STEP · Expected Move
StepStone Group Inc. Class A Common Stock
The expected move for STEP 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).
STEP 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 STEP Expected Move
30-Day Straddle
$6.20
7-Day Straddle
$2.88
30-Day ATM IV
58.0%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to STEP'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.
STEP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $6.20 | $2.88 | 58.0% | 40% |
| 20261015 | $6.47 | $2.77 | 56.7% | 36% |
| 20261014 | $6.40 | $3.23 | 59.7% | 45% |
| 20261013 | $6.50 | $3.15 | 55.5% | 33% |
| 20261012 | $5.90 | $3.10 | 53.4% | 27% |
| 20261009 | $6.80 | $3.48 | 57.0% | 37% |
| 20261008 | $7.18 | $3.52 | 60.1% | 46% |
| 20261007 | $6.78 | $3.62 | 56.7% | 36% |
| 20261006 | $7.12 | $3.40 | 56.6% | 36% |
| 20261005 | $6.80 | $4.35 | 52.9% | 26% |
| 20261002 | $3.02 | $3.02 | 43.4% | 0% |
| 20261001 | $4.12 | $4.12 | 57.4% | 38% |
| 20260930 | $4.58 | $4.58 | 51.9% | 22% |
| 20260929 | $4.58 | $4.58 | 54.4% | 29% |
| 20260928 | $4.08 | $4.08 | 51.9% | 22% |
| 20260925 | $5.05 | $5.05 | 56.7% | 36% |
| 20260924 | $5.05 | $5.05 | 58.0% | 39% |
| 20260923 | $4.97 | $4.97 | 54.4% | 29% |
| 20260922 | $5.45 | $5.45 | 53.4% | 26% |
| 20260921 | $5.00 | $5.00 | 46.8% | 8% |
| 20260918 | $5.03 | $2.00 | 50.4% | 18% |
| 20260917 | $5.35 | $3.58 | 46.1% | 7% |
| 20260916 | $5.75 | $3.12 | 52.0% | 23% |
| 20260915 | $6.05 | $2.25 | 53.3% | 26% |
| 20260914 | $6.08 | $2.77 | 48.4% | 13% |
| 20260911 | $4.95 | $3.22 | 43.7% | 0% |
| 20260910 | $6.70 | $4.03 | 54.9% | 23% |
| 20260909 | $6.95 | $3.62 | 55.9% | 26% |
| 20260908 | $7.45 | $3.95 | 55.7% | 25% |
| 20260904 | $6.90 | $3.90 | 49.6% | 7% |
| 20260903 | $7.27 | $4.22 | 51.7% | 13% |
| 20260902 | $3.42 | $3.42 | 47.4% | 0% |
| 20260901 | $4.70 | $4.70 | 57.4% | 23% |
| 20260831 | $5.40 | $5.40 | 54.4% | 13% |
| 20260828 | $5.50 | $5.50 | 58.4% | 27% |
| 20260827 | $5.60 | $5.60 | 57.1% | 22% |
| 20260826 | $5.53 | $5.53 | 55.4% | 16% |
| 20260825 | $5.72 | $5.72 | 56.6% | 20% |
| 20260824 | $5.55 | $5.55 | 53.7% | 11% |
| 20260821 | $5.55 | $1.65 | 50.7% | 1% |
| 20260820 | $5.82 | $2.88 | 52.4% | 6% |
| 20260819 | $5.72 | $2.45 | 50.5% | 0% |
| 20260818 | $6.57 | $3.05 | 54.5% | 13% |
| 20260817 | $7.03 | $3.58 | 60.2% | 33% |
| 20260814 | $6.80 | $3.55 | 54.1% | 12% |
| 20260813 | $7.07 | $4.03 | 54.8% | 14% |
| 20260812 | $7.18 | $3.95 | 58.1% | 25% |
| 20260811 | $7.00 | $4.28 | 55.6% | 17% |
| 20260810 | $6.80 | $4.38 | 56.4% | 20% |
| 20260807 | — | — | 56.2% | 19% |
| 20260806 | $8.02 | $6.28 | 64.3% | 46% |
| 20260805 | $5.85 | $5.85 | 65.4% | 50% |
| 20260804 | $6.35 | $6.35 | 66.4% | 54% |
| 20260803 | $6.40 | $6.40 | 67.4% | 57% |
| 20260731 | $6.20 | $6.20 | 68.0% | 59% |
| 20260730 | $6.38 | $6.38 | 68.0% | 59% |
| 20260729 | $6.25 | $6.25 | 65.6% | 51% |
| 20260728 | $6.75 | $6.75 | 69.8% | 65% |
| 20260727 | $6.78 | $6.78 | 69.6% | 64% |
| 20260724 | $7.05 | $7.05 | 71.3% | 70% |
More on STEP
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.