STLD · Expected Move
Steel Dynamics Inc
The expected move for STLD 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).
STLD 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 STLD Expected Move
30-Day Straddle
$26.85
7-Day Straddle
$12.35
30-Day ATM IV
40.8%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to STLD'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.
STLD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $26.85 | $12.35 | 40.8% | 34% |
| 20261007 | $27.00 | $11.95 | 40.5% | 32% |
| 20261006 | $28.30 | $13.30 | 42.2% | 43% |
| 20261005 | $28.50 | $14.20 | 41.7% | 40% |
| 20261002 | $13.90 | $13.90 | 39.1% | 22% |
| 20261001 | $15.00 | $15.00 | 39.5% | 25% |
| 20260930 | $15.40 | $15.40 | 41.6% | 39% |
| 20260929 | $15.30 | $15.30 | 40.3% | 30% |
| 20260928 | $16.45 | $16.45 | 39.8% | 27% |
| 20260925 | $15.45 | $15.45 | 36.9% | 8% |
| 20260924 | $18.90 | $18.90 | 39.7% | 27% |
| 20260923 | $18.20 | $18.20 | 38.8% | 20% |
| 20260922 | $18.20 | $18.20 | 38.2% | 16% |
| 20260921 | $18.75 | $18.75 | 40.0% | 28% |
| 20260918 | $19.85 | $4.58 | 37.8% | 14% |
| 20260917 | $22.95 | $7.18 | 40.5% | 32% |
| 20260916 | $23.45 | $8.53 | 42.5% | 46% |
| 20260915 | $23.50 | $9.62 | 42.2% | 43% |
| 20260914 | $23.55 | $10.95 | 41.9% | 41% |
| 20260911 | $23.70 | $11.30 | 40.3% | 31% |
| 20260910 | $24.20 | $13.20 | 40.6% | 33% |
| 20260909 | $24.30 | $14.35 | 40.6% | 32% |
| 20260908 | $26.15 | $15.15 | 43.0% | 49% |
| 20260904 | $26.25 | $16.15 | 40.5% | 32% |
| 20260903 | $27.85 | $16.55 | 40.3% | 30% |
| 20260902 | $17.50 | $17.50 | 40.1% | 29% |
| 20260901 | $16.25 | $16.25 | 40.0% | 29% |
| 20260831 | $17.00 | $17.00 | 40.2% | 30% |
| 20260828 | $18.25 | $18.25 | 39.7% | 26% |
| 20260827 | $19.25 | $19.25 | 40.0% | 28% |
| 20260826 | $19.55 | $19.55 | 40.3% | 30% |
| 20260825 | $18.60 | $18.60 | 40.0% | 29% |
| 20260824 | $20.80 | $20.80 | 42.6% | 46% |
| 20260821 | $20.35 | $1.82 | 39.8% | 27% |
| 20260820 | $19.80 | $5.30 | 40.2% | 30% |
| 20260819 | $21.35 | $7.83 | 40.5% | 32% |
| 20260818 | $21.40 | $7.88 | 35.8% | 0% |
| 20260817 | $22.40 | $9.80 | 36.5% | 4% |
| 20260814 | $23.45 | $11.10 | 36.3% | 2% |
| 20260813 | $25.10 | $12.30 | 38.7% | 19% |
| 20260812 | $24.05 | $12.90 | 35.9% | 0% |
| 20260811 | $25.50 | $14.75 | 37.5% | 0% |
| 20260810 | $28.90 | $16.95 | 41.6% | 32% |
| 20260807 | — | — | 40.2% | 22% |
| 20260806 | $30.75 | $18.75 | 42.7% | 41% |
| 20260805 | $20.50 | $20.50 | 43.5% | 47% |
| 20260804 | $21.05 | $21.05 | 43.8% | 48% |
| 20260803 | $19.35 | $19.35 | 41.1% | 28% |
| 20260731 | $19.10 | $19.10 | 40.7% | 25% |
| 20260730 | $21.20 | $21.20 | 41.7% | 33% |
| 20260729 | $21.55 | $21.55 | 42.1% | 36% |
| 20260728 | $23.75 | $23.75 | 44.1% | 51% |
| 20260727 | $23.65 | $23.65 | 45.1% | 59% |
| 20260724 | $23.00 | $23.00 | 41.7% | 33% |
| 20260723 | $24.40 | $24.40 | 45.1% | 58% |
| 20260722 | $23.50 | $23.50 | 43.2% | 44% |
| 20260721 | $24.50 | $24.50 | 44.7% | 55% |
| 20260720 | $26.80 | $26.80 | 49.5% | 92% |
| 20260716 | $27.85 | $7.20 | 46.6% | 70% |
| 20260715 | $29.60 | $9.78 | 48.8% | 87% |
More on STLD
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.