SMBC · Expected Move

Southern Missouri Bancorp

The expected move for SMBC 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).

SMBC 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 SMBC Expected Move
30-Day Straddle
$5.40
7-Day Straddle
$5.40
30-Day ATM IV
30.1%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to SMBC'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.
SMBC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $5.40 $5.40 30.1% 66%
20261022 $5.95 $5.95 31.1% 74%
20261021 $5.10 $5.10 28.0% 48%
20261020 $5.75 $5.75 31.8% 80%
20261019 $5.55 $5.55 33.7% 96%
20261016 $5.25 $4.90 30.1% 66%
20261015 $5.45 $4.90 31.2% 75%
20261014 $5.78 $4.90 32.2% 85%
20261013 $5.35 $4.90 30.1% 69%
20261012 $5.25 $4.90 24.6% 24%
20261009 $5.35 $4.90 28.7% 53%
20261008 $6.10 $4.90 28.7% 53%
20261007 $5.85 $5.05 28.9% 54%
20261006 $6.50 $5.25 29.7% 60%
20261005 $6.75 $4.60 29.5% 58%
20261002 $5.40 $5.40 28.0% 48%
20261001 $4.90 $4.90 28.5% 51%
20260930 $4.90 $4.90 31.8% 74%
20260929 $5.15 $5.15 26.8% 40%
20260928 $5.40 $5.40 29.5% 58%
20260925 $5.95 $5.95 26.9% 40%
20260924 $6.15 $6.15 27.8% 47%
20260923 $5.62 $5.62 31.4% 71%
20260922 $5.95 $5.95 27.8% 46%
20260921 $6.45 $6.45 30.5% 65%
20260918 $5.95 $4.90 25.7% 32%
20260917 $6.70 $5.35 29.9% 61%
20260916 $6.10 $4.95 34.2% 91%
20260915 $5.50 $3.58 31.8% 74%
20260914 $5.45 $4.90 31.4% 71%
20260911 $5.55 $4.75 30.4% 64%
20260910 $6.05 $5.15 32.0% 75%
20260909 $5.90 $5.15 29.1% 55%
20260908 $5.80 $4.90 29.4% 58%
20260904 $5.78 $4.90 28.0% 48%
20260903 $5.85 $4.95 29.9% 61%
20260902 $5.40 $5.40 32.4% 78%
20260901 $5.40 $5.40 31.1% 69%
20260831 $4.90 $4.90 32.8% 81%
20260828 $5.00 $5.00 28.2% 49%
20260827 $5.20 $5.20 29.8% 60%
20260826 $5.20 $5.20 32.2% 77%
20260825 $4.95 $4.95 29.3% 57%
20260824 $5.40 $5.40 33.2% 84%
20260821 $5.15 $1.05 30.6% 66%
20260820 $5.07 $1.20 30.2% 63%
20260819 $5.47 $1.60 26.7% 39%
20260818 $5.85 $1.40 31.2% 70%
20260817 $6.08 $1.98 32.0% 76%
20260814 $6.48 $2.48 33.1% 83%
20260813 $6.85 $2.73 29.0% 54%
20260812 $6.95 $2.98 27.1% 42%
20260811 $6.65 $2.90 30.9% 68%
20260810 $6.40 $2.65 31.2% 70%
20260807 — — 30.4% 64%
20260806 $5.70 $5.60 27.2% 42%
20260805 $4.55 $4.55 29.5% 58%
20260804 $5.00 $5.00 26.8% 39%
20260803 $4.70 $4.70 25.3% 29%
20260731 $4.03 $4.03 27.0% 41%

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.