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

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current STN Expected Move
30-Day Straddle
$6.25
7-Day Straddle
$6.25
Avg IV
59.1%
IV Rank
36%
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 StraddleAvg IVIV Rank
20260929 $6.25 $6.25 59.1% 36%
20260928 $4.10 $4.10 50.3% 22%
20260925 $4.10 $4.10 46.4% 16%
20260924 $4.10 $4.10 47.9% 19%
20260923 $6.92 $6.92 55.6% 30%
20260922 $6.62 $6.62 41.2% 8%
20260921 $6.20 $6.20 50.2% 22%
20260918 $6.20 $4.80 42.1% 10%
20260917 $6.45 $3.22 43.5% 12%
20260916 $6.53 $4.82 44.9% 14%
20260915 $6.43 $4.75 45.9% 16%
20260914 $6.55 $4.80 39.1% 5%
20260911 $6.42 $4.35 40.7% 8%
20260910 $6.55 $4.82 38.0% 3%
20260909 $7.05 $6.78 40.7% 8%
20260908 $7.22 $4.78 39.5% 6%
20260904 $8.00 $6.47 39.0% 5%
20260903 $10.20 $6.58 35.7% 0%
20260902 $7.12 $7.12 71.0% 51%
20260901 $5.07 $5.07 67.0% 45%
20260831 $7.32 $7.32 74.7% 56%
20260828 $5.12 $5.12 56.5% 29%
20260827 $4.38 $4.38 57.9% 31%
20260826 $7.65 $7.65 60.9% 35%
20260825 $7.75 $7.75 70.4% 50%
20260824 $7.92 $7.92 60.5% 35%
20260821 $7.92 $0.85 57.4% 30%
20260820 $6.03 $1.62 50.6% 20%
20260819 $8.35 $2.75 52.4% 23%
20260818 $8.22 $2.42 58.5% 32%
20260817 $8.60 $3.40 55.8% 28%
20260814 $8.30 $2.67 55.7% 28%
20260813 $8.55 $2.88 51.6% 21%
20260812 $11.20 $4.70 53.0% 24%
20260811 $9.93 $7.23 53.4% 24%
20260810 $7.82 $2.97 52.6% 23%
20260806 $8.47 $6.40 48.3% 16%
20260805 $7.50 $7.50 94.8% 87%
20260804 $6.70 $6.70 101.5% 97%
20260803 $6.95 $6.95 74.0% 55%
20260731 $7.10 $7.10 70.9% 51%
20260730 $7.10 $7.10 88.1% 76%
20260729 $7.38 $7.38 69.4% 48%
20260728 $7.30 $7.30 67.4% 45%
20260727 $7.75 $7.75 76.1% 58%
20260724 $7.90 $7.90 79.5% 63%
20260723 $6.88 $6.88 65.0% 42%
20260722 $7.80 $7.80 68.8% 47%
20260721 $4.60 $4.60 74.0% 55%
20260720 $5.40 $5.40 68.0% 46%
20260716 $10.25 $4.80 64.2% 40%
20260715 $10.50 $3.20 61.0% 36%
20260714 $10.90 $6.62 61.9% 37%
20260713 $10.70 $4.80 58.4% 32%
20260710 $10.65 $4.80 64.8% 41%
20260709 $10.62 $3.78 55.7% 28%
20260708 $10.45 $6.17 56.9% 29%
20260707 $10.50 $7.05 59.0% 32%
20260706 $10.60 $6.58 52.5% 23%

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.