SU · Expected Move

Suncor Energy, Inc.

The expected move for SU 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).

SU 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 SU Expected Move
30-Day Straddle
$5.90
7-Day Straddle
$2.98
30-Day ATM IV
34.6%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to SU'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.
SU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $5.90 $2.98 34.6% 64%
20261015 $5.90 $2.23 34.1% 60%
20261014 $6.25 $3.10 35.7% 72%
20261013 $6.55 $3.67 36.4% 77%
20261012 $6.40 $2.58 34.8% 65%
20261009 $5.20 $2.58 32.8% 50%
20261008 $5.17 $2.40 33.1% 52%
20261007 $5.47 $2.78 35.2% 68%
20261006 $5.80 $2.72 35.1% 68%
20261005 $5.53 $2.12 33.3% 53%
20261002 $5.03 $2.23 32.9% 50%
20261001 $4.95 $2.65 32.5% 47%
20260930 $5.67 $2.73 36.1% 76%
20260929 $5.15 $2.98 33.7% 56%
20260928 $4.38 $2.15 30.1% 29%
20260925 $4.83 $2.40 32.6% 48%
20260924 $4.93 $2.67 32.0% 44%
20260923 $5.18 $2.77 33.5% 55%
20260922 $4.90 $2.85 31.8% 42%
20260921 $5.82 $2.00 34.9% 66%
20260918 $4.78 $2.30 31.0% 36%
20260917 $4.47 $2.67 29.1% 22%
20260916 $5.25 $2.60 32.8% 50%
20260915 $5.70 $3.23 33.8% 58%
20260914 $5.03 $2.08 30.8% 35%
20260911 $5.00 $1.95 31.7% 42%
20260910 $4.75 $2.47 30.8% 34%
20260909 $4.92 $2.75 31.5% 39%
20260908 $5.15 $2.65 32.5% 48%
20260904 $4.03 $2.67 29.0% 21%
20260903 $4.67 $2.75 29.9% 27%
20260902 $4.85 $2.52 30.3% 30%
20260901 $5.08 $3.23 31.6% 41%
20260831 $4.65 $2.20 29.5% 24%
20260828 $4.20 $2.15 29.8% 27%
20260827 $4.33 $2.50 29.3% 23%
20260826 $4.53 $2.77 29.6% 25%
20260825 $5.10 $2.58 31.0% 36%
20260824 $4.42 $1.65 28.1% 14%
20260821 $3.90 $2.08 26.3% 0%
20260820 $4.95 $2.53 29.2% 14%
20260819 $4.75 $2.40 28.5% 8%
20260818 $5.05 $2.35 28.5% 8%
20260817 $4.72 $1.80 30.0% 21%
20260814 $4.20 $2.15 28.6% 9%
20260813 $4.62 $2.55 32.9% 45%
20260812 $4.90 $2.60 33.5% 51%
20260811 $4.35 $2.92 30.1% 22%
20260810 $5.18 $1.65 33.8% 53%
20260807 — — 27.5% 0%
20260806 $4.97 $3.10 36.1% 66%
20260805 $4.22 $2.58 29.3% 0%
20260804 $6.10 $3.57 39.3% 97%
20260803 $5.60 $2.85 36.1% 64%
20260731 $5.05 $3.25 34.6% 47%
20260730 $5.00 $3.95 33.5% 36%
20260729 $5.10 $3.20 33.6% 37%
20260728 $5.42 $3.52 36.5% 74%
20260727 $4.88 $2.02 33.5% 49%
20260724 $4.95 $2.30 34.0% 53%

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.