STM · Expected Move

STMicroelectronics N.V.

The expected move for STM 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).

STM 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 STM Expected Move
30-Day Straddle
$6.95
7-Day Straddle
$3.10
30-Day ATM IV
69.0%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to STM'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.
STM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $6.95 $3.10 69.0% 49%
20261015 $7.60 $3.15 70.9% 53%
20261014 $7.95 $3.52 73.8% 60%
20261013 $7.40 $3.25 64.4% 39%
20261012 $7.45 $2.30 63.8% 37%
20261009 $7.50 $2.72 64.2% 38%
20261008 $7.70 $3.12 64.3% 39%
20261007 $8.38 $3.58 65.6% 41%
20261006 $8.80 $3.98 64.1% 38%
20261005 $8.55 $2.65 62.9% 35%
20261002 $8.55 $3.12 68.0% 47%
20261001 $7.90 $3.42 66.0% 42%
20260930 $8.70 $3.50 70.6% 52%
20260929 $8.50 $3.55 66.2% 43%
20260928 $7.95 $2.60 60.3% 30%
20260925 $5.12 $2.70 52.5% 12%
20260924 $5.70 $3.17 51.9% 11%
20260923 $5.80 $3.40 49.0% 5%
20260922 $6.07 $3.67 49.4% 5%
20260921 $6.20 $2.28 49.3% 5%
20260918 $5.12 $2.38 47.0% 0%
20260917 $5.18 $2.75 47.6% 1%
20260916 $5.62 $3.08 51.4% 9%
20260915 $5.53 $3.22 49.8% 6%
20260914 $5.70 $2.28 50.6% 8%
20260911 $5.75 $2.60 49.4% 5%
20260910 $5.95 $3.05 51.2% 9%
20260909 $6.30 $3.50 53.4% 14%
20260908 $6.92 $3.90 57.7% 23%
20260904 $5.75 $2.65 49.6% 5%
20260903 $5.57 $2.75 47.5% 1%
20260902 $5.42 $2.80 47.2% 0%
20260901 $5.67 $2.92 48.6% 0%
20260831 $5.85 $2.30 49.2% 0%
20260828 $5.62 $2.25 51.8% 3%
20260827 $5.78 $2.83 52.0% 3%
20260826 $5.80 $3.17 50.6% 0%
20260825 $6.10 $3.45 52.6% 2%
20260824 $6.08 $2.58 52.1% 0%
20260821 $5.80 $2.88 52.0% 0%
20260820 $5.90 $3.17 52.8% 2%
20260819 $6.15 $3.83 53.4% 4%
20260818 $6.95 $4.03 55.7% 9%
20260817 $7.30 $2.88 55.9% 10%
20260814 $6.20 $2.95 52.0% 0%
20260813 $6.42 $3.42 53.3% 0%
20260812 $7.25 $3.75 58.9% 13%
20260811 $6.95 $3.98 54.6% 2%
20260810 $7.50 $2.83 58.0% 11%
20260807 — — 57.9% 10%
20260806 $7.75 $4.53 64.2% 27%
20260805 $8.30 $4.75 68.4% 38%
20260804 $9.15 $5.82 72.9% 50%
20260803 $9.05 $3.77 73.3% 51%
20260731 $8.75 $4.42 75.6% 57%
20260730 $8.43 $4.90 71.7% 48%
20260729 $8.75 $5.35 79.0% 70%
20260728 $8.85 $5.97 77.0% 65%
20260727 $9.85 $4.12 78.2% 68%
20260724 $8.50 $4.62 74.2% 58%

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.