STAA · Expected Move

Staar Surgical Co

The expected move for STAA 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).

STAA 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 STAA Expected Move
30-Day Straddle
$3.17
7-Day Straddle
$1.35
30-Day ATM IV
50.3%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to STAA'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.
STAA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261005 $3.17 $1.35 50.3% 29%
20261002 $1.73 $1.73 58.1% 47%
20261001 $1.98 $1.98 60.7% 53%
20260930 $2.00 $2.00 59.1% 49%
20260929 $1.75 $1.75 53.2% 35%
20260928 $1.68 $1.68 51.6% 32%
20260925 $1.95 $1.95 52.0% 33%
20260924 $1.45 $1.45 46.5% 20%
20260923 $1.92 $1.92 52.5% 34%
20260922 $2.15 $2.15 53.0% 35%
20260921 $1.85 $1.85 50.0% 28%
20260918 $1.92 $1.07 41.3% 8%
20260917 $2.85 $2.07 47.4% 22%
20260916 $2.70 $0.85 53.2% 35%
20260915 $2.60 $0.85 50.2% 28%
20260914 $2.70 $1.80 48.7% 25%
20260911 $2.97 $1.35 52.8% 34%
20260910 $3.00 $1.98 50.0% 28%
20260909 $3.25 $1.18 47.0% 21%
20260908 $3.27 $1.75 48.0% 23%
20260904 $2.50 $2.35 45.4% 17%
20260903 $3.07 $1.90 51.0% 30%
20260902 $1.55 $1.55 40.4% 5%
20260901 $1.55 $1.55 50.5% 29%
20260831 $1.50 $1.50 49.9% 28%
20260828 $1.32 $1.32 41.8% 9%
20260827 $1.75 $1.75 42.3% 10%
20260826 $1.77 $1.77 44.3% 15%
20260825 $1.97 $1.97 46.6% 20%
20260824 $2.17 $2.17 45.5% 17%
20260821 $1.98 $0.70 38.1% 0%
20260820 $2.88 $1.02 58.6% 41%
20260819 $3.23 $1.08 56.6% 35%
20260818 $2.92 $1.25 50.4% 19%
20260817 $3.38 $1.28 56.0% 34%
20260814 $3.62 $1.60 54.9% 31%
20260813 $3.50 $1.55 55.6% 33%
20260812 $4.12 $2.70 66.6% 62%
20260811 $4.12 $3.05 67.5% 65%
20260810 $4.80 $2.83 74.6% 84%
20260807 — — 64.0% 55%
20260806 $3.77 $3.52 71.4% 75%
20260805 $2.70 $2.70 72.5% 78%
20260804 $3.42 $3.42 71.3% 75%
20260803 $4.12 $4.12 80.8% 100%
20260731 $3.85 $3.85 72.2% 87%
20260730 $3.25 $3.25 65.4% 67%
20260729 $4.35 $4.35 70.9% 83%
20260728 $3.00 $3.00 62.6% 58%
20260727 $3.50 $3.50 70.5% 82%
20260724 $3.40 $3.40 66.2% 69%
20260723 $3.62 $3.62 64.8% 65%
20260722 $3.60 $3.60 61.9% 56%
20260721 $3.50 $3.50 59.9% 50%
20260720 $3.75 $3.75 62.7% 58%
20260716 $6.05 $1.38 76.5% 100%
20260715 $4.88 $1.45 62.9% 65%
20260714 $4.65 $1.02 66.9% 47%
20260713 $4.35 $0.93 60.1% 15%
20260710 $4.95 $1.90 64.7% 19%

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.