 | — | — |
| 20260910 | $0.80 | $0.62 | 89.1% | 7% |
| 20260909 | $0.73 | $0.75 | 136.4% | 38% |
| 20260908 | $1.00 | $1.73 | — | — |
| 20260904 | $0.93 | $1.95 | — | — |
| 20260903 | $0.90 | $3.12 | — | — |
| 20260902 | $0.82 | $0.82 | 88.1% | 6% |
| 20260901 | $0.60 | $0.60 | 93.9% | 10% |
| 20260831 | $0.62 | $0.62 | — | — |
| 20260828 | $0.62 | $0.62 | 85.3% | 5% |
| 20260827 | $1.00 | $1.00 | 93.8% | 10% |
| 20260826 | $0.67 | $0.67 | 85.8% | 5% |
| 20260825 | $0.50 | $0.50 | 85.6% | 5% |
| 20260824 | $0.70 | $0.70 | 104.5% | 17% |
| 20260821 | $0.78 | $0.30 | — | — |
| 20260820 | $0.72 | $0.55 | 94.2% | 10% |
| 20260819 | $3.02 | $0.55 | 84.8% | 4% |
| 20260818 | $0.93 | $0.43 | 88.7% | 7% |
| 20260817 | $0.78 | $0.65 | 93.0% | 10% |
More on SSP
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.