STWD · Expected Move
STARWOOD PROPERTY TRUST, INC.
The expected move for STWD 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).
STWD 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 STWD Expected Move
30-Day Straddle
$1.15
7-Day Straddle
$2.92
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to STWD'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.
STWD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.15 | $2.92 | — | — |
| 20261015 | $0.90 | $0.47 | 27.9% | 31% |
| 20261014 | $1.00 | $0.43 | — | — |
| 20261013 | $1.07 | $1.95 | 30.4% | 38% |
| 20261012 | $0.98 | $0.45 | 29.3% | 35% |
| 20261009 | $0.92 | $0.50 | 25.6% | 25% |
| 20261008 | $0.97 | $0.53 | 27.7% | 31% |
| 20261007 | $0.95 | $0.55 | 25.4% | 24% |
| 20261006 | $0.95 | $0.45 | 25.4% | 24% |
| 20261005 | $1.00 | $0.50 | 26.7% | 28% |
| 20261002 | $0.57 | $0.57 | 25.9% | 26% |
| 20261001 | $0.62 | $0.62 | 27.0% | 29% |
| 20260930 | $0.62 | $0.62 | 23.0% | 18% |
| 20260929 | $0.60 | $0.60 | 28.1% | 32% |
| 20260928 | $0.68 | $0.68 | 25.2% | 24% |
| 20260925 | $0.68 | $0.68 | 24.8% | 23% |
| 20260924 | $0.77 | $0.77 | 26.7% | 28% |
| 20260923 | $0.90 | $0.90 | 25.0% | 23% |
| 20260922 | $0.80 | $0.80 | 24.9% | 23% |
| 20260921 | $0.70 | $0.70 | 22.0% | 15% |
| 20260918 | $0.73 | $0.17 | 21.9% | 15% |
| 20260917 | $0.78 | $0.22 | 23.3% | 18% |
| 20260916 | $0.82 | $0.20 | 40.7% | 66% |
| 20260915 | $0.85 | $0.28 | 25.4% | 24% |
| 20260914 | $0.82 | $0.53 | — | — |
| 20260911 | $0.95 | $0.38 | 35.5% | 52% |
| 20260910 | $1.03 | $0.48 | 26.2% | 27% |
| 20260909 | $0.88 | $0.35 | 35.5% | 52% |
| 20260908 | $0.90 | $0.40 | 23.5% | 19% |
| 20260904 | $0.88 | $0.40 | 19.9% | 9% |
| 20260903 | $0.90 | $0.48 | 19.7% | 8% |
| 20260902 | $0.47 | $0.47 | 24.0% | 20% |
| 20260901 | $0.57 | $0.57 | 26.2% | 26% |
| 20260831 | $0.47 | $0.47 | 20.5% | 11% |
| 20260828 | $0.47 | $0.47 | 38.9% | 61% |
| 20260827 | $0.55 | $0.55 | 17.8% | 3% |
| 20260826 | $0.45 | $0.45 | 17.1% | 1% |
| 20260825 | $0.57 | $0.57 | 16.6% | 0% |
| 20260824 | $0.65 | $0.65 | — | — |
| 20260821 | $0.75 | $0.48 | 18.5% | 5% |
| 20260820 | $0.80 | $0.53 | 18.5% | 5% |
| 20260819 | $0.72 | $0.50 | — | — |
| 20260818 | $0.68 | $0.35 | 17.1% | 1% |
| 20260817 | $0.73 | $0.40 | 18.0% | 4% |
| 20260814 | $0.75 | $0.45 | 53.0% | 100% |
| 20260813 | $0.75 | $0.47 | 17.4% | 3% |
| 20260812 | $0.98 | $0.60 | 36.1% | 80% |
| 20260811 | $0.65 | $0.40 | 19.3% | 11% |
| 20260810 | $0.80 | $0.48 | 17.6% | 4% |
| 20260807 | — | — | 22.3% | 23% |
| 20260806 | $1.02 | $0.55 | 36.4% | 81% |
| 20260805 | $0.68 | $0.68 | 21.2% | 18% |
| 20260804 | $0.68 | $0.68 | 22.4% | 24% |
| 20260803 | $0.65 | $0.65 | 22.6% | 24% |
| 20260731 | $0.70 | $0.70 | 21.5% | 20% |
| 20260730 | $0.68 | $0.68 | 27.7% | 46% |
| 20260729 | $0.75 | $0.75 | 28.0% | 47% |
| 20260728 | $0.65 | $0.65 | 18.8% | 9% |
| 20260727 | $0.77 | $0.77 | 35.9% | 79% |
| 20260724 | $0.82 | $0.82 | 27.9% | 46% |
More on STWD
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.