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
$4.42
7-Day Straddle
$1.90
Avg IV
0.3%
IV Rank
18%
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 |
|---|---|---|---|---|
| 20260904 | $4.42 | $1.90 | 0.3% | 18% |
| 20260903 | $4.70 | $1.98 | 0.4% | 23% |
| 20260902 | $5.55 | $2.30 | 0.4% | 24% |
| 20260901 | $5.12 | $2.98 | 0.3% | 9% |
| 20260831 | $4.80 | $1.75 | 0.3% | 14% |
| 20260828 | $3.95 | $2.10 | 0.3% | 11% |
| 20260827 | $4.43 | $2.55 | 0.3% | 12% |
| 20260826 | $4.90 | $2.70 | 0.3% | 0% |
| 20260825 | $4.83 | $3.10 | 0.3% | 17% |
| 20260824 | $4.50 | $1.85 | 0.3% | 10% |
| 20260821 | $4.60 | $2.17 | 0.6% | 100% |
| 20260820 | $4.88 | $2.85 | 0.6% | 100% |
| 20260819 | $4.75 | $2.62 | 0.6% | 100% |
| 20260818 | $4.72 | $2.88 | 0.6% | 100% |
| 20260817 | $4.85 | $1.93 | 0.5% | 72% |
| 20260814 | $4.38 | $2.22 | 0.3% | 15% |
| 20260813 | $4.47 | $2.50 | 0.3% | 18% |
| 20260812 | $4.53 | $2.73 | 0.3% | 16% |
| 20260811 | $5.07 | $3.20 | 0.3% | 19% |
| 20260810 | $4.28 | $2.58 | 0.3% | 0% |
| 20260806 | $4.60 | $3.02 | 0.4% | 18% |
| 20260805 | $4.38 | $3.40 | 0.3% | 6% |
| 20260804 | $5.20 | $3.30 | 0.4% | 16% |
| 20260803 | $5.32 | $2.10 | 0.4% | 18% |
| 20260731 | $5.18 | $3.05 | 0.4% | 55% |
| 20260730 | $5.20 | $3.00 | 0.4% | 36% |
| 20260729 | $5.43 | $3.48 | 0.4% | 30% |
| 20260728 | $5.03 | $3.45 | 0.4% | 19% |
| 20260727 | $5.65 | $2.92 | 0.4% | 13% |
| 20260724 | $5.35 | $3.15 | 0.4% | 16% |
| 20260723 | $5.53 | $3.22 | 0.4% | 21% |
| 20260722 | $5.47 | $3.33 | 0.3% | 8% |
| 20260721 | $5.45 | $3.50 | 0.3% | 5% |
| 20260720 | $5.45 | $1.98 | 0.4% | 14% |
| 20260716 | $5.25 | $2.30 | 0.4% | 35% |
| 20260715 | $5.38 | $2.45 | 0.4% | 24% |
| 20260714 | $5.40 | $2.85 | 0.4% | 22% |
| 20260713 | $5.45 | $2.23 | 0.4% | 18% |
| 20260710 | $4.60 | $2.00 | 0.3% | 8% |
| 20260709 | $4.80 | $2.33 | 0.4% | 17% |
| 20260708 | $4.82 | $2.65 | 0.4% | 13% |
| 20260707 | $4.92 | $2.90 | 0.4% | 11% |
| 20260706 | $4.92 | $1.77 | 0.3% | 1% |
| 20260702 | $4.38 | $1.95 | 0.4% | 16% |
| 20260701 | $4.42 | $2.22 | 0.4% | 17% |
| 20260630 | $4.75 | $2.45 | 0.4% | 12% |
| 20260629 | $4.53 | $1.65 | 0.4% | 13% |
| 20260626 | $3.95 | $1.77 | 0.4% | 19% |
| 20260625 | $4.12 | $2.00 | 0.4% | 14% |
| 20260624 | $4.22 | $2.23 | 0.4% | 15% |
| 20260623 | $4.58 | $2.50 | 0.3% | 8% |
| 20260622 | $4.70 | $1.95 | 0.4% | 12% |
| 20260618 | $4.42 | $2.20 | 0.4% | 22% |
| 20260617 | $4.35 | $2.48 | 0.4% | 23% |
| 20260616 | $4.55 | $2.70 | 0.4% | 25% |
| 20260615 | $4.83 | $1.85 | 0.4% | 26% |
| 20260613 | $3.90 | $2.30 | 0.4% | 25% |
| 20260612 | $4.35 | $2.30 | 0.3% | 14% |
| 20260611 | $5.28 | $2.88 | 0.4% | 25% |
| 20260610 | $4.88 | $2.85 | 0.4% | 17% |