Tracking the SII expected move helps you see how far Sprott Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Sprott Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the SII expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For SII, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The SII expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Sprott Inc is unlikely to go.
Sprott Inc. is a publicly owned asset management holding company. Through its subsidiaries, the firm provides asset management, portfolio management, wealth management, fund management, and administrative and consulting services to its clients. It offers mutual funds, hedge funds, and offshore funds, along with managed accounts. Further, the firm also provides broker-dealer activities. Sprott Inc. was formed on February 13, 2008 and is based in Toronto, Canada.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the SII expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Sprott Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about SII.
