SHAK · Expected Move
Shake Shack Inc.
The expected move for SHAK 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).
SHAK 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 SHAK Expected Move
30-Day Straddle
$7.80
7-Day Straddle
$4.33
30-Day ATM IV
49.1%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to SHAK'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.
SHAK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $7.80 | $4.33 | 49.1% | 28% |
| 20261105 | $8.80 | $5.28 | 54.9% | 44% |
| 20261104 | $12.40 | $9.80 | 74.1% | 100% |
| 20261103 | $11.10 | $9.45 | 69.5% | 89% |
| 20261102 | $11.65 | $8.90 | 67.1% | 82% |
| 20261030 | $11.60 | $8.35 | 68.7% | 87% |
| 20261029 | $10.55 | $8.75 | 66.4% | 80% |
| 20261028 | $10.90 | $8.35 | 70.5% | 92% |
| 20261027 | $9.85 | $8.45 | 66.9% | 82% |
| 20261026 | $9.35 | $3.05 | 65.1% | 76% |
| 20261023 | $9.60 | $3.72 | 65.7% | 78% |
| 20261022 | $10.25 | $4.28 | 66.9% | 82% |
| 20261021 | $10.45 | $4.10 | 67.1% | 82% |
| 20261020 | $11.25 | $4.35 | 68.5% | 87% |
| 20261019 | $10.95 | $2.95 | 66.5% | 80% |
| 20261016 | $10.25 | $3.60 | 66.7% | 81% |
| 20261015 | $10.80 | $4.00 | 68.0% | 85% |
| 20261014 | $10.85 | $4.08 | 69.4% | 89% |
| 20261013 | $10.40 | $4.28 | 64.5% | 75% |
| 20261012 | $10.95 | $2.95 | 67.3% | 83% |
| 20261009 | $9.90 | $3.20 | 66.1% | 79% |
| 20261008 | $10.85 | $3.77 | 70.1% | 91% |
| 20261007 | $9.65 | $3.62 | 65.2% | 77% |
| 20261006 | $10.40 | $4.40 | 67.0% | 82% |
| 20261005 | $9.90 | $2.33 | 62.8% | 69% |
| 20261002 | $6.75 | $2.78 | 55.9% | 49% |
| 20261001 | $6.85 | $3.53 | 53.4% | 42% |
| 20260930 | $6.42 | $3.42 | 49.2% | 29% |
| 20260929 | $7.47 | $3.75 | 54.8% | 46% |
| 20260928 | $7.38 | $2.70 | 52.1% | 38% |
| 20260925 | $5.75 | $2.58 | 48.6% | 27% |
| 20260924 | $6.75 | $3.12 | 50.9% | 34% |
| 20260923 | $6.15 | $2.78 | 45.0% | 16% |
| 20260922 | $6.62 | $3.52 | 48.6% | 27% |
| 20260921 | $6.60 | $2.28 | 48.5% | 27% |
| 20260918 | $5.58 | $2.52 | 47.8% | 25% |
| 20260917 | $5.97 | $3.10 | 47.0% | 23% |
| 20260916 | $6.45 | $3.38 | 48.0% | 25% |
| 20260915 | $6.75 | $4.03 | 49.3% | 29% |
| 20260914 | $7.08 | $3.75 | 48.0% | 26% |
| 20260911 | $6.95 | $3.23 | 49.3% | 29% |
| 20260910 | $6.90 | $3.77 | 48.2% | 26% |
| 20260909 | $6.32 | $4.28 | 44.1% | 14% |
| 20260908 | $7.97 | $3.83 | 47.7% | 24% |
| 20260904 | $6.82 | $3.28 | 43.7% | 13% |
| 20260903 | $6.08 | $3.20 | 40.7% | 4% |
| 20260902 | $6.47 | $2.90 | 42.2% | 8% |
| 20260901 | $6.42 | $3.45 | 41.4% | 6% |
| 20260831 | $6.68 | $2.53 | 41.8% | 7% |
| 20260828 | $6.53 | $2.98 | 42.2% | 8% |
| 20260827 | $6.97 | $3.40 | 43.1% | 11% |
| 20260826 | $7.20 | $3.23 | 43.3% | 11% |
| 20260825 | $6.90 | $3.98 | 40.3% | 3% |
| 20260824 | $6.97 | $2.98 | 39.6% | 0% |
| 20260821 | $6.75 | $2.92 | 39.5% | 0% |
| 20260820 | $7.03 | $3.62 | 41.6% | 3% |
| 20260819 | $7.12 | $4.20 | 41.6% | 3% |
| 20260818 | $6.85 | $4.00 | 41.4% | 2% |
| 20260817 | $7.08 | $2.67 | 40.8% | 0% |
| 20260814 | $7.30 | $3.40 | 42.8% | 4% |
More on SHAK
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.