SiriusPoint Ltd (SPNT) Expected Move

Tracking the SPNT expected move helps you see how far SiriusPoint Ltd's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. SiriusPoint Ltd'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 SPNT 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 SPNT, 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 SPNT 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 SiriusPoint Ltd is unlikely to go.

SiriusPoint Ltd. provides multi-line insurance and reinsurance products and services worldwide. The company operates through two segments, Reinsurance, and Insurance & Services. The Reinsurance segment provides coverage to various product lines, which includes aviation and space, casualty, contingency, credit and bond, marine and energy, mortgage, and property to insurance and reinsurance companies, government entities, and other risk bearing vehicles. The Insurance & Services segment offers coverage to various product lines comprising accident and health, environmental, workers' compensation, and other lines of business, including a cross section of property and casualty lines.

The company was formerly known as Third Point Reinsurance Ltd. and changed its name to SiriusPoint Ltd. in February 2021. SiriusPoint Ltd. was incorporated in 2011 and is headquartered in Pembroke, Bermuda.

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 SPNT expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The SiriusPoint Ltd 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 SPNT.