STT · Expected Move
State Street Corporation
The expected move for STT 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).
STT straddle price & implied vol
60 sessionsBars: 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 STT Expected Move
30-Day Straddle
$8.25
7-Day Straddle
$8.25
30-Day ATM IV
26.9%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to STT'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.
STT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $8.25 | $8.25 | 26.9% | 14% |
| 20261103 | $7.50 | $7.50 | 26.7% | 13% |
| 20261102 | $8.60 | $8.60 | 28.4% | 25% |
| 20261030 | $8.90 | $8.90 | 26.7% | 13% |
| 20261029 | $9.00 | $9.00 | 25.9% | 6% |
| 20261028 | $9.10 | $9.10 | 26.0% | 7% |
| 20261027 | $9.95 | $9.95 | 27.5% | 18% |
| 20261026 | $9.60 | $9.60 | 27.4% | 18% |
| 20261023 | $10.15 | $10.15 | 27.2% | 16% |
| 20261022 | $10.40 | $10.40 | 27.1% | 15% |
| 20261021 | $10.35 | $10.35 | 26.6% | 12% |
| 20261020 | $10.35 | $10.35 | 27.6% | 19% |
| 20261019 | $10.60 | $10.60 | 27.0% | 15% |
| 20261016 | $11.15 | $0.95 | 27.2% | 16% |
| 20261015 | $11.30 | $3.48 | 26.4% | 10% |
| 20261014 | $10.65 | $3.45 | 25.2% | 1% |
| 20261013 | $13.25 | $7.55 | 29.5% | 34% |
| 20261012 | $13.70 | $8.50 | 30.3% | 40% |
| 20261009 | $14.40 | $9.10 | 32.3% | 55% |
| 20261008 | $15.05 | $9.35 | 33.2% | 62% |
| 20261007 | $15.15 | $10.60 | 34.1% | 69% |
| 20261006 | $16.00 | $11.05 | 34.7% | 73% |
| 20261005 | $15.65 | $10.55 | 33.2% | 62% |
| 20261002 | $10.55 | $10.55 | 34.7% | 73% |
| 20261001 | $10.90 | $10.90 | 33.4% | 63% |
| 20260930 | $11.10 | $11.10 | 33.9% | 67% |
| 20260929 | $11.85 | $11.85 | 33.5% | 64% |
| 20260928 | $11.85 | $11.85 | 34.2% | 69% |
| 20260925 | $11.90 | $11.90 | 32.4% | 55% |
| 20260924 | $13.00 | $13.00 | 34.1% | 69% |
| 20260923 | $12.20 | $12.20 | 32.9% | 59% |
| 20260922 | $13.15 | $13.15 | 34.6% | 72% |
| 20260921 | $13.20 | $13.20 | 33.9% | 67% |
| 20260918 | $13.85 | $3.10 | 33.4% | 63% |
| 20260917 | $14.50 | $3.50 | 34.3% | 70% |
| 20260916 | $14.00 | $5.35 | 32.7% | 58% |
| 20260915 | $14.35 | $4.80 | 33.5% | 64% |
| 20260914 | $15.40 | $5.62 | 34.3% | 70% |
| 20260911 | $16.30 | $7.20 | 32.6% | 57% |
| 20260910 | $16.30 | $7.90 | 34.1% | 68% |
| 20260909 | $16.65 | $8.30 | 34.1% | 68% |
| 20260908 | $17.40 | $8.18 | 34.6% | 72% |
| 20260904 | $16.50 | $7.55 | 30.1% | 38% |
| 20260903 | $15.60 | $7.85 | 28.6% | 27% |
| 20260902 | $7.70 | $7.70 | 30.3% | 40% |
| 20260901 | $8.70 | $8.70 | 29.9% | 37% |
| 20260831 | $8.85 | $8.85 | 28.7% | 28% |
| 20260828 | $9.55 | $9.55 | 27.8% | 21% |
| 20260827 | $9.60 | $9.60 | 27.4% | 18% |
| 20260826 | $10.90 | $10.90 | 28.7% | 29% |
| 20260825 | $10.55 | $10.55 | 28.4% | 27% |
| 20260824 | $10.05 | $10.05 | 27.5% | 20% |
| 20260821 | $10.80 | $1.90 | 26.5% | 13% |
| 20260820 | $11.35 | $4.82 | 27.9% | 24% |
| 20260819 | $11.20 | $4.72 | 26.3% | 11% |
| 20260818 | $11.75 | $4.17 | 25.8% | 7% |
| 20260817 | $11.65 | $5.15 | 25.0% | 2% |
| 20260814 | $12.10 | $5.38 | 25.2% | 3% |
| 20260813 | $12.60 | $5.50 | 26.5% | 13% |
| 20260812 | $12.85 | $6.17 | 26.7% | 15% |
More on STT
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.