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
$8.00
7-Day Straddle
$2.25
Avg IV
0.6%
IV Rank
18%
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
20260617 $8.00 $2.25 0.6% 18%
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%
20260506 $8.40 $4.22 0.8% 36%
20260505 $8.30 $4.05 0.8% 35%
20260504 $8.45 $4.33 0.8% 34%
20260502 $4.85 $4.85 0.9% 44%
20260501 $4.65 $4.65 0.8% 38%
20260430 $4.95 $4.95 0.9% 42%
20260429 $7.85 $7.85 0.9% 45%
20260428 $8.35 $8.35 0.9% 42%
20260427 $9.15 $9.15 0.9% 43%
20260424 $9.80 $9.80 0.8% 37%
20260423 $9.75 $9.75 0.8% 33%
20260422 $9.65 $9.65 0.8% 34%
20260421 $10.05 $10.05 0.7% 29%
20260420 $9.95 $9.95 0.8% 37%
20260417 $10.40 $0.62 0.7% 28%
20260416 $10.35 $2.32 0.7% 28%
20260415 $11.05 $2.48 0.8% 30%
20260414 $10.90 $2.67 0.7% 26%
20260413 $11.45 $3.20 0.7% 25%
20260410 $11.70 $3.95 0.6% 17%
20260409 $11.60 $3.77 0.8% 31%
20260408 $11.65 $4.30 0.7% 20%
20260407 $12.25 $5.05 0.7% 28%
20260406 $12.30 $5.28 0.7% 23%
20260402 $12.25 $5.70 0.7% 20%
20260401 $5.65 $5.65 0.9% 40%
20260331 $6.58 $6.58 0.9% 41%
20260330 $6.95 $6.95 0.8% 33%
20260327 $7.02 $7.02 0.7% 25%