SJM (The J.M. Smucker Company)

Expected Move & Straddle Price History

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).

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 SJM Expected Move
30-Day Straddle
$7.53
7-Day Straddle
$3.08
Avg IV
0.6%
IV Rank
32%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260915 $7.53 $3.08 0.6% 32%
20260914 $7.55 $3.45 0.7% 47%
20260911 $7.42 $3.28 0.5% 19%
20260910 $8.03 $3.92 0.7% 39%
20260909 $8.00 $4.28 0.6% 23%
20260908 $8.45 $4.30 0.6% 34%
20260904 $8.75 $5.20 0.6% 37%
20260903 $8.95 $4.88 0.6% 25%
20260902 $5.30 $5.30 1.0% 95%
20260901 $5.65 $5.65 0.9% 77%
20260831 $5.75 $5.75 1.0% 100%
20260828 $6.75 $6.75 0.7% 68%
20260827 $6.90 $6.90 0.9% 100%
20260826 $6.42 $6.42 0.8% 93%
20260825 $9.05 $9.05 0.7% 71%
20260824 $8.85 $8.85 0.7% 64%
20260821 $9.10 $1.50 0.6% 35%
20260820 $9.35 $1.88 0.8% 79%
20260819 $9.95 $3.27 0.7% 62%
20260818 $9.75 $2.95 0.7% 72%
20260817 $9.60 $2.88 0.7% 55%
20260814 $9.70 $3.57 0.5% 26%
20260813 $10.00 $3.77 0.6% 36%
20260812 $10.15 $4.20 0.6% 42%
20260811 $9.90 $4.60 0.6% 43%
20260810 $10.35 $5.10 0.6% 34%
20260806 $11.05 $6.32 0.6% 39%
20260805 $5.75 $5.75 0.6% 42%
20260804 $6.40 $6.40 0.6% 38%
20260803 $6.62 $6.62 0.7% 56%
20260731 $6.45 $6.45 0.6% 51%
20260730 $6.75 $6.75 0.6% 41%
20260729 $7.10 $7.10 0.6% 42%
20260728 $7.18 $7.18 0.6% 34%
20260727 $7.25 $7.25 0.6% 34%
20260724 $7.12 $7.12 0.5% 26%
20260723 $7.15 $7.15 0.4% 6%
20260722 $7.85 $7.85 0.4% 4%
20260721 $7.65 $7.65 0.5% 18%
20260720 $7.85 $7.85 0.5% 19%
20260716 $8.43 $3.65 0.5% 16%
20260715 $7.85 $2.48 0.5% 12%
20260714 $7.78 $2.55 0.5% 8%
20260713 $8.00 $3.30 0.5% 15%
20260710 $8.30 $3.50 0.5% 10%
20260709 $8.30 $3.65 0.5% 8%
20260708 $8.85 $4.88 0.5% 8%
20260707 $9.00 $4.42 0.5% 6%
20260706 $9.00 $4.83 0.4% 3%
20260702 $5.00 $5.00 0.8% 89%
20260701 $5.05 $5.05 0.8% 93%
20260630 $5.70 $5.70 0.8% 100%
20260629 $5.65 $5.65 0.8% 96%
20260626 $5.93 $5.93 0.7% 79%
20260625 $6.28 $6.28 0.7% 62%
20260624 $6.40 $6.40 0.7% 64%
20260623 $5.97 $5.97 0.6% 38%
20260622 $6.40 $6.40 0.7% 65%
20260618 $5.90 $0.93 0.6% 48%
20260617 $6.17 $2.92 0.6% 46%