SFM · Expected Move
Sprouts Farmers Market, Inc.
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).
SFM 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 SFM Expected Move
30-Day Straddle
$4.57
7-Day Straddle
$4.57
30-Day ATM IV
44.9%
IV Rank
27%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $4.57 | $4.57 | 44.9% | 27% |
| 20261029 | $5.08 | $5.08 | 46.9% | 33% |
| 20261028 | $8.03 | $8.03 | 59.1% | 75% |
| 20261027 | $7.80 | $7.80 | 55.4% | 62% |
| 20261026 | $8.90 | $8.90 | 60.9% | 81% |
| 20261023 | $7.98 | $7.98 | 55.1% | 61% |
| 20261022 | $9.40 | $9.40 | 58.6% | 73% |
| 20261021 | $8.05 | $8.05 | 53.8% | 57% |
| 20261020 | $8.25 | $8.25 | 54.7% | 60% |
| 20261019 | $8.10 | $8.10 | 53.6% | 56% |
| 20261016 | $8.60 | $0.25 | 53.6% | 56% |
| 20261015 | $9.00 | $1.90 | 52.7% | 53% |
| 20261014 | $8.55 | $1.77 | 52.3% | 52% |
| 20261013 | $8.53 | $2.25 | 51.7% | 50% |
| 20261012 | $9.15 | $2.38 | 54.7% | 60% |
| 20261009 | $9.10 | $2.65 | 50.8% | 47% |
| 20261008 | $9.70 | $3.17 | 52.8% | 53% |
| 20261007 | $8.55 | $2.80 | 45.9% | 30% |
| 20261006 | $9.35 | $3.17 | 49.6% | 43% |
| 20261005 | $9.80 | $3.75 | 51.7% | 50% |
| 20261002 | $3.77 | $3.77 | 48.6% | 39% |
| 20261001 | $4.42 | $4.42 | 50.9% | 47% |
| 20260930 | $4.78 | $4.78 | 48.7% | 39% |
| 20260929 | $4.80 | $4.80 | 47.3% | 35% |
| 20260928 | $5.00 | $5.00 | 51.1% | 48% |
| 20260925 | $5.10 | $5.10 | 46.9% | 33% |
| 20260924 | $5.00 | $5.00 | 43.6% | 22% |
| 20260923 | $5.78 | $5.78 | 46.1% | 31% |
| 20260922 | $6.05 | $6.05 | 44.7% | 26% |
| 20260921 | $6.12 | $6.12 | 44.8% | 26% |
| 20260918 | $7.22 | $1.25 | 45.2% | 28% |
| 20260917 | $7.40 | $1.50 | 46.8% | 33% |
| 20260916 | $6.75 | $2.52 | 40.9% | 14% |
| 20260915 | $8.10 | $3.20 | 44.3% | 26% |
| 20260914 | $8.00 | $3.02 | 45.2% | 29% |
| 20260911 | $7.78 | $3.48 | 40.9% | 14% |
| 20260910 | $8.03 | $3.60 | 43.3% | 22% |
| 20260909 | $8.12 | $4.35 | 43.9% | 26% |
| 20260908 | $8.40 | $4.25 | 42.1% | 20% |
| 20260904 | $9.05 | $4.90 | 39.8% | 13% |
| 20260903 | $10.10 | $5.28 | 44.2% | 27% |
| 20260902 | $6.25 | $6.25 | 40.5% | 15% |
| 20260901 | $6.55 | $6.55 | 44.1% | 27% |
| 20260831 | $6.77 | $6.77 | 43.8% | 26% |
| 20260828 | $6.92 | $6.92 | 40.9% | 17% |
| 20260827 | $7.40 | $7.40 | 43.2% | 24% |
| 20260826 | $7.85 | $7.85 | 43.1% | 24% |
| 20260825 | $7.53 | $7.53 | 41.4% | 18% |
| 20260824 | $7.25 | $7.25 | 40.6% | 15% |
| 20260821 | $6.50 | $0.82 | 37.2% | 4% |
| 20260820 | $7.38 | $2.60 | 40.0% | 13% |
| 20260819 | $6.95 | $2.40 | 38.0% | 7% |
| 20260818 | $7.43 | $3.17 | 39.4% | 11% |
| 20260817 | $7.17 | $3.10 | 37.5% | 5% |
| 20260814 | $8.15 | $4.38 | 38.3% | 8% |
| 20260813 | $7.90 | $3.83 | 37.8% | 6% |
| 20260812 | $9.27 | $5.15 | 42.3% | 21% |
| 20260811 | $8.25 | $5.60 | 39.0% | 10% |
| 20260810 | $10.15 | $5.22 | 45.1% | 30% |
| 20260807 | — | — | 41.9% | 20% |
More on SFM
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.