SG · Expected Move

Sweetgreen, Inc.

The expected move for SG 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).

SG 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 SG Expected Move
30-Day Straddle
$2.22
7-Day Straddle
$0.80
30-Day ATM IV
96.4%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to SG'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.
SG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261014 $2.22 $0.80 96.4% 58%
20261013 $2.15 $0.90 92.9% 51%
20261012 $2.17 $0.62 93.1% 51%
20261009 $1.98 $0.65 92.0% 49%
20261008 $2.00 $0.80 92.6% 50%
20261007 $1.85 $0.82 89.4% 43%
20261006 $1.90 $0.85 87.6% 40%
20261005 $2.00 $0.50 88.5% 42%
20261002 $1.45 $0.68 79.1% 22%
20261001 $1.48 $0.78 77.9% 19%
20260930 $1.52 $0.82 74.0% 11%
20260929 $1.50 $0.88 74.4% 12%
20260928 $1.48 $0.62 74.9% 13%
20260925 $1.30 $0.62 71.0% 4%
20260924 $1.35 $0.75 70.8% 4%
20260923 $1.30 $0.75 72.9% 8%
20260922 $1.32 $0.75 74.5% 12%
20260921 $1.38 $0.53 78.2% 20%
20260918 $1.23 $0.65 76.4% 16%
20260917 $1.23 $0.62 78.7% 21%
20260916 $1.27 $0.72 79.8% 23%
20260915 $1.25 $0.80 77.3% 18%
20260914 $1.40 $0.60 77.7% 19%
20260911 $1.15 $0.62 74.7% 12%
20260910 $1.15 $0.62 74.8% 12%
20260909 $1.20 $0.75 75.7% 14%
20260908 $1.20 $0.72 74.2% 11%
20260904 $1.12 $0.50 72.7% 8%
20260903 $1.08 $0.53 70.7% 4%
20260902 $1.18 $0.65 73.1% 9%
20260901 $1.10 $0.65 73.4% 10%
20260831 $1.20 $0.38 72.4% 7%
20260828 $1.12 $0.55 73.2% 9%
20260827 $1.08 $0.60 68.9% 0%
20260826 $1.15 $0.65 71.5% 0%
20260825 $1.20 $0.73 74.4% 3%
20260824 $1.23 $0.53 74.8% 4%
20260821 $1.15 $0.55 75.1% 5%
20260820 $1.12 $0.60 72.9% 0%
20260819 $1.15 $0.65 77.4% 9%
20260818 $1.07 $0.62 77.3% 9%
20260817 $1.02 $0.43 73.7% 0%
20260814 $1.08 $0.60 74.8% 3%
20260813 $1.12 $0.62 81.9% 20%
20260812 $1.10 $0.65 81.5% 19%
20260811 $1.07 $0.62 84.8% 26%
20260810 $1.10 $0.45 85.9% 29%
20260807 — — 88.4% 35%
20260806 $1.58 $1.20 115.6% 99%
20260805 $1.55 $1.18 112.4% 91%
20260804 $1.52 $1.20 116.1% 100%
20260803 $1.60 $1.20 115.7% 100%
20260731 $1.57 $1.18 109.9% 95%
20260730 $1.60 $1.25 109.9% 95%
20260729 $1.68 $1.30 111.4% 99%
20260728 $1.65 $1.30 111.1% 98%
20260727 $1.62 $0.57 111.9% 100%
20260724 $1.48 $0.70 110.7% 99%
20260723 $1.50 $0.70 111.3% 100%
20260722 $1.62 $0.80 110.8% 100%

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.