SigmaRange
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About SigmaRange

SigmaRange shows, at a glance, where 124 US stocks and ETFs sit inside the price range the options market expects for this week.

What it shows

  • Weekly 1σ range — anchored at Friday’s close, the one-standard-deviation price range for the week derived from option-implied volatility.
  • σ position — how many σ the current price sits from the anchor. Names past ±1σ have left their usual range and are surfaced first.
  • GEX levels — strikes with large dealer gamma exposure, as support and resistance candidates.
  • A price history on every symbol page, last week’s recap, sector ETFs, the week’s economic and earnings calendar, a leveraged-ETF calculator, and My Sigma for your own watchlist and portfolio.

How the numbers are built and how to read them is laid out in the guide.

When it updates

The σ figures update once per trading day after the US regular session closes — the following morning in Korea. The weekly range is struck again from each Friday’s close. Intraday charts on symbol pages and calculator prices refresh on their own schedule during market hours.

Data

Regular-session closing prices and options market data (implied volatility and open interest). Every σ figure on the site comes from one published method.

Please note

Everything here is statistical reference material, not a recommendation or investment advice. Data can be delayed or wrong, and investment decisions and their outcomes are your own responsibility.

Privacy

SigmaRange

A statistical view of the market: where each symbol sits inside its own expected range, rather than another list of prices.

BoardMy SigmaCalculatorGuideTrading above +1σTrading below −1σGEX floor at −1σWidest expected moveToday’s cardAbout · ContactPrivacy policy
Band anchor
Sep 25 close
Band window
Sep 25 – Oct 2

Settled regular-session closes and option-implied move data. Not investment advice.

1σ ≈ 68% of expected outcomes

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