STM options: IV rank, expected move and trade screens
STMicroelectronics N.V. · Technology
As of the close on . In the app, data is refreshed intraday.
STM closed at $53.50 on Oct 1, 2026 with 30-day implied volatility of 66.1%. That is in the upper half of its one-year range (IV rank 57), so premiums are somewhat richer than usual for STM. Measured by IV percentile, IV is higher than 78% of the past year's readings. Options expiring Oct 30 (29 days out) price a one standard deviation move of about $9.96, or 18.6%.
The price is above both its 50-day (+3.4%) and 200-day (+12.0%) moving averages. It is 33.0% below its 52-week high and 152.4% above its 52-week low. The 14-day RSI of 56.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.65, about 3.1% of the price, a measure of a typical day's range.
Option volume at the close (4.58K contracts) was 0.3x its average, much quieter than usual. A beta of 2.67 means STM has tended to move about 2.7 times as much as the broad market. None of our preset screens found trades on STM at the close.
STM stats at the close
- Price
- $53.50
- Market cap $47.5B
- Implied volatility
- 66.1%
- 30-day, at the money
- IV rank
- 57
- IV sits 57% of the way from its one-year low to its one-year high.
- IV percentile
- 78
- IV is higher than 78% of the past year's readings.
- ATR (14-day)
- $1.65
- 3.1% of the price on a typical day
- RSI (14-day)
- 56.1
- Between 30 and 70, neutral
- 52-week range
- -33.0% from high
- +152.4% from the 52-week low
- Moving averages
- +3.4% vs 50-day
- +12.0% vs the 200-day
- Beta
- 2.67
- Sensitivity to the broad market
- Option volume
- 0.3x avg
- 4.58K contracts vs 13.1K average
STM 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 |
|---|---|---|---|---|
| Oct 9, 20268 days | 52.0% | ±$4.12 (7.7%) | $49.38 to $57.62 | $3.30 |
| Oct 30, 202629 days | 66.0% | ±$9.96 (18.6%) | $43.54 to $63.46 | $7.90 |
| Nov 20, 202650 days | 62.2% | ±$12.31 (23.0%) | $41.19 to $65.81 | $9.95 |
| Jan 15, 2027106 days | 55.2% | ±$15.90 (29.7%) | $37.60 to $69.40 | $12.75 |
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
STM options FAQ
- What is STM's IV rank?
- At the close on Oct 1, 2026, STM's IV rank was 57 with 30-day implied volatility of 66.1%. IV sits 57% of the way from its one-year low to its one-year high. Its IV percentile was 78: IV is higher than 78% of the past year's readings.
- What is the expected move for STM?
- Based on the close on Oct 1, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $9.96 (18.6%), a range of $43.54 to $63.46. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is STM option volume above average?
- On Oct 1, 2026, STM option volume was 0.3x its average, much quieter than usual.
More market data
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