STRO · Expected Move

Sutro Biopharma, Inc.

The expected move for STRO 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).

STRO 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 STRO Expected Move
30-Day Straddle
$4.88
7-Day Straddle
$4.70
30-Day ATM IV
178.6%
IV Rank
92%
Implied one-standard-deviation move through the next 30 days. Compare to STRO'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.
STRO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $4.88 $4.70 178.6% 92%
20261015 $5.75 $4.88 185.8% 100%
20261014 $3.58 $4.95 — —
20261013 $6.10 $5.70 — —
20261012 $5.05 $4.10 112.6% 28%
20261009 $5.05 $4.10 118.1% 38%
20261008 $5.20 $4.20 121.6% 45%
20261007 $5.00 $4.30 120.3% 42%
20261006 $5.33 $3.12 130.5% 61%
20261005 $5.75 $4.55 152.3% 100%
20261002 $4.55 $4.55 123.4% 48%
20261001 $4.75 $4.75 117.7% 38%
20260930 $4.70 $4.70 128.1% 56%
20260929 $4.83 $4.83 135.7% 70%
20260928 $2.95 $2.95 96.8% 0%
20260925 $4.90 $4.90 143.4% 83%
20260924 $5.00 $5.00 117.4% 36%
20260923 $5.10 $5.10 128.2% 55%
20260922 $5.08 $5.08 144.3% 85%
20260921 $4.90 $4.90 141.0% 79%
20260918 $5.15 $2.17 152.5% 100%
20260917 $5.47 $2.48 132.1% 69%
20260916 $5.05 $2.67 108.9% 22%
20260915 $5.20 $3.20 127.1% 59%
20260914 $5.40 $4.65 126.7% 58%
20260911 $5.40 $3.65 126.4% 57%
20260910 $5.67 $4.72 130.9% 66%
20260909 $5.90 $3.40 110.5% 25%
20260908 $6.35 $3.88 128.9% 62%
20260904 $5.25 $5.38 108.1% 20%
20260903 $5.40 $5.05 112.2% 29%
20260902 $4.22 $4.22 108.7% 22%
20260901 $4.95 $4.95 113.2% 31%
20260831 $3.50 $3.50 109.5% 23%
20260828 $6.12 $6.12 112.9% 30%
20260827 $4.75 $4.75 126.9% 58%
20260826 $5.97 $5.97 114.6% 33%
20260825 $4.70 $4.70 98.0% 0%
20260824 $3.85 $3.85 104.9% 3%
20260821 $4.95 $5.05 113.2% 21%
20260820 $6.00 $3.00 115.8% 27%
20260819 $5.70 $2.85 111.8% 18%
20260818 $5.60 $4.35 106.0% 5%
20260817 $6.43 $4.50 121.2% 40%
20260814 $5.20 $3.40 109.4% 13%
20260813 $6.15 $5.15 123.4% 45%
20260812 $7.05 $5.70 124.1% 46%
20260811 $9.03 $5.45 144.6% 93%
20260810 $9.25 $6.15 144.5% 93%
20260807 — — 136.3% 74%
20260806 $9.40 $5.75 136.5% 75%
20260805 $6.05 $6.05 138.3% 79%
20260804 $5.95 $5.95 138.1% 78%
20260803 $6.80 $6.80 144.5% 93%
20260731 $6.90 $6.90 144.9% 94%
20260730 $7.20 $7.20 140.9% 84%
20260729 $6.70 $6.70 137.3% 76%
20260728 $6.85 $6.85 138.9% 80%
20260727 $7.85 $7.85 143.1% 89%
20260724 $7.70 $7.70 147.8% 100%

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.