SJW · Expected Move
SJW Group Common Stock
The expected move for SJW 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).
SJW 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 SJW Expected Move
30-Day Straddle
$5.05
7-Day Straddle
$5.00
30-Day ATM IV
47.9%
IV Rank
98%
Implied one-standard-deviation move through the next 30 days. Compare to SJW'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.
SJW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250508 | $5.05 | $5.00 | 47.9% | 98% |
| 20250507 | $5.00 | $5.00 | 36.3% | 52% |
| 20250506 | $5.30 | $5.00 | 41.1% | 71% |
| 20250505 | $5.00 | $5.00 | 40.8% | 70% |
| 20250502 | $5.00 | $5.00 | 39.9% | 66% |
| 20250501 | $5.00 | $5.00 | 34.4% | 45% |
| 20250430 | $5.00 | $5.00 | 35.8% | 50% |
| 20250429 | $5.00 | $5.00 | 39.1% | 63% |
| 20250428 | $5.08 | $5.08 | 41.0% | 71% |
| 20250425 | $5.00 | $5.00 | 42.5% | 76% |
| 20250424 | $5.00 | $5.00 | 41.7% | 74% |
| 20250423 | $5.00 | $5.00 | 42.3% | 76% |
| 20250422 | $5.00 | $5.00 | 40.0% | 67% |
| 20250421 | $5.00 | $5.00 | 41.8% | 74% |
| 20250417 | $5.00 | $5.00 | 42.4% | 76% |
| 20250415 | $5.00 | $5.38 | 39.1% | 63% |
| 20250414 | $5.00 | $3.17 | 29.3% | 24% |
| 20250411 | $5.45 | $5.00 | 36.0% | 51% |
| 20250410 | $5.50 | $5.00 | 40.0% | 67% |
| 20250409 | $5.00 | $5.00 | 38.4% | 60% |
| 20250408 | $4.70 | $5.00 | 40.9% | 70% |
| 20250407 | $5.20 | $3.67 | 39.2% | 64% |
| 20250404 | $7.00 | $6.50 | 37.5% | 57% |
| 20250403 | $5.00 | $5.00 | 38.1% | 59% |
| 20250402 | $5.00 | $5.00 | 34.2% | 44% |
| 20250401 | $5.00 | $5.00 | 35.6% | 50% |
| 20250331 | $5.00 | $5.00 | 37.8% | 58% |
| 20250328 | $5.00 | $5.00 | 34.8% | 46% |
| 20250327 | $4.95 | $4.95 | 23.1% | 0% |
| 20250326 | $5.00 | $5.00 | 24.7% | 0% |
| 20250325 | $5.00 | $5.00 | 29.9% | 12% |
| 20250324 | $3.10 | $3.10 | 36.0% | 41% |
| 20250321 | $2.95 | $5.00 | 39.7% | 59% |
| 20250320 | $5.50 | $2.32 | 29.4% | 10% |
| 20250319 | $3.45 | $4.92 | 35.9% | 41% |
| 20250318 | $5.00 | $5.00 | 37.5% | 45% |
| 20250317 | $5.00 | $5.00 | 38.4% | 49% |
| 20250314 | $5.00 | $5.00 | 39.3% | 53% |
| 20250313 | $5.00 | $5.00 | 38.3% | 48% |
| 20250312 | $5.00 | $5.00 | 39.0% | 52% |
| 20250311 | $5.00 | $5.00 | 42.2% | 66% |
| 20250310 | $5.00 | $5.00 | 40.1% | 57% |
| 20250307 | $5.00 | $5.00 | 41.1% | 61% |
| 20250305 | $5.00 | $5.00 | 41.6% | 63% |
| 20250304 | $5.00 | $5.00 | 41.8% | 64% |
| 20250303 | $5.00 | $5.00 | 40.6% | 63% |
| 20250228 | $3.33 | $3.33 | 29.0% | 19% |
| 20250227 | $3.55 | $3.55 | 43.1% | 73% |
| 20250226 | $3.12 | $3.12 | 29.5% | 21% |
| 20250225 | $5.05 | $5.05 | 39.1% | 58% |
| 20250224 | $2.98 | $2.98 | 27.3% | 12% |
| 20250221 | $6.17 | $5.80 | 48.4% | 94% |
| 20250219 | $5.00 | $5.00 | 35.0% | 42% |
| 20250218 | $5.00 | $3.05 | 42.6% | 71% |
| 20250214 | $4.15 | $5.83 | 38.9% | 57% |
| 20250213 | $5.25 | $3.12 | 38.2% | 54% |
| 20250212 | $5.90 | $4.33 | 38.6% | 56% |
| 20250211 | $4.12 | $3.20 | 37.9% | 53% |
| 20250210 | $3.48 | $1.98 | 28.9% | 18% |
| 20250207 | $3.38 | $2.23 | 31.7% | 29% |
More on SJW
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.