STLA · Expected Move
Stellantis N.V.
The expected move for STLA 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).
STLA 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 STLA Expected Move
30-Day Straddle
$0.50
7-Day Straddle
$0.30
30-Day ATM IV
51.2%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to STLA'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.
STLA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $0.50 | $0.30 | 51.2% | 25% |
| 20261105 | $0.53 | $0.35 | 52.1% | 27% |
| 20261104 | $0.55 | $0.35 | 49.8% | 22% |
| 20261103 | $0.55 | $0.30 | 52.9% | 28% |
| 20261102 | $0.65 | $0.30 | 62.5% | 46% |
| 20261030 | $0.53 | $0.35 | 51.1% | 24% |
| 20261029 | $0.60 | $0.35 | 53.6% | 29% |
| 20261028 | $0.62 | $0.35 | 56.1% | 34% |
| 20261027 | $0.65 | $0.53 | 67.6% | 56% |
| 20261026 | $0.60 | $0.35 | 61.6% | 45% |
| 20261023 | $0.57 | $0.40 | 61.7% | 45% |
| 20261022 | $0.57 | $0.40 | 54.3% | 31% |
| 20261021 | $0.57 | $0.40 | 57.1% | 36% |
| 20261020 | $0.60 | $0.42 | 58.2% | 38% |
| 20261019 | $0.62 | $0.28 | 61.6% | 45% |
| 20261016 | $0.60 | $0.33 | 62.3% | 46% |
| 20261015 | $0.55 | $0.35 | 55.5% | 33% |
| 20261014 | $0.62 | $0.38 | 59.3% | 40% |
| 20261013 | $0.62 | $0.35 | 60.2% | 42% |
| 20261012 | $0.62 | $0.25 | 59.8% | 41% |
| 20261009 | $0.60 | $0.28 | 59.6% | 41% |
| 20261008 | $0.60 | $0.28 | 58.3% | 38% |
| 20261007 | $0.50 | $0.33 | 48.2% | 19% |
| 20261006 | $0.57 | $0.38 | 51.9% | 26% |
| 20261005 | $0.60 | $0.17 | 56.0% | 34% |
| 20261002 | $0.55 | $0.28 | 56.3% | 34% |
| 20261001 | $0.60 | $0.30 | 56.2% | 34% |
| 20260930 | $0.57 | $0.28 | 60.6% | 43% |
| 20260929 | $0.55 | $0.30 | 53.4% | 29% |
| 20260928 | $0.48 | $0.28 | 45.3% | 13% |
| 20260925 | $0.55 | $0.22 | 53.5% | 29% |
| 20260924 | $0.60 | $0.25 | 49.8% | 22% |
| 20260923 | $0.50 | $0.28 | 51.1% | 25% |
| 20260922 | $0.55 | $0.30 | 51.9% | 26% |
| 20260921 | $0.57 | $0.20 | 47.5% | 18% |
| 20260918 | $0.60 | $0.20 | 52.1% | 26% |
| 20260917 | $0.55 | $0.43 | 49.5% | 22% |
| 20260916 | $0.55 | $0.33 | 49.3% | 21% |
| 20260915 | $0.60 | $0.25 | 49.9% | 22% |
| 20260914 | $0.68 | $0.30 | 52.0% | 26% |
| 20260911 | $0.68 | $0.28 | 53.7% | 29% |
| 20260910 | $0.53 | $0.35 | 46.3% | 16% |
| 20260909 | $0.62 | $0.38 | 48.3% | 19% |
| 20260908 | $0.55 | $0.33 | 51.0% | 24% |
| 20260904 | $0.45 | $0.20 | 38.2% | 0% |
| 20260903 | $0.43 | $0.20 | 42.3% | 0% |
| 20260902 | $0.53 | $0.38 | 48.6% | 12% |
| 20260901 | $0.72 | $0.28 | 53.7% | 23% |
| 20260831 | $0.45 | $0.15 | 43.1% | 1% |
| 20260828 | $0.47 | $0.25 | 45.1% | 5% |
| 20260827 | $0.52 | $0.30 | 44.5% | 4% |
| 20260826 | $0.55 | $0.28 | 47.7% | 10% |
| 20260825 | $0.55 | $0.33 | 43.3% | 1% |
| 20260824 | $0.50 | $0.33 | 44.7% | 4% |
| 20260821 | $0.68 | $0.22 | 46.0% | 7% |
| 20260820 | $0.62 | $0.38 | 48.9% | 13% |
| 20260819 | $0.68 | $0.25 | 45.2% | 5% |
| 20260818 | $0.55 | $0.28 | 46.5% | 8% |
| 20260817 | $0.60 | $0.28 | 47.4% | 10% |
| 20260814 | $0.50 | $0.28 | 44.5% | 4% |
More on STLA
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.