SN · Expected Move
SharkNinja, Inc.
The expected move for SN 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).
SN straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current SN Expected Move
30-Day Straddle
$14.90
7-Day Straddle
$14.90
Avg IV
59.6%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to SN'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.
SN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $14.90 | $14.90 | 59.6% | 25% |
| 20260928 | $14.85 | $14.85 | 57.9% | 22% |
| 20260925 | $14.50 | $14.50 | 52.6% | 14% |
| 20260924 | $15.15 | $15.15 | 52.6% | 14% |
| 20260923 | $14.35 | $14.35 | 52.4% | 14% |
| 20260922 | $15.15 | $15.15 | 53.4% | 16% |
| 20260921 | $16.30 | $16.30 | 56.5% | 20% |
| 20260918 | $15.95 | $1.95 | 48.2% | 8% |
| 20260917 | $16.10 | $4.65 | 53.6% | 16% |
| 20260916 | $18.70 | $6.55 | 54.4% | 17% |
| 20260915 | $16.85 | $6.30 | 49.7% | 10% |
| 20260914 | $17.80 | $8.25 | 50.1% | 11% |
| 20260911 | $17.30 | $8.70 | 48.0% | 7% |
| 20260910 | $17.15 | $8.60 | 51.2% | 12% |
| 20260909 | $18.05 | $9.10 | 48.6% | 8% |
| 20260908 | $18.65 | $10.40 | 47.2% | 6% |
| 20260904 | $18.15 | $9.95 | 44.3% | 2% |
| 20260903 | $18.05 | $10.65 | 43.0% | 0% |
| 20260902 | $11.05 | $11.05 | 74.7% | 43% |
| 20260901 | $12.00 | $12.00 | 77.2% | 47% |
| 20260831 | $12.85 | $12.85 | 109.8% | 100% |
| 20260828 | $12.95 | $12.95 | 90.2% | 75% |
| 20260827 | $14.15 | $14.15 | 92.2% | 78% |
| 20260826 | $15.05 | $15.05 | 88.1% | 71% |
| 20260825 | $13.50 | $13.50 | 60.9% | 22% |
| 20260824 | $14.20 | $14.20 | 93.3% | 80% |
| 20260821 | $14.60 | $1.32 | 90.6% | 75% |
| 20260820 | $15.20 | $3.50 | 66.7% | 33% |
| 20260819 | $15.70 | $4.45 | 78.3% | 53% |
| 20260818 | $16.45 | $5.35 | 67.7% | 34% |
| 20260817 | $16.50 | $6.78 | 83.4% | 63% |
| 20260814 | $17.25 | $7.03 | 72.4% | 43% |
| 20260813 | $17.65 | $7.65 | 78.5% | 54% |
| 20260812 | $18.10 | $8.50 | 77.2% | 51% |
| 20260811 | $18.80 | $9.80 | 81.7% | 60% |
| 20260810 | $19.85 | $10.30 | 68.9% | 37% |
| 20260806 | $22.10 | $13.20 | 61.8% | 24% |
| 20260805 | $14.30 | $14.30 | 92.0% | 78% |
| 20260804 | $21.00 | $21.00 | 93.9% | 81% |
| 20260803 | $19.10 | $19.10 | 90.1% | 75% |
| 20260731 | $19.35 | $19.35 | 86.7% | 69% |
| 20260730 | $20.90 | $20.90 | 70.8% | 40% |
| 20260729 | $20.25 | $20.25 | 70.9% | 40% |
| 20260728 | $20.75 | $20.75 | 72.1% | 42% |
| 20260727 | $20.15 | $20.15 | 70.4% | 39% |
| 20260724 | $19.40 | $19.40 | 74.2% | 46% |
| 20260723 | $19.90 | $19.90 | 75.0% | 47% |
| 20260722 | $20.60 | $20.60 | 77.0% | 51% |
| 20260721 | $20.20 | $20.20 | 71.8% | 42% |
| 20260720 | $21.25 | $21.25 | 70.4% | 39% |
| 20260716 | $21.20 | $5.00 | 67.1% | 33% |
| 20260715 | $20.25 | $4.03 | 71.5% | 41% |
| 20260714 | $21.05 | $5.32 | 70.0% | 38% |
| 20260713 | $21.60 | $6.20 | 66.9% | 33% |
| 20260710 | $22.45 | $6.62 | 62.9% | 26% |
| 20260709 | $21.80 | $7.60 | 66.6% | 32% |
| 20260708 | $21.85 | $8.30 | 65.6% | 31% |
| 20260707 | $22.95 | $8.70 | 66.5% | 32% |
| 20260706 | $22.50 | $9.05 | 63.6% | 26% |
More on SN
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.