SAM · Expected Move
Boston Beer Company
The expected move for SAM is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
SAM straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SAM Expected Move
30-Day Straddle
$14.25
7-Day Straddle
$14.25
30-Day ATM IV
35.1%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to SAM's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SAM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $14.25 | $14.25 | 35.1% | 15% |
| 20261103 | $14.17 | $14.17 | 36.4% | 20% |
| 20261102 | $15.30 | $15.30 | 37.5% | 23% |
| 20261030 | $13.15 | $13.15 | 33.8% | 11% |
| 20261029 | $13.70 | $13.70 | 33.3% | 9% |
| 20261028 | $11.80 | $11.80 | 30.7% | 0% |
| 20261027 | $13.00 | $13.00 | 32.5% | 3% |
| 20261026 | $13.70 | $13.70 | 32.6% | 4% |
| 20261023 | $15.65 | $15.65 | 35.5% | 14% |
| 20261022 | $22.25 | $22.25 | 50.5% | 67% |
| 20261021 | $22.20 | $22.20 | 52.0% | 72% |
| 20261020 | $21.25 | $21.25 | 49.2% | 63% |
| 20261019 | $21.55 | $21.55 | 50.8% | 68% |
| 20261016 | $22.75 | $4.35 | 50.7% | 68% |
| 20261015 | $21.80 | $5.25 | 49.3% | 63% |
| 20261014 | $21.65 | $6.70 | 48.6% | 60% |
| 20261013 | $21.50 | $5.40 | 47.1% | 55% |
| 20261012 | $22.65 | $5.72 | 49.9% | 65% |
| 20261009 | $20.45 | $6.83 | 43.8% | 43% |
| 20261008 | $21.20 | $7.65 | 43.6% | 43% |
| 20261007 | $21.65 | $7.62 | 45.6% | 50% |
| 20261006 | $20.80 | $8.22 | 42.9% | 40% |
| 20261005 | $19.60 | $9.97 | 41.2% | 34% |
| 20261002 | $9.60 | $9.60 | 39.7% | 29% |
| 20261001 | $8.95 | $8.95 | 38.9% | 26% |
| 20260930 | $9.85 | $9.85 | 42.5% | 39% |
| 20260929 | $10.35 | $10.35 | 43.3% | 42% |
| 20260928 | $9.50 | $9.50 | 41.4% | 35% |
| 20260925 | $10.80 | $10.80 | 39.1% | 27% |
| 20260924 | $12.05 | $12.05 | 39.9% | 30% |
| 20260923 | $14.80 | $14.80 | 41.8% | 36% |
| 20260922 | $14.65 | $14.65 | 42.3% | 38% |
| 20260921 | $15.15 | $15.15 | 41.9% | 37% |
| 20260918 | $13.15 | $3.30 | 34.1% | 9% |
| 20260917 | $15.10 | $5.88 | 39.9% | 29% |
| 20260916 | $14.45 | $8.88 | 37.2% | 20% |
| 20260915 | $16.50 | $8.38 | 40.1% | 30% |
| 20260914 | $14.30 | $6.88 | 34.8% | 12% |
| 20260911 | $17.90 | $8.50 | 41.4% | 35% |
| 20260910 | $17.35 | $9.85 | 41.5% | 35% |
| 20260909 | $16.95 | $9.32 | 38.9% | 26% |
| 20260908 | $16.35 | $9.32 | 39.8% | 29% |
| 20260904 | $17.70 | $10.38 | 38.3% | 24% |
| 20260903 | $16.80 | $10.95 | 35.8% | 15% |
| 20260902 | $10.12 | $10.12 | 33.2% | 6% |
| 20260901 | $10.35 | $10.35 | 36.5% | 18% |
| 20260831 | $11.97 | $11.97 | 37.5% | 21% |
| 20260828 | $12.35 | $12.35 | 38.1% | 23% |
| 20260827 | $12.45 | $12.45 | 34.5% | 10% |
| 20260826 | $13.80 | $13.80 | 37.5% | 21% |
| 20260825 | $13.50 | $13.50 | 36.4% | 17% |
| 20260824 | $13.80 | $13.80 | 35.9% | 16% |
| 20260821 | $12.40 | $5.75 | 31.6% | 0% |
| 20260820 | $15.55 | $7.20 | 35.6% | 14% |
| 20260819 | $13.70 | $7.12 | 33.6% | 7% |
| 20260818 | $16.25 | $5.58 | 38.6% | 25% |
| 20260817 | $13.95 | $4.67 | 31.7% | 0% |
| 20260814 | $16.90 | $6.93 | 36.9% | 12% |
| 20260813 | $16.45 | $7.85 | 35.5% | 7% |
| 20260812 | $17.85 | $8.65 | 37.1% | 13% |
More on SAM
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.