STNG · Expected Move

Scorpio Tankers Inc.

The expected move for STNG 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).

STNG 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 STNG Expected Move
30-Day Straddle
$8.25
7-Day Straddle
$8.25
30-Day ATM IV
44.3%
IV Rank
88%
Implied one-standard-deviation move through the next 30 days. Compare to STNG'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.
STNG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $8.25 $8.25 44.3% 88%
20261021 $8.35 $8.35 43.8% 84%
20261020 $8.35 $8.35 44.7% 91%
20261019 $8.05 $8.05 43.0% 77%
20261016 $8.60 $1.52 42.0% 69%
20261015 $8.90 $2.38 43.0% 77%
20261014 $9.15 $2.83 41.8% 67%
20261013 $9.10 $3.25 39.8% 50%
20261012 $9.05 $3.08 40.0% 52%
20261009 $9.40 $3.58 40.8% 59%
20261008 $9.95 $4.22 40.8% 59%
20261007 $9.80 $4.03 41.6% 66%
20261006 $10.35 $4.58 42.1% 70%
20261005 $9.95 $4.82 39.7% 50%
20261002 $5.30 $5.30 38.7% 41%
20261001 $5.22 $5.22 39.6% 48%
20260930 $5.57 $5.57 39.1% 44%
20260929 $6.15 $6.15 40.3% 54%
20260928 $5.93 $5.93 40.5% 56%
20260925 $5.93 $5.93 38.2% 37%
20260924 $6.03 $6.03 39.9% 51%
20260923 $6.25 $6.25 39.8% 50%
20260922 $6.42 $6.42 39.1% 44%
20260921 $7.17 $7.17 39.1% 44%
20260918 $7.15 $1.40 36.8% 25%
20260917 $7.65 $2.50 38.7% 40%
20260916 $7.28 $2.90 37.0% 27%
20260915 $7.20 $2.77 36.4% 21%
20260914 $7.45 $3.10 36.8% 25%
20260911 $7.53 $3.73 35.9% 11%
20260910 $8.05 $3.85 37.8% 21%
20260909 $8.05 $4.22 37.9% 22%
20260908 $8.10 $3.83 37.8% 21%
20260904 $7.70 $4.55 34.9% 6%
20260903 $7.50 $4.08 33.8% 0%
20260902 $4.70 $4.70 34.8% 4%
20260901 $4.60 $4.60 35.2% 7%
20260831 $4.95 $4.95 34.0% 0%
20260828 $5.12 $5.12 34.8% 1%
20260827 $5.38 $5.38 35.9% 7%
20260826 $5.28 $5.28 36.0% 7%
20260825 $5.60 $5.60 36.0% 7%
20260824 $5.82 $5.82 35.6% 5%
20260821 $6.07 $1.88 34.7% 0%
20260820 $6.30 $2.05 34.8% 0%
20260819 $6.40 $1.92 35.0% 0%
20260818 $6.65 $2.45 35.9% 4%
20260817 $6.65 $2.85 35.2% 0%
20260814 $6.97 $3.30 35.3% 0%
20260813 $7.05 $3.88 36.9% 7%
20260812 $6.92 $3.50 35.6% 0%
20260811 $7.03 $3.80 36.2% 0%
20260810 $8.20 $4.80 40.2% 17%
20260807 — — 37.7% 0%
20260806 $8.52 $5.35 41.7% 27%
20260805 $5.05 $5.05 39.0% 9%
20260804 $6.03 $6.03 40.9% 21%
20260803 $5.95 $5.95 41.3% 24%
20260731 $6.05 $6.05 39.8% 14%
20260730 $5.95 $5.95 38.9% 8%

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.