SMR · Expected Move
NuScale Power Corporation
The expected move for SMR 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).
SMR 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 SMR Expected Move
30-Day Straddle
$1.19
7-Day Straddle
$0.41
30-Day ATM IV
88.2%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to SMR'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.
SMR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $1.19 | $0.41 | 88.2% | 46% |
| 20261016 | $1.05 | $0.53 | 83.5% | 32% |
| 20261015 | $1.21 | $0.58 | 84.8% | 36% |
| 20261014 | $1.20 | $0.65 | 86.2% | 40% |
| 20261013 | $1.25 | $0.60 | 81.1% | 26% |
| 20261012 | $1.31 | $0.45 | 80.6% | 22% |
| 20261009 | $1.25 | $0.55 | 77.1% | 10% |
| 20261008 | $1.32 | $0.65 | 79.5% | 15% |
| 20261007 | $1.38 | $0.64 | 78.8% | 13% |
| 20261006 | $1.54 | $0.78 | 82.4% | 20% |
| 20261005 | $1.42 | $0.49 | 75.6% | 7% |
| 20261002 | $1.21 | $0.60 | 72.1% | 0% |
| 20261001 | $1.31 | $0.65 | 78.1% | 11% |
| 20260930 | $1.33 | $0.72 | 73.4% | 2% |
| 20260929 | $1.34 | $0.80 | 72.6% | 0% |
| 20260928 | $1.38 | $0.54 | 73.1% | 1% |
| 20260925 | $1.42 | $0.65 | 75.3% | 5% |
| 20260924 | $1.45 | $0.74 | 76.4% | 7% |
| 20260923 | $1.56 | $0.78 | 77.1% | 9% |
| 20260922 | $1.61 | $0.95 | 76.4% | 7% |
| 20260921 | $1.67 | $0.69 | 79.3% | 13% |
| 20260918 | $1.35 | $0.71 | 75.2% | 5% |
| 20260917 | $1.56 | $0.84 | 77.4% | 9% |
| 20260916 | $1.46 | $0.86 | 76.5% | 8% |
| 20260915 | $1.47 | $0.84 | 75.1% | 5% |
| 20260914 | $1.59 | $0.62 | 74.6% | 4% |
| 20260911 | $1.42 | $0.69 | 74.8% | 4% |
| 20260910 | $1.84 | $1.00 | 80.8% | 16% |
| 20260909 | $2.08 | $1.17 | 83.1% | 21% |
| 20260908 | $2.27 | $1.43 | 87.6% | 30% |
| 20260904 | $1.53 | $0.74 | 72.7% | 0% |
| 20260903 | $1.58 | $0.80 | 73.5% | 0% |
| 20260902 | $1.65 | $0.85 | 75.8% | 0% |
| 20260901 | $1.68 | $0.86 | 77.0% | 2% |
| 20260831 | $1.69 | $0.67 | 76.3% | 1% |
| 20260828 | $1.58 | $0.80 | 77.3% | 3% |
| 20260827 | $1.76 | $0.96 | 81.3% | 11% |
| 20260826 | $1.83 | $1.02 | 84.0% | 17% |
| 20260825 | $1.94 | $1.18 | 84.5% | 18% |
| 20260824 | $1.71 | $0.68 | 81.3% | 11% |
| 20260821 | $1.64 | $0.78 | 78.5% | 6% |
| 20260820 | $1.57 | $0.83 | 77.3% | 3% |
| 20260819 | $1.67 | $0.94 | 77.4% | 3% |
| 20260818 | $1.59 | $0.85 | 75.9% | 0% |
| 20260817 | $1.69 | $0.66 | 78.2% | 0% |
| 20260814 | $1.64 | $0.80 | 78.2% | 0% |
| 20260813 | $1.82 | $1.00 | 81.8% | 0% |
| 20260812 | $1.88 | $1.00 | 85.4% | 3% |
| 20260811 | $1.92 | $1.11 | 84.4% | 0% |
| 20260810 | $1.88 | $0.71 | 86.5% | 0% |
| 20260807 | — | — | 88.6% | 0% |
| 20260806 | $2.19 | $1.33 | 101.2% | 31% |
| 20260805 | $2.25 | $1.41 | 103.9% | 66% |
| 20260804 | $2.33 | $1.58 | 106.1% | 70% |
| 20260803 | $2.23 | $1.17 | 106.4% | 71% |
| 20260731 | $1.94 | $1.12 | 104.1% | 67% |
| 20260730 | $1.92 | $1.23 | 100.5% | 60% |
| 20260729 | $1.73 | $1.20 | 101.3% | 62% |
| 20260728 | $2.00 | $1.29 | 107.2% | 72% |
| 20260727 | $2.10 | $0.76 | 105.5% | 69% |
More on SMR
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.