ST · Expected Move
Sensata Technologies Holding plc
The expected move for ST 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).
ST 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 ST Expected Move
30-Day Straddle
$4.25
7-Day Straddle
$1.78
30-Day ATM IV
44.7%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to ST'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.
ST Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $4.25 | $1.78 | 44.7% | 43% |
| 20261112 | $4.15 | $3.60 | 43.1% | 38% |
| 20261111 | $3.83 | $2.83 | 38.0% | 21% |
| 20261110 | $3.70 | $2.95 | 38.1% | 22% |
| 20261109 | $3.68 | $3.15 | 38.6% | 23% |
| 20261106 | $4.35 | $3.60 | 40.8% | 30% |
| 20261105 | $4.68 | $3.88 | 46.4% | 49% |
| 20261104 | $2.60 | $2.60 | 35.6% | 13% |
| 20261103 | $2.88 | $2.88 | 37.9% | 21% |
| 20261102 | $3.10 | $3.10 | 38.2% | 22% |
| 20261030 | $3.08 | $3.08 | 38.9% | 24% |
| 20261029 | $2.65 | $2.65 | 33.5% | 6% |
| 20261028 | $2.92 | $2.92 | 31.7% | 0% |
| 20261027 | $4.38 | $4.38 | 47.0% | 48% |
| 20261026 | $4.47 | $4.47 | 46.6% | 47% |
| 20261023 | $4.12 | $4.12 | 45.3% | 42% |
| 20261022 | $4.30 | $4.30 | 45.9% | 44% |
| 20261021 | $4.62 | $4.62 | 47.6% | 51% |
| 20261020 | $4.35 | $4.35 | 42.9% | 33% |
| 20261019 | $4.35 | $4.35 | 41.9% | 30% |
| 20261016 | $5.12 | $2.45 | 50.1% | 59% |
| 20261015 | $4.22 | $2.52 | 41.1% | 27% |
| 20261014 | $5.10 | $2.35 | 46.1% | 45% |
| 20261013 | $4.90 | $1.60 | 45.1% | 41% |
| 20261012 | $3.65 | $1.35 | 34.5% | 4% |
| 20261009 | $4.85 | $1.52 | 41.8% | 30% |
| 20261008 | $4.92 | $1.75 | 41.7% | 29% |
| 20261007 | $4.82 | $2.12 | 41.2% | 28% |
| 20261006 | $4.90 | $2.12 | 39.6% | 22% |
| 20261005 | $5.17 | $1.90 | 41.0% | 27% |
| 20261002 | $2.33 | $2.33 | 41.3% | 28% |
| 20261001 | $2.90 | $2.90 | 41.9% | 30% |
| 20260930 | $2.58 | $2.58 | 41.2% | 27% |
| 20260929 | $2.77 | $2.77 | 39.9% | 23% |
| 20260928 | $3.10 | $3.10 | 41.7% | 29% |
| 20260925 | $2.88 | $2.88 | 38.6% | 18% |
| 20260924 | $3.03 | $3.03 | 38.2% | 17% |
| 20260923 | $3.12 | $3.12 | 40.1% | 24% |
| 20260922 | $3.10 | $3.10 | 38.8% | 19% |
| 20260921 | $3.20 | $3.20 | 39.3% | 21% |
| 20260918 | $3.42 | $0.97 | 36.5% | 11% |
| 20260917 | $3.38 | $2.02 | 35.9% | 9% |
| 20260916 | $3.53 | $1.45 | 37.4% | 14% |
| 20260915 | $3.62 | $1.88 | 38.0% | 16% |
| 20260914 | $4.12 | $2.27 | 42.1% | 31% |
| 20260911 | $4.00 | $2.00 | 35.5% | 7% |
| 20260910 | $4.07 | $2.15 | 38.4% | 18% |
| 20260909 | $4.45 | $2.95 | 42.0% | 30% |
| 20260908 | $4.15 | $2.20 | 38.0% | 16% |
| 20260904 | $4.25 | $1.70 | 34.7% | 4% |
| 20260903 | $4.03 | $2.03 | 33.5% | 0% |
| 20260902 | $2.83 | $2.83 | 36.1% | 5% |
| 20260901 | $2.70 | $2.70 | 37.1% | 9% |
| 20260831 | $2.45 | $2.45 | 34.7% | 0% |
| 20260828 | $3.00 | $3.00 | 37.3% | 6% |
| 20260827 | $2.58 | $2.58 | 35.9% | 0% |
| 20260826 | $3.17 | $3.17 | 38.9% | 10% |
| 20260825 | $2.90 | $2.90 | 36.5% | 0% |
| 20260824 | $3.73 | $3.73 | 41.3% | 15% |
| 20260821 | $3.55 | $2.12 | 37.7% | 0% |
More on ST
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.