SMH · Expected Move
VanEck Semiconductor ETF · ETF
The expected move for SMH 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).
SMH 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 SMH Expected Move
30-Day Straddle
$47.35
7-Day Straddle
$22.67
30-Day ATM IV
37.3%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to SMH'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.
SMH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $47.35 | $22.67 | 37.3% | 22% |
| 20261020 | $47.45 | $21.07 | 37.7% | 24% |
| 20261019 | $48.10 | $22.85 | 37.1% | 22% |
| 20261016 | $46.08 | $23.98 | 38.3% | 26% |
| 20261015 | $46.17 | $24.77 | 36.6% | 20% |
| 20261014 | $48.02 | $19.42 | 36.6% | 20% |
| 20261013 | $45.72 | $20.07 | 33.5% | 9% |
| 20261012 | $45.98 | $19.60 | 32.8% | 6% |
| 20261009 | $43.45 | $20.80 | 32.4% | 5% |
| 20261008 | $45.70 | $21.33 | 33.7% | 10% |
| 20261007 | $45.85 | $19.27 | 32.1% | 4% |
| 20261006 | $45.78 | $17.05 | 31.1% | 0% |
| 20261005 | $48.25 | $17.25 | 32.2% | 4% |
| 20261002 | $46.83 | $16.52 | 33.9% | 10% |
| 20261001 | $49.40 | $19.25 | 35.6% | 16% |
| 20260930 | $48.58 | $20.88 | 34.9% | 14% |
| 20260929 | $48.22 | $19.23 | 34.1% | 11% |
| 20260928 | $49.50 | $19.95 | 34.6% | 13% |
| 20260925 | $43.85 | $20.12 | 33.2% | 8% |
| 20260924 | $44.78 | $21.42 | 33.5% | 9% |
| 20260923 | $47.05 | $20.23 | 34.1% | 11% |
| 20260922 | $48.05 | $19.60 | 33.6% | 9% |
| 20260921 | $47.88 | $19.02 | 34.0% | 11% |
| 20260918 | $38.88 | $16.15 | 31.0% | 0% |
| 20260917 | $40.75 | $17.07 | 32.4% | 4% |
| 20260916 | $42.17 | $19.43 | 33.9% | 10% |
| 20260915 | $41.02 | $18.07 | 32.3% | 4% |
| 20260914 | $42.12 | $18.58 | 32.9% | 6% |
| 20260911 | $39.92 | $18.27 | 31.8% | 2% |
| 20260910 | $44.08 | $21.12 | 35.0% | 14% |
| 20260909 | $46.05 | $20.27 | 35.1% | 14% |
| 20260908 | $47.88 | $20.15 | 36.1% | 18% |
| 20260904 | $41.62 | $17.75 | 33.3% | 8% |
| 20260903 | $38.55 | $15.32 | 31.2% | 0% |
| 20260902 | $40.17 | $17.12 | 31.9% | 3% |
| 20260901 | $41.97 | $17.57 | 33.1% | 7% |
| 20260831 | $41.15 | $16.77 | 31.1% | 0% |
| 20260828 | $39.88 | $18.08 | 32.9% | 0% |
| 20260827 | $43.30 | $20.30 | 34.0% | 0% |
| 20260826 | $45.70 | $22.88 | 36.1% | 1% |
| 20260825 | $46.38 | $22.52 | 35.9% | 0% |
| 20260824 | $47.08 | $22.77 | 36.9% | 5% |
| 20260821 | $44.70 | $22.25 | 36.4% | 2% |
| 20260820 | $47.47 | $23.00 | 37.5% | 7% |
| 20260819 | $47.58 | $21.38 | 37.1% | 6% |
| 20260818 | $50.83 | $22.55 | 38.4% | 11% |
| 20260817 | $52.00 | $21.57 | 37.1% | 5% |
| 20260814 | $46.38 | $20.32 | 35.8% | 0% |
| 20260813 | $50.52 | $19.62 | 38.2% | 4% |
| 20260812 | $52.05 | $22.75 | 38.9% | 7% |
| 20260811 | $53.15 | $21.60 | 40.1% | 12% |
| 20260810 | $57.75 | $23.98 | 42.9% | 25% |
| 20260807 | — | — | 44.8% | 34% |
| 20260806 | $64.03 | $26.92 | 49.6% | 56% |
| 20260805 | $64.62 | $29.93 | 49.8% | 57% |
| 20260804 | $71.97 | $30.95 | 54.1% | 77% |
| 20260803 | $67.95 | $30.62 | 53.1% | 72% |
| 20260731 | $61.65 | $32.02 | 51.9% | 67% |
| 20260730 | $62.22 | $29.27 | 51.8% | 66% |
| 20260729 | $68.10 | $35.35 | 59.1% | 100% |
More on SMH
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.