STN · Expected Move

Stantec, Inc.

The expected move for STN 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).

STN 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 STN Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
40.5%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to STN'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.
STN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261113 $0.00 $0.00 40.5% 26%
20261112 $0.00 $0.00 55.5% 76%
20261111 $0.00 $0.00 51.1% 61%
20261110 $0.00 $0.00 56.8% 80%
20261109 $0.00 $0.00 53.2% 68%
20261106 $0.00 $0.00 59.5% 89%
20261105 $7.95 $2.45 56.2% 79%
20261104 $0.00 $0.00 46.3% 46%
20261103 $0.00 $0.00 42.9% 34%
20261102 $0.00 $0.00 50.7% 60%
20261030 $0.00 $0.00 56.9% 81%
20261029 $0.00 $0.00 56.1% 78%
20261028 $0.00 $0.00 51.1% 61%
20261027 $0.00 $0.00 56.3% 79%
20261026 $0.00 $0.00 57.0% 82%
20261023 $6.20 $6.20 62.7% 100%
20261022 $2.25 $2.25 48.4% 57%
20261021 $9.55 $9.55 46.3% 50%
20261020 $5.25 $5.25 59.4% 93%
20261019 $0.00 $0.00 50.4% 63%
20261016 $10.50 $4.90 57.5% 87%
20261015 $6.40 $2.83 38.0% 23%
20261014 $8.05 $5.45 39.3% 27%
20261013 $6.60 $7.15 36.5% 18%
20261012 $7.28 $3.45 39.4% 28%
20261009 $7.33 $4.85 39.4% 28%
20261008 $7.95 $5.75 52.4% 70%
20261007 $7.32 $5.70 40.4% 31%
20261006 $7.50 $5.62 44.8% 45%
20261005 $9.55 $5.83 48.7% 58%
20261002 $6.03 $6.03 49.2% 60%
20261001 $5.80 $5.80 47.0% 52%
20260930 $6.20 $6.20 45.6% 48%
20260929 $6.25 $6.25 49.7% 61%
20260928 $4.10 $4.10 51.6% 67%
20260925 $4.10 $4.10 48.0% 56%
20260924 $4.10 $4.10 45.0% 46%
20260923 $6.92 $6.92 39.8% 29%
20260922 $6.62 $6.62 44.8% 45%
20260921 $6.20 $6.20 45.8% 48%
20260918 $6.20 $4.80 37.3% 21%
20260917 $6.45 $3.22 40.0% 30%
20260916 $6.53 $4.82 39.1% 27%
20260915 $6.43 $4.75 40.4% 31%
20260914 $6.55 $4.80 39.2% 27%
20260911 $6.42 $4.35 44.2% 43%
20260910 $6.55 $4.82 43.8% 42%
20260909 $7.05 $6.78 40.8% 32%
20260908 $7.22 $4.78 37.8% 23%
20260904 $8.00 $6.47 46.8% 52%
20260903 $10.20 $6.58 43.8% 42%
20260902 $7.12 $7.12 42.3% 37%
20260901 $5.07 $5.07 42.8% 39%
20260831 $7.32 $7.32 45.6% 48%
20260828 $5.12 $5.12 42.0% 36%
20260827 $4.38 $4.38 38.7% 25%
20260826 $7.65 $7.65 45.4% 47%
20260825 $7.75 $7.75 46.6% 51%
20260824 $7.92 $7.92 44.5% 44%
20260821 $7.92 $0.85 50.9% 65%

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.