SHEL · Expected Move
Shell plc American Depositary Shares (Each represents two Ordinary shares)
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).
SHEL 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 SHEL Expected Move
30-Day Straddle
$6.55
7-Day Straddle
$4.05
30-Day ATM IV
26.6%
IV Rank
81%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $6.55 | $4.05 | 26.6% | 81% |
| 20261022 | $6.38 | $3.90 | 26.6% | 81% |
| 20261021 | $6.30 | $4.05 | 26.2% | 75% |
| 20261020 | $6.38 | $4.00 | 26.1% | 73% |
| 20261019 | $6.45 | $2.35 | 26.5% | 80% |
| 20261016 | $7.07 | $2.12 | 28.0% | 100% |
| 20261015 | $5.82 | $2.88 | 25.2% | 63% |
| 20261014 | $6.53 | $3.33 | 27.6% | 95% |
| 20261013 | $6.30 | $2.80 | 26.3% | 78% |
| 20261012 | $6.70 | $2.12 | 26.9% | 83% |
| 20261009 | $5.43 | $2.45 | 25.2% | 61% |
| 20261008 | $5.50 | $2.67 | 25.0% | 58% |
| 20261007 | $5.65 | $2.70 | 25.7% | 68% |
| 20261006 | $5.82 | $3.10 | 25.6% | 66% |
| 20261005 | $5.92 | $1.93 | 26.6% | 78% |
| 20261002 | $5.05 | $2.50 | 24.5% | 51% |
| 20261001 | $5.70 | $2.73 | 26.2% | 73% |
| 20260930 | $5.92 | $3.45 | 27.3% | 89% |
| 20260929 | $5.90 | $3.20 | 26.4% | 76% |
| 20260928 | $6.45 | $2.40 | 27.5% | 91% |
| 20260925 | $4.97 | $2.55 | 24.8% | 56% |
| 20260924 | $5.08 | $2.58 | 24.0% | 45% |
| 20260923 | $5.62 | $2.97 | 26.0% | 71% |
| 20260922 | $5.28 | $3.25 | 24.2% | 47% |
| 20260921 | $5.42 | $2.08 | 25.0% | 57% |
| 20260918 | $4.90 | $2.40 | 23.9% | 43% |
| 20260917 | $5.15 | $2.83 | 23.5% | 38% |
| 20260916 | $5.42 | $3.40 | 24.5% | 51% |
| 20260915 | $5.80 | $3.10 | 25.0% | 58% |
| 20260914 | $5.45 | $2.15 | 24.4% | 46% |
| 20260911 | $4.47 | $2.38 | 21.4% | 9% |
| 20260910 | $5.22 | $2.70 | 24.3% | 40% |
| 20260909 | $5.40 | $2.88 | 23.3% | 30% |
| 20260908 | $4.80 | $2.97 | 22.3% | 17% |
| 20260904 | $4.42 | $1.90 | 22.0% | 13% |
| 20260903 | $4.70 | $1.98 | 22.5% | 19% |
| 20260902 | $5.55 | $2.30 | 25.8% | 51% |
| 20260901 | $5.12 | $2.98 | 23.1% | 21% |
| 20260831 | $4.80 | $1.75 | 22.1% | 12% |
| 20260828 | $3.95 | $2.10 | 20.9% | 2% |
| 20260827 | $4.43 | $2.55 | 21.4% | 7% |
| 20260826 | $4.90 | $2.70 | 23.5% | 24% |
| 20260825 | $4.83 | $3.10 | 22.4% | 15% |
| 20260824 | $4.50 | $1.85 | 20.6% | 0% |
| 20260821 | $4.60 | $2.17 | 21.9% | 7% |
| 20260820 | $4.88 | $2.85 | 22.3% | 11% |
| 20260819 | $4.75 | $2.62 | 22.3% | 11% |
| 20260818 | $4.72 | $2.88 | 22.1% | 8% |
| 20260817 | $4.85 | $1.93 | 22.2% | 9% |
| 20260814 | $4.38 | $2.22 | 22.2% | 10% |
| 20260813 | $4.47 | $2.50 | 22.0% | 7% |
| 20260812 | $4.53 | $2.73 | 22.0% | 8% |
| 20260811 | $5.07 | $3.20 | 24.8% | 33% |
| 20260810 | $4.28 | $2.58 | 21.1% | 0% |
| 20260807 | — | — | 23.4% | 14% |
| 20260806 | $4.60 | $3.02 | 23.4% | 14% |
| 20260805 | $4.38 | $3.40 | 21.8% | 0% |
| 20260804 | $5.20 | $3.30 | 24.8% | 17% |
| 20260803 | $5.32 | $2.10 | 25.0% | 19% |
| 20260731 | $5.18 | $3.05 | 25.7% | 27% |
More on SHEL
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.