SharonAI Holdings, Inc. Class A Common Stock (SHAZ) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
SharonAI Holdings, Inc. Class A Common Stock (SHAZ) operates in the Technology sector, specifically the Information Technology Services industry, with a market capitalization near $1.22B, listed on NASDAQ, employing roughly 25 people, carrying a beta of 6.17 to the broader market. SharonAI Holdings Inc. Led by James Edward Manning, public since 2025-12-18.
Snapshot as of Oct 14, 2026.
- Spot Price
- $31.20
- Expected Move
- 31.9%
- Implied High
- $41.16
- Implied Low
- $21.24
- Front DTE
- 37 days
As of Oct 14, 2026, SharonAI Holdings, Inc. Class A Common Stock (SHAZ) has an expected move of 31.94%, a one-standard-deviation implied price range of roughly $21.24 to $41.16 from the current $31.20. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
SHAZ Strategy Sizing to the Expected Move
With SharonAI Holdings, Inc. Class A Common Stock pricing an expected move of 31.94% from $31.20, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
How to read the SHAZ implied-range chart
The shaded range below shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 31.94%, anchoring an implied range of approximately $21.24 to $41.16. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.
SHAZ expected move and event pricing
Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. SHAZ term-structure is in backwardation (slope -0.006), so near-dated tenors price in disproportionate vol - usually because of a known event in the front-month window.
Sizing SHAZ structures to the expected move
Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. SHAZ put/call volume ratio currently at 0.25 indicates speculative call flow dominates - look for upside-skewed sentiment. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for SHAZ derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $31.20 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Oct 16, 2026 | 2 | 225.7% | 16.7% | $36.41 | $25.99 |
| Nov 20, 2026 | 37 | 111.4% | 35.5% | $42.27 | $20.13 |
| Dec 18, 2026 | 65 | 110.8% | 46.8% | $45.79 | $16.61 |
| Jan 15, 2027 | 93 | 109.1% | 55.1% | $48.38 | $14.02 |
| Feb 19, 2027 | 128 | 102.4% | 60.6% | $50.12 | $12.28 |
| Mar 19, 2027 | 156 | 110.0% | 71.9% | $53.64 | $8.76 |
| May 21, 2027 | 219 | 103.6% | 80.2% | $56.24 | $6.16 |
| Jun 17, 2027 | 246 | 102.8% | 84.4% | $57.53 | $4.87 |
| Sep 17, 2027 | 338 | 105.3% | 101.3% | $62.82 | $-0.42 |
| Jan 21, 2028 | 464 | 101.6% | 114.6% | $66.94 | $-4.54 |
| Jan 19, 2029 | 828 | 102.5% | 154.4% | $79.37 | $-16.97 |
Frequently asked SHAZ expected move questions
- What is the current SHAZ expected move?
- As of Oct 14, 2026, SharonAI Holdings, Inc. Class A Common Stock (SHAZ) has an expected move of 31.94% over the next 37 days, implying a one-standard-deviation price range of $21.24 to $41.16 from the current $31.20. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the SHAZ expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is SHAZ expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.