SYY · Expected Move
Sysco Corporation
The expected move for SYY 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).
SYY 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 SYY Expected Move
30-Day Straddle
$4.53
7-Day Straddle
$4.53
30-Day ATM IV
25.7%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to SYY'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.
SYY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $4.53 | $4.53 | 25.7% | 62% |
| 20261023 | $4.68 | $4.68 | 26.4% | 68% |
| 20261022 | $4.80 | $4.80 | 25.1% | 57% |
| 20261021 | $4.58 | $4.58 | 24.4% | 51% |
| 20261020 | $4.90 | $4.90 | 25.1% | 57% |
| 20261019 | $4.55 | $4.55 | 24.2% | 49% |
| 20261016 | $4.55 | $0.45 | 22.6% | 35% |
| 20261015 | $4.97 | $0.98 | 24.2% | 49% |
| 20261014 | $5.28 | $1.60 | 24.7% | 54% |
| 20261013 | $5.05 | $1.48 | 24.3% | 50% |
| 20261012 | $5.15 | $1.55 | 24.5% | 52% |
| 20261009 | $5.33 | $1.95 | 24.5% | 52% |
| 20261008 | $5.25 | $2.00 | 23.7% | 45% |
| 20261007 | $5.20 | $2.00 | 24.1% | 48% |
| 20261006 | $5.65 | $2.08 | 25.5% | 60% |
| 20261005 | $5.53 | $2.40 | 24.5% | 51% |
| 20261002 | $2.33 | $2.33 | 21.6% | 26% |
| 20261001 | $2.52 | $2.52 | 23.2% | 40% |
| 20260930 | $3.00 | $3.00 | 23.3% | 41% |
| 20260929 | $2.95 | $2.95 | 23.2% | 40% |
| 20260928 | $3.25 | $3.25 | 22.8% | 37% |
| 20260925 | $2.73 | $2.73 | 21.3% | 24% |
| 20260924 | $3.38 | $3.38 | 23.0% | 39% |
| 20260923 | $3.23 | $3.23 | 22.1% | 31% |
| 20260922 | $3.47 | $3.47 | 21.5% | 26% |
| 20260921 | $3.35 | $3.35 | 21.5% | 26% |
| 20260918 | $3.62 | $1.55 | 20.1% | 14% |
| 20260917 | $3.90 | $0.98 | 21.5% | 26% |
| 20260916 | $4.53 | $1.95 | 24.4% | 51% |
| 20260915 | $4.07 | $1.62 | 22.3% | 33% |
| 20260914 | $4.47 | $2.42 | 22.2% | 32% |
| 20260911 | $4.10 | $2.27 | 19.9% | 12% |
| 20260910 | $4.22 | $2.08 | 20.6% | 18% |
| 20260909 | $4.72 | $2.58 | 22.5% | 35% |
| 20260908 | $4.70 | $2.38 | 22.9% | 38% |
| 20260904 | $4.45 | $2.42 | 20.4% | 16% |
| 20260903 | $4.30 | $2.75 | 18.9% | 3% |
| 20260902 | $2.80 | $2.80 | 20.6% | 18% |
| 20260901 | $2.62 | $2.62 | 20.3% | 15% |
| 20260831 | $3.15 | $3.15 | 20.6% | 18% |
| 20260828 | $3.38 | $3.38 | 20.6% | 18% |
| 20260827 | $3.10 | $3.10 | 19.8% | 9% |
| 20260826 | $3.25 | $3.25 | 19.1% | 4% |
| 20260825 | $3.45 | $3.45 | 19.5% | 7% |
| 20260824 | $3.15 | $3.15 | 19.3% | 5% |
| 20260821 | $3.67 | $1.32 | 19.7% | 8% |
| 20260820 | $4.42 | $1.43 | 23.1% | 32% |
| 20260819 | $3.67 | $1.23 | 19.5% | 7% |
| 20260818 | $3.77 | $1.30 | 19.9% | 10% |
| 20260817 | $3.73 | $1.12 | 19.4% | 6% |
| 20260814 | $3.88 | $1.70 | 18.5% | 0% |
| 20260813 | $4.25 | $2.17 | 19.0% | 0% |
| 20260812 | $4.12 | $2.12 | 19.4% | 0% |
| 20260811 | $4.22 | $2.25 | 19.6% | 0% |
| 20260810 | $4.33 | $2.05 | 19.8% | 1% |
| 20260807 | — | — | 19.7% | 1% |
| 20260806 | $4.67 | $2.40 | 19.6% | 0% |
| 20260805 | $3.15 | $3.15 | 21.3% | 0% |
| 20260804 | $3.17 | $3.17 | 21.9% | 4% |
| 20260803 | $4.97 | $4.97 | 30.1% | 58% |
More on SYY
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.