SEMR · Expected Move
SEMrush Holdings, Inc.
The expected move for SEMR 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).
SEMR 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 SEMR Expected Move
30-Day Straddle
$7.85
7-Day Straddle
$7.85
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to SEMR'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.
SEMR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260427 | $7.85 | $7.85 | — | — |
| 20260424 | $8.03 | $8.03 | — | — |
| 20260423 | $7.85 | $7.85 | — | — |
| 20260422 | $0.35 | $0.35 | — | — |
| 20260421 | $7.88 | $7.88 | 32.4% | 17% |
| 20260420 | $2.88 | $2.88 | 59.2% | 40% |
| 20260417 | $10.43 | $0.43 | — | — |
| 20260416 | $2.92 | $2.90 | 127.8% | 99% |
| 20260415 | $7.92 | $2.90 | — | — |
| 20260414 | $8.07 | $0.43 | — | — |
| 20260413 | $7.95 | $7.92 | — | — |
| 20260410 | $8.03 | $2.90 | — | — |
| 20260409 | $3.02 | $0.33 | 64.8% | 45% |
| 20260408 | $0.35 | $8.03 | — | — |
| 20260407 | $8.12 | $7.92 | — | — |
| 20260406 | $7.85 | $8.03 | — | — |
| 20260402 | $0.78 | $10.40 | — | — |
| 20260401 | $8.10 | $8.10 | — | — |
| 20260331 | $7.90 | $7.90 | — | — |
| 20260330 | $8.30 | $8.30 | 12.4% | 0% |
| 20260327 | $0.60 | $0.60 | — | — |
| 20260326 | $2.90 | $2.90 | — | — |
| 20260325 | $2.20 | $2.20 | 22.2% | 0% |
| 20260324 | $10.57 | $10.57 | — | — |
| 20260323 | $2.77 | $2.77 | 25.2% | 2% |
| 20260320 | $9.30 | $9.90 | — | — |
| 20260319 | $7.90 | $8.47 | — | — |
| 20260318 | $0.93 | $8.07 | 33.7% | 10% |
| 20260317 | $7.90 | $8.57 | — | — |
| 20260316 | $8.00 | $8.95 | — | — |
| 20260313 | $2.38 | $2.38 | — | — |
| 20260312 | $8.07 | $8.47 | — | — |
| 20260311 | $7.97 | $8.07 | — | — |
| 20260310 | $2.20 | $3.15 | 96.3% | 69% |
| 20260309 | $9.35 | $1.88 | — | — |
| 20260308 | $8.07 | $9.35 | — | — |
| 20260306 | $8.07 | $9.35 | — | — |
| 20260305 | $7.97 | $9.35 | — | — |
| 20260304 | $8.85 | $8.85 | — | — |
| 20260303 | $5.80 | $5.80 | — | — |
| 20260302 | $8.18 | $8.18 | — | — |
| 20260227 | $9.40 | $9.40 | — | — |
| 20260226 | $11.90 | $11.90 | — | — |
| 20260225 | $9.40 | $9.40 | — | — |
| 20260224 | $1.92 | $1.92 | — | — |
| 20260223 | $1.92 | $1.92 | — | — |
| 20260221 | $9.20 | $9.20 | — | — |
| 20260220 | $9.20 | $10.15 | — | — |
| 20260219 | $1.92 | $9.00 | — | — |
| 20260218 | $3.70 | $11.90 | 37.8% | 14% |
| 20260217 | $9.40 | $9.40 | 41.9% | 18% |
| 20260213 | $11.60 | $11.90 | — | — |
| 20260212 | $8.03 | $9.05 | — | — |
| 20260211 | $4.40 | $4.40 | 39.2% | 15% |
| 20260210 | $8.03 | $9.40 | — | — |
| 20260209 | $9.40 | $9.40 | — | — |
| 20260206 | $1.88 | $4.35 | 106.5% | 79% |
| 20260205 | $11.90 | $11.90 | — | — |
| 20260204 | $1.52 | $1.52 | 64.3% | 39% |
| 20260203 | $10.62 | $10.62 | — | — |
More on SEMR
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.