SSTK · Expected Move

SHUTTERSTOCK, INC.

The expected move for SSTK 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).

SSTK straddle price & implied vol

60 sessions

Bars: 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 SSTK Expected Move
30-Day Straddle
$1.40
7-Day Straddle
$1.38
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to SSTK'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.
SSTK Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261005 $1.40 $1.38 — —
20261002 $1.25 $1.25 109.6% 75%
20261001 $0.95 $0.95 78.6% 36%
20260930 $1.07 $1.07 — —
20260929 $1.15 $1.15 — —
20260928 $1.05 $1.05 87.7% 48%
20260925 $0.77 $0.77 80.2% 38%
20260924 $0.97 $0.97 75.9% 33%
20260923 $0.90 $0.90 85.5% 45%
20260922 $0.95 $0.95 84.2% 44%
20260921 $0.85 $0.85 73.3% 30%
20260918 $0.82 $0.45 64.8% 19%
20260917 $0.88 $0.38 77.2% 35%
20260916 $0.90 $0.30 78.7% 37%
20260915 $1.00 $0.32 85.7% 45%
20260914 $0.90 $0.62 72.9% 29%
20260911 $1.05 $0.50 85.2% 45%
20260910 $1.00 $0.55 78.3% 36%
20260909 $1.05 $0.70 84.8% 44%
20260908 $1.00 $0.60 76.0% 33%
20260904 $1.32 $0.97 87.2% 47%
20260903 $1.32 $1.25 82.1% 41%
20260902 $1.18 $1.18 77.9% 36%
20260901 $1.05 $1.05 77.7% 35%
20260831 $0.95 $0.95 92.6% 54%
20260828 $1.20 $1.20 85.6% 45%
20260827 $0.88 $0.88 79.6% 38%
20260826 $0.90 $0.90 79.9% 38%
20260825 $0.97 $0.97 73.9% 31%
20260824 $1.00 $1.00 87.4% 48%
20260821 $0.85 $7.88 78.4% 36%
20260820 $0.88 $0.45 80.0% 38%
20260819 $1.45 $0.53 — —
20260818 $1.05 $8.53 — —
20260817 $1.75 $0.80 — —
20260814 $0.95 $8.22 57.6% 10%
20260813 $1.65 $0.72 117.3% 85%
20260812 $1.20 $0.70 94.4% 56%
20260811 $1.40 $0.90 105.0% 69%
20260810 $1.35 $1.25 129.5% 100%
20260807 — — 93.0% 61%
20260806 $2.33 $1.53 121.1% 100%
20260805 $1.62 $1.62 119.6% 100%
20260804 $1.30 $1.30 — —
20260803 $1.48 $1.48 111.3% 89%
20260731 $1.12 $1.12 98.1% 70%
20260730 $1.12 $1.12 — —
20260729 $1.30 $1.30 104.8% 80%
20260728 $1.78 $1.78 114.7% 94%
20260727 $1.35 $1.35 103.0% 77%
20260724 $1.48 $1.48 119.0% 100%
20260723 $1.27 $1.27 94.7% 82%
20260722 $1.62 $1.62 95.4% 84%
20260721 $1.52 $1.52 87.4% 69%
20260720 $1.62 $1.62 90.5% 75%
20260716 $1.73 $1.07 89.1% 72%
20260715 $1.90 $0.60 — —
20260714 $1.70 $0.47 87.9% 70%
20260713 $1.90 $1.10 85.9% 66%
20260710 $1.50 $1.68 73.6% 44%

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.