SYRE · Expected Move
Spyre Therapeutics, Inc. Common Stock
The expected move for SYRE 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).
SYRE 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 SYRE Expected Move
30-Day Straddle
$14.95
7-Day Straddle
$14.95
30-Day ATM IV
73.8%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to SYRE'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.
SYRE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $14.95 | $14.95 | 73.8% | 34% |
| 20261023 | $15.35 | $15.35 | 75.9% | 38% |
| 20261022 | $15.25 | $15.25 | 73.7% | 34% |
| 20261021 | $16.15 | $16.15 | 74.6% | 36% |
| 20261020 | $15.50 | $15.50 | 73.1% | 33% |
| 20261019 | $14.95 | $14.95 | 75.0% | 36% |
| 20261016 | $15.40 | $4.85 | 78.4% | 44% |
| 20261015 | $14.55 | $4.75 | 73.0% | 32% |
| 20261014 | $14.50 | $3.85 | 71.6% | 29% |
| 20261013 | $15.30 | $5.28 | 74.1% | 35% |
| 20261012 | $16.65 | $5.88 | 74.1% | 35% |
| 20261009 | $16.00 | $6.78 | 69.3% | 24% |
| 20261008 | $15.35 | $6.50 | 70.4% | 27% |
| 20261007 | $15.85 | $7.43 | 71.8% | 30% |
| 20261006 | $15.60 | $6.92 | 69.5% | 25% |
| 20261005 | $17.95 | $8.65 | 66.5% | 18% |
| 20261002 | $9.12 | $9.12 | 64.5% | 14% |
| 20261001 | $8.40 | $8.40 | 66.1% | 18% |
| 20260930 | $9.50 | $9.50 | 65.2% | 16% |
| 20260929 | $9.35 | $9.35 | 65.6% | 17% |
| 20260928 | $9.80 | $9.80 | 64.4% | 14% |
| 20260925 | $10.45 | $10.45 | 65.2% | 16% |
| 20260924 | $10.15 | $10.15 | 61.9% | 9% |
| 20260923 | $10.55 | $10.55 | 61.3% | 7% |
| 20260922 | $11.85 | $11.85 | 64.2% | 13% |
| 20260921 | $11.30 | $11.30 | 61.0% | 7% |
| 20260918 | $12.50 | $4.97 | 62.9% | 11% |
| 20260917 | $13.25 | $5.15 | 61.8% | 8% |
| 20260916 | $12.40 | $5.25 | 57.9% | 0% |
| 20260915 | $13.15 | $5.30 | 62.6% | 5% |
| 20260914 | $12.80 | $5.70 | 60.4% | 0% |
| 20260911 | $14.05 | $6.35 | 63.1% | 0% |
| 20260910 | $14.35 | $6.88 | 63.9% | 1% |
| 20260909 | $13.60 | $6.62 | 63.5% | 0% |
| 20260908 | $15.85 | $7.53 | 67.9% | 0% |
| 20260904 | $19.30 | $10.25 | 77.8% | 25% |
| 20260903 | $17.95 | $9.10 | 74.6% | 16% |
| 20260902 | $10.30 | $10.30 | 75.4% | 18% |
| 20260901 | $10.95 | $10.95 | 76.8% | 22% |
| 20260831 | $10.30 | $10.30 | 74.1% | 14% |
| 20260828 | $10.90 | $10.90 | 72.0% | 9% |
| 20260827 | $11.80 | $11.80 | 70.6% | 5% |
| 20260826 | $14.15 | $14.15 | 78.4% | 26% |
| 20260825 | $23.05 | $23.05 | 101.4% | 91% |
| 20260824 | $24.50 | $24.50 | 104.7% | 100% |
| 20260821 | $25.05 | $4.55 | 104.2% | 99% |
| 20260820 | $25.70 | $6.05 | 104.7% | 100% |
| 20260819 | $25.75 | $5.47 | 103.3% | 53% |
| 20260818 | $25.05 | $6.75 | 99.6% | 46% |
| 20260817 | $22.40 | $7.77 | 90.7% | 32% |
| 20260814 | $23.20 | $7.90 | 87.9% | 28% |
| 20260813 | $22.85 | $9.10 | 85.0% | 24% |
| 20260812 | $23.60 | $9.98 | 87.4% | 27% |
| 20260811 | $23.25 | $9.95 | 85.3% | 24% |
| 20260810 | $23.55 | $10.45 | 85.0% | 24% |
| 20260807 | — | — | 78.2% | 14% |
| 20260806 | $21.40 | $12.00 | 72.9% | 6% |
| 20260805 | $12.70 | $12.70 | 73.0% | 6% |
| 20260804 | $16.80 | $16.80 | 83.9% | 20% |
| 20260803 | $14.60 | $14.60 | 81.3% | 17% |
More on SYRE
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.