Bear Call Spreads on Overbought Stocks
Bear Call Spread12 trades pass on SIRI
- Return on risk
- 1.0% to 32.5%
- Probability of profit
- 73.6% to 92.4%
SIRI options: IV rank, expected move and trade screens
Sirius Xm Holdings Inc. · Communication
In the app, stock prices are live and options data is refreshed intraday.
SIRI last closed at $31.85 with 30-day implied volatility of 36.0%. That is in the lower half of its one-year range (IV rank 36), so premiums are on the modest side for SIRI. Measured by IV percentile, IV is higher than 53% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $3.18, or 10.0%.
The price is above both its 50-day (+13.0%) and 200-day (+18.8%) moving averages. It is 4.6% below its 52-week high and 59.9% above its 52-week low. The 14-day RSI of 66.5 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.90, about 2.8% of the price, a measure of a typical day's range.
Option volume at the close (56.3K contracts) was 3.0x its average, far busier than usual. A beta of 0.33 means SIRI has tended to move about 0.3 times as much as the broad market. 4 of our preset screens found trades on SIRI at the close, led by Bear Call Spreads on Overbought Stocks with 12 trades.
SIRI stats at the close
- Price
- $31.85
- Market cap $10.7B
- Implied volatility
- 36.0%
- 30-day, at the money
- IV rank
- 36
- IV sits 36% of the way from its one-year low to its one-year high.
- IV percentile
- 53
- IV is higher than 53% of the past year's readings.
- ATR (14-day)
- $0.90
- 2.8% of the price on a typical day
- RSI (14-day)
- 66.5
- Between 30 and 70, neutral
- 52-week range
- -4.6% from high
- +59.9% from the 52-week low
- Moving averages
- +13.0% vs 50-day
- +18.8% vs the 200-day
- Beta
- 0.33
- Sensitivity to the broad market
- Option volume
- 3.0x avg
- 56.3K contracts vs 18.5K average
SIRI expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Nov 20, 20267 days | 40.6% | ±$1.79 (5.6%) | $30.06 to $33.64 | $1.44 |
| Dec 11, 202628 days | 36.0% | ±$3.18 (10.0%) | $28.67 to $35.03 | $2.54 |
| Jan 15, 202763 days | 28.5% | ±$3.77 (11.8%) | $28.08 to $35.62 | $3.01 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
Counts and ranges for SIRI from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
Iron Condor, 2-ATR Profit Zone
Iron Condor1 trade passes on SIRI
- Return on risk
- 48.2%
- Probability of profit
- 77.0%
Married Put Protection
Married Put1 trade passes on SIRI
- Probability of profit
- 44.3%
Unusual Call Volume
Long Call1 trade passes on SIRI
- Probability of profit
- 19.2%
SIRI options FAQ
- What is SIRI's IV rank?
- At the last close, SIRI's IV rank was 36 with 30-day implied volatility of 36.0%. IV sits 36% of the way from its one-year low to its one-year high. Its IV percentile was 53: IV is higher than 53% of the past year's readings.
- What is the expected move for SIRI?
- Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $3.18 (10.0%), a range of $28.67 to $35.03. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Which option screens have trades on SIRI?
- At the last close, these OptionClaws preset screens had passing trades on SIRI: Bear Call Spreads on Overbought Stocks (12), Iron Condor, 2-ATR Profit Zone (1), Married Put Protection (1), Unusual Call Volume (1). Open a screen in the app to see the individual trades, refreshed intraday.
- Is SIRI option volume above average?
- At the last close, SIRI option volume was 3.0x its average, far busier than usual.
More market data
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.