SM · Expected Move

SM Energy Company

The expected move for SM 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).

SM straddle price & implied vol

60 sessions

Bars: 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 SM Expected Move
30-Day Straddle
$5.30
7-Day Straddle
$17.97
30-Day ATM IV
53.8%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to SM'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.
SM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $5.30 $17.97 53.8% 53%
20261015 $5.03 $18.38 53.9% 54%
20261014 $5.00 $19.57 51.3% 31%
20261013 $5.38 $18.92 52.8% 45%
20261012 $4.97 $18.22 51.0% 29%
20261009 $5.22 $17.38 51.3% 32%
20261008 $5.40 $16.12 52.5% 42%
20261007 $5.05 $17.17 52.1% 39%
20261006 $5.05 $16.93 51.3% 31%
20261005 $5.12 $16.43 51.6% 34%
20261002 $16.47 $16.47 52.3% 41%
20261001 $16.75 $16.75 53.7% 53%
20260930 $15.43 $15.43 53.3% 50%
20260929 $16.43 $16.43 52.6% 43%
20260928 $17.32 $17.32 51.8% 36%
20260925 $15.68 $15.68 50.6% 25%
20260924 $16.48 $16.48 51.2% 30%
20260923 $15.88 $15.88 50.1% 21%
20260922 $16.35 $16.35 50.0% 20%
20260921 $17.20 $17.20 52.3% 40%
20260918 $16.58 $0.50 49.0% 11%
20260917 $18.12 $1.00 49.5% 15%
20260916 $19.12 $1.73 50.6% 26%
20260915 $18.50 $2.22 51.3% 17%
20260914 $17.68 $2.03 48.2% 2%
20260911 $18.65 $2.17 49.5% 8%
20260910 $19.15 $2.55 50.8% 15%
20260909 $19.08 $2.62 51.2% 17%
20260908 $18.27 $2.97 54.2% 31%
20260904 $18.00 $2.88 47.8% 0%
20260903 $18.68 $2.83 47.7% 0%
20260902 $3.10 $3.10 48.3% 2%
20260901 $3.35 $3.35 50.5% 13%
20260831 $3.27 $3.27 49.3% 7%
20260828 $3.60 $3.60 48.8% 4%
20260827 $3.55 $3.55 49.0% 5%
20260826 $3.45 $3.45 49.3% 7%
20260825 $3.60 $3.60 49.9% 10%
20260824 $3.73 $3.73 48.6% 3%
20260821 $4.03 $0.40 49.0% 6%
20260820 $4.10 $0.93 48.7% 4%
20260819 $4.03 $1.55 48.1% 1%
20260818 $4.07 $1.50 49.5% 8%
20260817 $4.30 $1.65 50.3% 12%
20260814 $4.05 $1.98 47.9% 0%
20260813 $4.00 $1.98 49.5% 2%
20260812 $4.03 $2.00 49.1% 0%
20260811 $4.15 $2.28 50.4% 4%
20260810 $4.50 $2.55 52.4% 15%
20260807 — — 52.1% 14%
20260806 $4.58 $3.05 56.6% 37%
20260805 $3.27 $3.27 58.6% 48%
20260804 $3.38 $3.38 58.0% 45%
20260803 $3.50 $3.50 57.6% 42%
20260731 $3.77 $3.77 58.5% 47%
20260730 $3.83 $3.83 57.5% 42%
20260729 $3.73 $3.73 57.3% 41%
20260728 $3.58 $3.58 57.4% 42%
20260727 $3.77 $3.77 58.8% 49%
20260724 $4.28 $4.28 57.9% 44%

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.