SJM · Expected Move
The J.M. Smucker Company
The expected move for SJM 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).
SJM 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 SJM Expected Move
30-Day Straddle
$6.92
7-Day Straddle
$6.92
30-Day ATM IV
29.7%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to SJM'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.
SJM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $6.92 | $6.92 | 29.7% | 52% |
| 20261029 | $6.68 | $6.68 | 27.7% | 33% |
| 20261028 | $6.65 | $6.65 | 27.6% | 32% |
| 20261027 | $7.10 | $7.10 | 27.6% | 37% |
| 20261026 | $7.00 | $7.00 | 27.0% | 31% |
| 20261023 | $7.70 | $7.70 | 27.5% | 36% |
| 20261022 | $8.65 | $8.65 | 27.9% | 39% |
| 20261021 | $8.10 | $8.10 | 27.0% | 31% |
| 20261020 | $8.20 | $8.20 | 27.2% | 33% |
| 20261019 | $7.65 | $7.65 | 25.2% | 15% |
| 20261016 | $8.35 | $2.23 | 25.2% | 16% |
| 20261015 | $8.35 | $1.70 | 26.2% | 18% |
| 20261014 | $8.35 | $2.48 | 27.0% | 23% |
| 20261013 | $8.15 | $3.00 | 26.0% | 17% |
| 20261012 | $8.10 | $2.92 | 26.1% | 18% |
| 20261009 | $8.55 | $3.35 | 26.4% | 20% |
| 20261008 | $8.80 | $3.60 | 26.7% | 21% |
| 20261007 | $8.35 | $3.30 | 25.4% | 13% |
| 20261006 | $8.10 | $4.20 | 24.7% | 9% |
| 20261005 | $8.35 | $4.10 | 25.2% | 12% |
| 20261002 | $4.72 | $4.72 | 25.9% | 16% |
| 20261001 | $4.78 | $4.78 | 25.8% | 16% |
| 20260930 | $4.97 | $4.97 | 26.1% | 18% |
| 20260929 | $5.12 | $5.12 | 26.2% | 18% |
| 20260928 | $5.47 | $5.47 | 25.7% | 15% |
| 20260925 | $5.60 | $5.60 | 24.7% | 8% |
| 20260924 | $6.38 | $6.38 | 26.1% | 17% |
| 20260923 | $6.30 | $6.30 | 25.3% | 12% |
| 20260922 | $5.92 | $5.92 | 24.6% | 8% |
| 20260921 | $6.45 | $6.45 | 26.1% | 18% |
| 20260918 | $6.90 | $2.12 | 24.3% | 6% |
| 20260917 | $6.95 | $1.80 | 25.2% | 11% |
| 20260916 | $7.28 | $2.70 | 25.7% | 15% |
| 20260915 | $7.53 | $3.08 | 25.8% | 16% |
| 20260914 | $7.55 | $3.45 | 25.3% | 12% |
| 20260911 | $7.42 | $3.28 | 24.8% | 9% |
| 20260910 | $8.03 | $3.92 | 25.8% | 16% |
| 20260909 | $8.00 | $4.28 | 26.1% | 18% |
| 20260908 | $8.45 | $4.30 | 26.4% | 19% |
| 20260904 | $8.75 | $5.20 | 25.3% | 12% |
| 20260903 | $8.95 | $4.88 | 24.6% | 8% |
| 20260902 | $5.30 | $5.30 | 24.4% | 6% |
| 20260901 | $5.65 | $5.65 | 24.8% | 9% |
| 20260831 | $5.75 | $5.75 | 24.4% | 6% |
| 20260828 | $6.75 | $6.75 | 24.4% | 7% |
| 20260827 | $6.90 | $6.90 | 25.1% | 11% |
| 20260826 | $6.42 | $6.42 | 24.1% | 5% |
| 20260825 | $9.05 | $9.05 | 33.8% | 68% |
| 20260824 | $8.85 | $8.85 | 32.4% | 59% |
| 20260821 | $9.10 | $1.50 | 32.7% | 61% |
| 20260820 | $9.35 | $1.88 | 33.3% | 65% |
| 20260819 | $9.95 | $3.27 | 34.4% | 72% |
| 20260818 | $9.75 | $2.95 | 34.9% | 75% |
| 20260817 | $9.60 | $2.88 | 34.3% | 71% |
| 20260814 | $9.70 | $3.57 | 31.7% | 54% |
| 20260813 | $10.00 | $3.77 | 33.0% | 63% |
| 20260812 | $10.15 | $4.20 | 32.8% | 62% |
| 20260811 | $9.90 | $4.60 | 32.0% | 56% |
| 20260810 | $10.35 | $5.10 | 32.1% | 57% |
| 20260807 | — | — | 31.0% | 50% |
More on SJM
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.