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
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current ST Expected Move
30-Day Straddle
$2.77
7-Day Straddle
$2.77
Avg IV
68.8%
IV Rank
20%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $2.77 | $2.77 | 68.8% | 20% |
| 20260928 | $3.10 | $3.10 | 69.5% | 20% |
| 20260925 | $2.88 | $2.88 | 64.5% | 15% |
| 20260924 | $3.03 | $3.03 | 62.4% | 13% |
| 20260923 | $3.12 | $3.12 | 67.7% | 18% |
| 20260922 | $3.10 | $3.10 | 60.2% | 11% |
| 20260921 | $3.20 | $3.20 | 62.3% | 13% |
| 20260918 | $3.42 | $0.97 | 64.7% | 16% |
| 20260917 | $3.38 | $2.02 | 67.5% | 18% |
| 20260916 | $3.53 | $1.45 | 58.1% | 9% |
| 20260915 | $3.62 | $1.88 | 59.1% | 10% |
| 20260914 | $4.12 | $2.27 | 65.8% | 17% |
| 20260911 | $4.00 | $2.00 | 51.9% | 3% |
| 20260910 | $4.07 | $2.15 | 50.9% | 2% |
| 20260909 | $4.45 | $2.95 | 60.2% | 11% |
| 20260908 | $4.15 | $2.20 | 63.1% | 14% |
| 20260904 | $4.25 | $1.70 | 48.8% | 0% |
| 20260903 | $4.03 | $2.03 | 50.9% | 0% |
| 20260902 | $2.83 | $2.83 | 108.8% | 50% |
| 20260901 | $2.70 | $2.70 | 103.6% | 44% |
| 20260831 | $2.45 | $2.45 | 93.4% | 32% |
| 20260828 | $3.00 | $3.00 | 101.7% | 42% |
| 20260827 | $2.58 | $2.58 | 93.1% | 32% |
| 20260826 | $3.17 | $3.17 | 88.0% | 26% |
| 20260825 | $2.90 | $2.90 | 85.5% | 23% |
| 20260824 | $3.73 | $3.73 | 89.1% | 27% |
| 20260821 | $3.55 | $2.12 | 79.9% | 16% |
| 20260820 | $4.08 | $2.50 | 85.5% | 23% |
| 20260819 | $3.70 | $1.32 | 82.9% | 20% |
| 20260818 | $4.17 | $1.60 | 87.9% | 26% |
| 20260817 | $4.28 | $1.90 | 80.9% | 17% |
| 20260814 | $4.75 | $2.50 | 69.2% | 4% |
| 20260813 | $4.30 | $2.10 | 80.1% | 16% |
| 20260812 | $4.83 | $3.33 | 70.7% | 5% |
| 20260811 | $5.03 | $2.48 | 74.5% | 10% |
| 20260810 | $4.62 | $2.60 | 74.8% | 10% |
| 20260806 | $5.70 | $4.88 | 66.1% | 0% |
| 20260805 | $3.65 | $3.65 | 133.8% | 79% |
| 20260804 | $3.90 | $3.90 | 87.1% | 24% |
| 20260803 | $3.83 | $3.83 | 95.0% | 33% |
| 20260731 | $4.17 | $4.17 | 106.5% | 47% |
| 20260730 | $4.50 | $4.50 | 89.6% | 27% |
| 20260729 | $6.65 | $6.65 | 84.3% | 20% |
| 20260728 | $5.90 | $5.90 | 89.7% | 27% |
| 20260727 | $5.62 | $5.62 | 93.6% | 35% |
| 20260724 | $5.40 | $5.40 | 71.2% | 9% |
| 20260723 | $5.12 | $5.12 | 72.3% | 12% |
| 20260722 | $5.78 | $5.78 | 90.9% | 33% |
| 20260721 | $6.28 | $6.28 | 85.8% | 27% |
| 20260720 | $5.83 | $5.83 | 90.2% | 32% |
| 20260716 | $5.93 | $1.92 | 74.1% | 16% |
| 20260715 | $6.18 | $1.98 | 73.8% | 16% |
| 20260714 | $5.88 | $2.52 | 71.3% | 13% |
| 20260713 | $6.22 | $2.25 | 80.8% | 23% |
| 20260710 | $6.18 | $2.08 | 80.2% | 23% |
| 20260709 | $6.25 | $2.90 | 76.9% | 19% |
| 20260708 | $6.55 | $3.27 | 80.2% | 23% |
| 20260707 | $5.88 | $3.25 | 84.7% | 27% |
| 20260706 | $7.03 | $3.58 | 88.4% | 31% |
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.