SHEL (Shell plc American Depositary Shares (Each represents two Ordinary shares))
Expected Move & Straddle Price History
The expected move for SHEL 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 SHEL Expected Move
30-Day Straddle
$5.47
7-Day Straddle
$1.98
Avg IV
0.3%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to SHEL'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.
SHEL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260608 | $5.47 | $1.98 | 0.3% | 8% |
| 20260605 | $4.78 | $2.53 | 0.4% | 26% |
| 20260604 | $5.12 | $2.85 | 0.3% | 12% |
| 20260603 | $5.55 | $3.25 | 0.4% | 29% |
| 20260602 | $5.42 | $3.45 | 0.3% | 7% |
| 20260601 | $5.35 | $2.48 | 0.3% | 14% |
| 20260529 | $4.70 | $2.40 | 0.3% | 7% |
| 20260528 | $4.80 | $2.55 | 0.4% | 18% |
| 20260527 | $4.83 | $3.03 | 0.3% | 14% |
| 20260526 | $5.22 | $3.42 | 0.4% | 22% |
| 20260522 | $4.90 | $2.50 | 0.5% | 65% |
| 20260521 | $4.95 | $2.75 | 0.5% | 65% |
| 20260520 | $5.15 | $3.12 | 0.5% | 60% |
| 20260519 | $5.17 | $3.15 | 0.5% | 43% |
| 20260518 | $4.38 | $2.65 | 0.5% | 43% |
| 20260515 | $4.67 | $2.35 | 0.4% | 32% |
| 20260514 | $5.03 | $3.02 | 0.4% | 25% |
| 20260513 | $5.08 | $3.20 | 0.4% | 20% |
| 20260512 | $5.12 | $3.25 | 0.4% | 25% |
| 20260511 | $5.33 | $2.20 | 0.4% | 24% |
| 20260510 | $5.35 | $2.50 | 0.3% | 17% |
| 20260508 | $4.82 | $2.50 | 0.4% | 24% |
| 20260507 | $4.85 | $2.65 | 0.4% | 19% |
| 20260506 | $5.43 | $3.70 | 0.3% | 15% |
| 20260505 | $5.97 | $4.03 | 0.4% | 35% |
| 20260504 | $6.08 | $3.42 | 0.4% | 30% |
| 20260502 | $5.85 | $3.40 | 0.4% | 29% |
| 20260501 | $5.75 | $3.40 | 0.4% | 34% |
| 20260430 | $5.95 | $3.75 | 0.4% | 34% |
| 20260429 | $6.22 | $4.00 | 0.4% | 31% |
| 20260428 | $6.20 | $3.92 | 0.4% | 29% |
| 20260427 | $6.00 | $2.25 | 0.4% | 33% |
| 20260424 | $5.83 | $2.55 | 0.4% | 39% |
| 20260423 | $6.85 | $3.33 | 0.4% | 40% |
| 20260422 | $5.97 | $3.20 | 0.4% | 35% |
| 20260421 | $6.72 | $3.45 | 0.4% | 38% |
| 20260420 | $6.28 | $2.23 | 0.4% | 34% |
| 20260417 | $5.40 | $2.65 | 0.4% | 43% |
| 20260416 | $5.78 | $2.88 | 0.4% | 42% |
| 20260415 | $5.95 | $2.92 | 0.5% | 48% |
| 20260414 | $5.85 | $3.15 | 0.4% | 40% |
| 20260413 | $6.15 | $2.30 | 0.4% | 41% |
| 20260410 | $5.70 | $2.65 | 0.3% | 22% |
| 20260409 | $5.68 | $3.12 | 0.4% | 30% |
| 20260408 | $6.33 | $3.35 | 0.3% | 17% |
| 20260407 | $7.10 | $4.18 | 0.4% | 42% |
| 20260406 | $7.05 | $2.77 | 0.3% | 20% |
| 20260402 | $6.30 | $3.45 | 0.4% | 40% |
| 20260401 | $6.70 | $3.75 | 0.3% | 23% |
| 20260331 | $6.57 | $4.22 | 0.4% | 34% |
| 20260330 | $7.22 | $2.65 | 0.4% | 26% |
| 20260327 | $5.47 | $3.08 | 0.4% | 26% |
| 20260326 | $6.53 | $3.17 | 0.4% | 46% |
| 20260325 | $6.12 | $3.33 | 0.4% | 36% |
| 20260324 | $6.60 | $3.65 | 0.4% | 45% |
| 20260323 | $6.60 | $2.60 | 0.4% | 29% |
| 20260320 | $6.28 | $3.12 | 0.6% | 91% |
| 20260319 | $6.38 | $3.40 | 0.7% | 100% |
| 20260318 | $6.25 | $3.45 | 0.6% | 93% |
| 20260317 | $6.03 | $3.62 | 0.7% | 100% |