SSYS · Expected Move
Stratasys Inc (ISRAEL)
The expected move for SSYS 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).
SSYS 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 SSYS Expected Move
30-Day Straddle
$1.15
7-Day Straddle
$1.15
30-Day ATM IV
70.9%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to SSYS'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.
SSYS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $1.15 | $1.15 | 70.9% | 68% |
| 20261103 | $1.07 | $1.07 | 66.6% | 58% |
| 20261102 | $1.12 | $1.12 | 64.4% | 52% |
| 20261030 | $1.07 | $1.07 | 62.2% | 47% |
| 20261029 | $1.00 | $1.00 | 63.1% | 49% |
| 20261028 | $0.98 | $0.98 | 60.3% | 42% |
| 20261027 | $1.05 | $1.05 | 63.5% | 50% |
| 20261026 | $1.12 | $1.12 | 66.5% | 57% |
| 20261023 | $1.12 | $1.12 | 60.9% | 43% |
| 20261022 | $1.20 | $1.20 | 65.8% | 56% |
| 20261021 | $1.12 | $1.12 | 62.6% | 48% |
| 20261020 | $1.12 | $1.12 | 62.1% | 46% |
| 20261019 | $1.10 | $1.10 | 60.3% | 42% |
| 20261016 | $1.18 | $2.85 | 61.3% | 44% |
| 20261015 | $1.12 | $0.47 | 59.1% | 39% |
| 20261014 | $1.23 | $0.58 | 63.5% | 50% |
| 20261013 | $1.12 | $0.28 | 58.6% | 38% |
| 20261012 | $1.20 | $0.42 | 59.9% | 41% |
| 20261009 | $1.30 | $0.65 | 58.8% | 38% |
| 20261008 | $1.48 | $0.68 | 64.5% | 52% |
| 20261007 | $1.40 | $0.85 | 59.4% | 39% |
| 20261006 | $1.73 | $3.02 | 60.9% | 43% |
| 20261005 | $1.68 | $1.20 | 61.2% | 44% |
| 20261002 | $1.25 | $1.25 | 61.6% | 45% |
| 20261001 | $1.05 | $1.05 | 63.1% | 49% |
| 20260930 | $1.10 | $1.10 | 60.9% | 43% |
| 20260929 | $1.18 | $1.18 | 57.5% | 35% |
| 20260928 | $1.07 | $1.07 | 57.8% | 35% |
| 20260925 | $0.95 | $0.95 | 55.3% | 29% |
| 20260924 | $0.78 | $0.78 | 53.1% | 24% |
| 20260923 | $0.88 | $0.88 | 54.4% | 27% |
| 20260922 | $0.97 | $0.97 | 57.1% | 34% |
| 20260921 | $0.85 | $0.85 | 50.4% | 17% |
| 20260918 | $0.88 | $0.55 | 47.1% | 9% |
| 20260917 | $0.90 | $0.53 | 47.6% | 10% |
| 20260916 | $0.77 | $0.38 | 44.6% | 2% |
| 20260915 | $0.85 | $0.28 | 48.8% | 13% |
| 20260914 | $0.80 | $0.33 | 44.8% | 3% |
| 20260911 | $0.90 | $0.43 | 46.2% | 6% |
| 20260910 | $0.95 | $0.48 | 50.2% | 16% |
| 20260909 | $0.93 | $0.47 | 46.9% | 8% |
| 20260908 | $1.07 | $0.65 | 53.0% | 23% |
| 20260904 | $1.12 | $0.72 | 59.3% | 39% |
| 20260903 | $1.00 | $0.57 | 45.3% | 4% |
| 20260902 | $0.50 | $0.50 | 43.7% | 0% |
| 20260901 | $0.55 | $0.55 | 44.5% | 0% |
| 20260831 | $0.62 | $0.62 | 47.1% | 2% |
| 20260828 | $0.68 | $0.68 | 47.3% | 3% |
| 20260827 | $0.82 | $0.82 | 46.4% | 0% |
| 20260826 | $0.80 | $0.80 | 48.1% | 0% |
| 20260825 | $0.80 | $0.80 | 50.3% | 2% |
| 20260824 | $0.78 | $0.78 | 49.7% | 0% |
| 20260821 | $0.92 | $0.53 | 50.7% | 0% |
| 20260820 | $0.93 | $0.43 | 50.5% | 0% |
| 20260819 | $1.43 | $1.15 | 56.6% | 2% |
| 20260818 | $1.47 | $1.30 | 57.8% | 6% |
| 20260817 | $1.55 | $1.25 | 56.3% | 0% |
| 20260814 | $1.40 | $1.02 | 56.1% | 0% |
| 20260813 | $1.57 | $1.05 | 60.8% | 17% |
| 20260812 | $1.80 | $1.55 | 72.2% | 59% |
More on SSYS
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.