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
$7.70
7-Day Straddle
$7.70
Avg IV
0.7%
IV Rank
22%
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
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%
20260616 $8.45 $3.40 0.6% 17%
20260615 $8.70 $3.25 0.6% 12%
20260613 $9.85 $4.72 0.6% 17%
20260612 $9.95 $4.72 0.5% 5%
20260611 $10.55 $4.83 0.6% 18%
20260610 $11.05 $5.80 0.6% 12%
20260609 $10.30 $5.80 0.6% 17%
20260608 $11.05 $6.00 0.6% 19%
20260605 $10.55 $6.25 0.5% 7%
20260604 $10.70 $5.93 0.6% 20%
20260603 $10.70 $6.22 0.6% 17%
20260602 $6.30 $6.30 1.3% 86%
20260601 $6.75 $6.75 1.3% 80%
20260529 $7.43 $7.43 1.1% 68%
20260528 $7.78 $7.78 1.1% 63%
20260527 $8.35 $8.35 1.0% 53%
20260526 $8.45 $8.45 1.1% 61%
20260522 $8.45 $8.45 1.0% 54%
20260521 $8.50 $8.50 0.9% 45%
20260520 $8.85 $8.85 0.9% 44%
20260519 $9.00 $9.00 0.9% 50%
20260518 $8.50 $8.50 0.9% 48%
20260515 $9.15 $0.78 0.9% 44%
20260514 $10.00 $3.10 0.8% 40%
20260513 $10.70 $3.88 0.9% 43%
20260512 $9.40 $3.52 0.8% 35%
20260511 $8.40 $3.40 0.9% 46%
20260510 $8.70 $3.75 0.7% 25%
20260508 $8.70 $3.75 0.8% 36%
20260507 $8.25 $3.40 0.8% 32%