SUPN · Expected Move
Supernus Pharmaceuticals, Inc.
The expected move for SUPN 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).
SUPN 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 SUPN Expected Move
30-Day Straddle
$5.65
7-Day Straddle
$5.65
30-Day ATM IV
59.6%
IV Rank
88%
Implied one-standard-deviation move through the next 30 days. Compare to SUPN'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.
SUPN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.65 | $5.65 | 59.6% | 88% |
| 20261021 | $5.30 | $5.30 | 56.1% | 78% |
| 20261020 | $6.38 | $6.38 | 63.9% | 100% |
| 20261019 | $5.30 | $5.30 | 56.4% | 81% |
| 20261016 | $4.88 | $2.30 | 52.1% | 68% |
| 20261015 | $5.42 | $2.00 | 52.8% | 70% |
| 20261014 | $5.42 | $3.05 | 53.7% | 73% |
| 20261013 | $5.75 | $2.88 | 53.5% | 72% |
| 20261012 | $6.42 | $2.85 | 57.4% | 84% |
| 20261009 | $6.45 | $3.20 | 57.6% | 84% |
| 20261008 | $6.40 | $3.80 | 55.7% | 79% |
| 20261007 | $6.47 | $3.75 | 56.1% | 80% |
| 20261006 | $6.70 | $3.33 | 60.0% | 91% |
| 20261005 | $5.97 | $3.55 | 47.9% | 56% |
| 20261002 | $3.75 | $3.75 | 49.1% | 60% |
| 20261001 | $3.85 | $3.85 | 48.2% | 57% |
| 20260930 | $4.05 | $4.05 | 49.3% | 60% |
| 20260929 | $3.85 | $3.85 | 50.7% | 64% |
| 20260928 | $3.83 | $3.83 | 49.0% | 59% |
| 20260925 | $4.28 | $4.28 | 47.9% | 56% |
| 20260924 | $4.20 | $4.20 | 46.7% | 52% |
| 20260923 | $4.38 | $4.38 | 45.5% | 49% |
| 20260922 | $4.18 | $4.18 | 47.7% | 55% |
| 20260921 | $4.32 | $4.32 | 48.8% | 59% |
| 20260918 | $4.20 | $2.50 | 45.5% | 49% |
| 20260917 | $4.50 | $1.00 | 47.1% | 54% |
| 20260916 | $4.45 | $2.15 | 46.5% | 52% |
| 20260915 | $4.47 | $2.20 | 47.5% | 55% |
| 20260914 | $4.92 | $2.55 | 47.9% | 56% |
| 20260911 | $4.45 | $3.53 | 42.3% | 40% |
| 20260910 | $4.58 | $3.17 | 43.8% | 44% |
| 20260909 | $4.83 | $3.00 | 46.5% | 52% |
| 20260908 | $5.05 | $3.40 | 47.1% | 47% |
| 20260904 | $5.03 | $3.60 | 40.8% | 31% |
| 20260903 | $5.30 | $2.77 | 42.7% | 36% |
| 20260902 | $4.20 | $4.20 | 44.0% | 39% |
| 20260901 | $4.25 | $4.25 | 43.6% | 38% |
| 20260831 | $3.75 | $3.75 | 44.1% | 39% |
| 20260828 | $3.80 | $3.80 | 35.5% | 17% |
| 20260827 | $3.75 | $3.75 | 41.2% | 32% |
| 20260826 | $3.75 | $3.75 | 40.3% | 30% |
| 20260825 | $3.35 | $3.35 | 38.0% | 24% |
| 20260824 | $3.80 | $3.80 | 38.7% | 26% |
| 20260821 | $3.47 | $1.43 | 34.5% | 15% |
| 20260820 | $4.70 | $2.77 | 44.0% | 39% |
| 20260819 | $4.92 | $2.78 | 43.5% | 38% |
| 20260818 | $4.72 | $2.95 | 41.6% | 33% |
| 20260817 | $5.17 | $3.00 | 44.5% | 41% |
| 20260814 | $5.20 | $3.45 | 43.2% | 37% |
| 20260813 | $5.60 | $3.25 | 47.3% | 48% |
| 20260812 | $5.28 | $3.40 | 46.9% | 47% |
| 20260811 | $5.65 | $3.05 | 46.4% | 45% |
| 20260810 | $5.68 | $3.10 | 45.9% | 44% |
| 20260807 | — | — | 45.6% | 43% |
| 20260806 | $6.20 | $4.33 | 49.4% | 53% |
| 20260805 | $3.80 | $3.80 | 45.5% | 43% |
| 20260804 | $4.55 | $4.55 | 47.8% | 49% |
| 20260803 | $4.95 | $4.95 | 49.1% | 52% |
| 20260731 | $5.62 | $5.62 | 59.7% | 80% |
| 20260730 | $5.58 | $5.58 | 56.9% | 72% |
More on SUPN
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.