SYF · Expected Move
SYNCHRONY FINANCIAL
The expected move for SYF 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).
SYF 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 SYF Expected Move
30-Day Straddle
$6.70
7-Day Straddle
$1.52
30-Day ATM IV
35.3%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to SYF'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.
SYF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $6.70 | $1.52 | 35.3% | 61% |
| 20261015 | $6.47 | $1.68 | 33.8% | 52% |
| 20261014 | $6.45 | $1.90 | 34.7% | 58% |
| 20261013 | $6.50 | $2.10 | 34.2% | 54% |
| 20261012 | $6.83 | $2.33 | 34.5% | 57% |
| 20261009 | $6.47 | $2.53 | 32.8% | 46% |
| 20261008 | $6.95 | $3.00 | 34.9% | 59% |
| 20261007 | $6.58 | $2.62 | 32.2% | 42% |
| 20261006 | $6.38 | $3.00 | 31.6% | 38% |
| 20261005 | $6.90 | $3.28 | 33.2% | 48% |
| 20261002 | $3.70 | $3.70 | 33.8% | 52% |
| 20261001 | $3.88 | $3.88 | 34.0% | 53% |
| 20260930 | $4.08 | $4.08 | 34.0% | 54% |
| 20260929 | $3.90 | $3.90 | 32.9% | 46% |
| 20260928 | $4.20 | $4.20 | 33.2% | 49% |
| 20260925 | $4.40 | $4.40 | 32.6% | 45% |
| 20260924 | $4.25 | $4.25 | 31.3% | 36% |
| 20260923 | $4.65 | $4.65 | 32.5% | 44% |
| 20260922 | $4.67 | $4.67 | 31.7% | 39% |
| 20260921 | $4.67 | $4.67 | 30.8% | 33% |
| 20260918 | $4.92 | $0.22 | 29.8% | 27% |
| 20260917 | $5.40 | $1.23 | 32.6% | 45% |
| 20260916 | $5.75 | $1.80 | 33.7% | 51% |
| 20260915 | $6.22 | $2.40 | 34.3% | 55% |
| 20260914 | $5.60 | $2.58 | 30.3% | 30% |
| 20260911 | $5.83 | $2.80 | 31.0% | 34% |
| 20260910 | $6.00 | $2.92 | 31.6% | 38% |
| 20260909 | $6.17 | $3.03 | 31.6% | 38% |
| 20260908 | $6.45 | $3.08 | 31.0% | 34% |
| 20260904 | $6.82 | $3.62 | 31.2% | 36% |
| 20260903 | $6.55 | $3.77 | 29.9% | 27% |
| 20260902 | $4.45 | $4.45 | 30.4% | 31% |
| 20260901 | $3.92 | $3.92 | 30.4% | 31% |
| 20260831 | $3.83 | $3.83 | 28.5% | 19% |
| 20260828 | $4.22 | $4.22 | 28.1% | 16% |
| 20260827 | $4.47 | $4.47 | 29.5% | 25% |
| 20260826 | $4.22 | $4.22 | 27.7% | 14% |
| 20260825 | $4.60 | $4.60 | 27.8% | 14% |
| 20260824 | $4.95 | $4.95 | 30.0% | 28% |
| 20260821 | $5.05 | $0.73 | 28.8% | 21% |
| 20260820 | $4.65 | $1.07 | 27.1% | 10% |
| 20260819 | $5.08 | $1.50 | 28.0% | 16% |
| 20260818 | $5.15 | $1.93 | 27.1% | 10% |
| 20260817 | $5.30 | $2.52 | 27.0% | 9% |
| 20260814 | $5.33 | $2.45 | 25.5% | 0% |
| 20260813 | $5.70 | $2.65 | 28.5% | 10% |
| 20260812 | $5.38 | $2.67 | 27.0% | 0% |
| 20260811 | $6.35 | $3.47 | 30.1% | 7% |
| 20260810 | $5.97 | $3.23 | 29.3% | 1% |
| 20260807 | — | — | 29.2% | 0% |
| 20260806 | $6.62 | $3.98 | 30.5% | 6% |
| 20260805 | $4.15 | $4.15 | 30.5% | 6% |
| 20260804 | $4.30 | $4.30 | 31.0% | 10% |
| 20260803 | $4.35 | $4.35 | 31.0% | 9% |
| 20260731 | $4.65 | $4.65 | 30.8% | 8% |
| 20260730 | $5.18 | $5.18 | 32.6% | 21% |
| 20260729 | $4.95 | $4.95 | 32.9% | 23% |
| 20260728 | $4.80 | $4.80 | 31.3% | 12% |
| 20260727 | $5.30 | $5.30 | 33.0% | 24% |
| 20260724 | $5.12 | $5.12 | 31.5% | 13% |
More on SYF
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.