SFM (Sprouts Farmers Market, Inc.)

Expected Move & Straddle Price History

The expected move for SFM 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).

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.

Current SFM Expected Move
30-Day Straddle
$8.10
7-Day Straddle
$3.20
Avg IV
0.6%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to SFM'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.
SFM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260915 $8.10 $3.20 0.6% 20%
20260914 $8.00 $3.02 0.6% 17%
20260911 $7.78 $3.48 0.6% 17%
20260910 $8.03 $3.60 0.6% 18%
20260909 $8.12 $4.35 0.6% 16%
20260908 $8.40 $4.25 0.6% 13%
20260904 $9.05 $4.90 0.5% 5%
20260903 $10.10 $5.28 0.5% 7%
20260902 $6.25 $6.25 1.2% 83%
20260901 $6.55 $6.55 1.2% 84%
20260831 $6.77 $6.77 1.1% 74%
20260828 $6.92 $6.92 1.0% 60%
20260827 $7.40 $7.40 1.0% 67%
20260826 $7.85 $7.85 0.9% 49%
20260825 $7.53 $7.53 0.8% 40%
20260824 $7.25 $7.25 0.9% 55%
20260821 $6.50 $0.82 1.0% 58%
20260820 $7.38 $2.60 0.8% 44%
20260819 $6.95 $2.40 0.9% 51%
20260818 $7.43 $3.17 0.9% 49%
20260817 $7.17 $3.10 0.8% 39%
20260814 $8.15 $4.38 0.7% 24%
20260813 $7.90 $3.83 0.8% 37%
20260812 $9.27 $5.15 0.7% 31%
20260811 $8.25 $5.60 0.8% 33%
20260810 $10.15 $5.22 0.7% 32%
20260806 $10.35 $6.65 0.8% 38%
20260805 $6.62 $6.62 0.7% 24%
20260804 $6.47 $6.47 0.7% 23%
20260803 $7.25 $7.25 0.8% 34%
20260731 $7.70 $7.70 0.7% 22%
20260730 $8.05 $8.05 0.7% 31%
20260729 $10.65 $10.65 0.8% 37%
20260728 $11.15 $11.15 0.7% 25%
20260727 $10.60 $10.60 0.8% 37%
20260724 $11.20 $11.20 0.7% 28%
20260723 $10.90 $10.90 0.7% 32%
20260722 $10.70 $10.70 0.7% 28%
20260721 $10.90 $10.90 0.7% 30%
20260720 $11.10 $11.10 0.7% 29%
20260716 $11.35 $2.15 0.7% 25%
20260715 $11.00 $2.90 0.7% 22%
20260714 $11.90 $3.10 0.7% 22%
20260713 $12.95 $3.65 0.7% 26%
20260710 $13.15 $4.18 0.7% 27%
20260709 $13.10 $4.47 0.6% 23%
20260708 $13.20 $4.97 0.7% 24%
20260707 $14.55 $5.38 0.6% 19%
20260706 $13.95 $5.92 0.6% 20%
20260702 $7.05 $7.05 0.6% 21%
20260701 $7.58 $7.58 0.8% 37%
20260630 $6.65 $6.65 0.7% 23%
20260629 $6.62 $6.62 0.5% 10%
20260626 $6.78 $6.78 0.6% 19%
20260625 $7.38 $7.38 0.6% 19%
20260624 $8.25 $8.25 0.7% 24%
20260623 $7.75 $7.75 0.7% 23%
20260622 $7.95 $7.95 0.6% 21%
20260618 $8.55 $0.95 0.6% 17%
20260617 $7.25 $2.42 0.6% 19%