Expected Move — SIG
Data as of market close Apr 2, 2026
SIG Expected Move Data
- Nearest Expiry
- 2026-04-10
- Expected Move
- ±3.0%
- Expected Range
- $82.27–$87.42
- Days to Expiry
- 8
- ATM Strike
- $85.00
- Spot Price
- $84.85
Expected Move by Expiration (spot: $84.85)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-10 | 8 | $85.00 | ±$2.58 | ±3.0% | $82.27 | $87.42 |
| 2026-04-17 | 15 | $85.00 | ±$6.95 | ±8.2% | $77.90 | $91.80 |
| 2026-04-24 | 22 | $85.00 | ±$4.20 | ±5.0% | $80.65 | $89.05 |
| 2026-05-01 | 29 | $86.00 | ±$4.20 | ±5.0% | $80.65 | $89.05 |
| 2026-05-15 | 43 | $85.00 | ±$11.65 | ±13.7% | $73.20 | $96.50 |
| 2026-06-18 | 77 | $85.00 | ±$17.45 | ±20.6% | $67.40 | $102.30 |
| 2026-07-17 | 106 | $85.00 | ±$9.55 | ±11.3% | $75.30 | $94.40 |
| 2026-10-16 | 197 | $85.00 | ±$14.55 | ±17.1% | $70.30 | $99.40 |
| 2027-01-15 | 288 | $85.00 | ±$32.35 | ±38.1% | $52.50 | $117.20 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-10 | 8 | 85 | 2.58 | 3.03 | 82.27 | 87.42 |
| 2026-04-17 | 15 | 85 | 6.95 | 8.19 | 77.9 | 91.8 |
| 2026-04-24 | 22 | 85 | 4.2 | 4.95 | 80.65 | 89.05 |
| 2026-05-01 | 29 | 86 | 4.2 | 4.95 | 80.65 | 89.05 |
| 2026-05-15 | 43 | 85 | 11.65 | 13.73 | 73.2 | 96.5 |
| 2026-06-18 | 77 | 85 | 17.45 | 20.57 | 67.4 | 102.3 |
| 2026-07-17 | 106 | 85 | 9.55 | 11.26 | 75.3 | 94.4 |
| 2026-10-16 | 197 | 85 | 14.55 | 17.15 | 70.3 | 99.4 |
| 2027-01-15 | 288 | 85 | 32.35 | 38.13 | 52.5 | 117.2 |
Check the expected price move for SIG by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.