SFD · Expected Move

Smithfield Foods, Inc. Common Stock

The expected move for SFD 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).

SFD straddle price & implied vol

60 sessions

Bars: 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 SFD Expected Move
30-Day Straddle
$1.70
7-Day Straddle
$1.70
30-Day ATM IV
32.6%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to SFD'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.
SFD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.70 $1.70 32.6% 52%
20261021 $1.50 $1.50 33.5% 56%
20261020 $1.62 $1.62 33.6% 53%
20261019 $1.48 $1.48 31.2% 42%
20261016 $2.05 $1.60 — —
20261015 $1.88 $1.05 32.6% 48%
20261014 $1.50 $0.95 31.7% 44%
20261013 $1.77 $1.18 36.9% 68%
20261012 $1.72 $1.45 30.9% 41%
20261009 $1.68 $1.00 32.9% 50%
20261008 $1.77 $1.23 32.4% 48%
20261007 $1.70 $1.18 41.4% 89%
20261006 $1.88 $1.35 32.8% 50%
20261005 $1.80 $1.70 34.3% 56%
20261002 $1.38 $1.38 31.9% 45%
20261001 $1.85 $1.85 35.8% 63%
20260930 $1.70 $1.70 40.1% 83%
20260929 $0.88 $0.88 32.6% 48%
20260928 $1.15 $1.15 31.8% 45%
20260925 $1.00 $1.00 36.7% 67%
20260924 $1.32 $1.32 32.5% 48%
20260923 $1.32 $1.32 32.8% 49%
20260922 $1.02 $1.02 29.8% 36%
20260921 $1.35 $1.35 32.8% 49%
20260918 $1.02 $0.20 24.0% 10%
20260917 $1.23 $0.30 28.9% 32%
20260916 $1.73 $0.40 38.0% 73%
20260915 $1.20 $0.72 26.1% 19%
20260914 $1.62 $0.72 33.2% 51%
20260911 $1.48 $0.65 29.0% 32%
20260910 $1.55 $0.95 30.0% 37%
20260909 $1.60 $0.88 29.2% 33%
20260908 $1.38 $0.82 27.4% 25%
20260904 $1.45 $0.93 28.4% 27%
20260903 $1.42 $0.88 26.1% 17%
20260902 $0.78 $0.78 23.4% 6%
20260901 $1.05 $1.05 25.2% 13%
20260831 $0.95 $0.95 26.5% 19%
20260828 $1.10 $1.10 26.3% 18%
20260827 $1.08 $1.08 24.9% 11%
20260826 $0.98 $0.98 21.9% 0%
20260825 $1.00 $1.00 — —
20260824 $1.07 $1.07 23.9% 7%
20260821 $1.25 $0.40 25.8% 14%
20260820 $1.15 $0.77 25.1% 11%
20260819 $1.30 $0.25 25.3% 12%
20260818 $1.23 $1.42 23.5% 5%
20260817 $1.30 $0.53 24.4% 9%
20260814 $1.30 $0.62 23.3% 5%
20260813 $1.23 $0.70 22.0% 0%
20260812 $1.30 $0.78 23.3% 0%
20260811 $1.90 $1.38 26.1% 5%
20260810 $2.10 $1.43 31.7% 28%
20260807 — — 38.5% 57%
20260806 $2.20 $1.73 34.4% 40%
20260805 $1.43 $1.43 36.3% 48%
20260804 $1.40 $1.40 33.2% 35%
20260803 $2.33 $2.33 39.2% 59%
20260731 $1.77 $1.77 33.3% 35%
20260730 $2.30 $2.30 39.5% 61%

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.