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
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 SN Expected Move
30-Day Straddle
$24.05
7-Day Straddle
$10.68
30-Day ATM IV
42.2%
IV Rank
23%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $24.05 | $10.68 | 42.2% | 23% |
| 20261112 | $24.10 | $11.90 | 44.0% | 29% |
| 20261111 | $24.60 | $13.00 | 42.4% | 24% |
| 20261110 | $25.95 | $14.25 | 44.0% | 30% |
| 20261109 | $27.80 | $15.65 | 46.9% | 40% |
| 20261106 | $29.00 | $17.95 | 47.8% | 43% |
| 20261105 | $29.15 | $19.15 | 50.1% | 51% |
| 20261104 | $19.55 | $19.55 | 48.6% | 46% |
| 20261103 | $25.70 | $25.70 | 62.1% | 95% |
| 20261102 | $26.95 | $26.95 | 61.7% | 94% |
| 20261030 | $28.05 | $28.05 | 63.4% | 100% |
| 20261029 | $26.35 | $26.35 | 59.3% | 90% |
| 20261028 | $25.25 | $25.25 | 59.7% | 92% |
| 20261027 | $25.80 | $25.80 | 60.0% | 93% |
| 20261026 | $26.55 | $26.55 | 60.5% | 95% |
| 20261023 | $27.25 | $27.25 | 61.4% | 98% |
| 20261022 | $27.55 | $27.55 | 61.0% | 97% |
| 20261021 | $26.40 | $26.40 | 57.9% | 85% |
| 20261020 | $27.35 | $27.35 | 59.3% | 90% |
| 20261019 | $26.00 | $26.00 | 57.8% | 85% |
| 20261016 | $26.70 | $2.83 | 57.7% | 84% |
| 20261015 | $28.40 | $5.03 | 58.2% | 86% |
| 20261014 | $26.70 | $5.38 | 56.2% | 78% |
| 20261013 | $27.05 | $6.25 | 55.1% | 74% |
| 20261012 | $27.40 | $7.30 | 55.6% | 76% |
| 20261009 | $26.90 | $8.15 | 53.1% | 66% |
| 20261008 | $27.40 | $8.70 | 53.1% | 66% |
| 20261007 | $27.05 | $9.40 | 51.7% | 61% |
| 20261006 | $27.80 | $9.70 | 52.1% | 62% |
| 20261005 | $27.65 | $10.70 | 51.5% | 60% |
| 20261002 | $11.80 | $11.80 | 49.4% | 52% |
| 20261001 | $12.65 | $12.65 | 50.2% | 55% |
| 20260930 | $13.40 | $13.40 | 51.2% | 59% |
| 20260929 | $14.90 | $14.90 | 50.9% | 58% |
| 20260928 | $14.85 | $14.85 | 50.4% | 56% |
| 20260925 | $14.50 | $14.50 | 46.8% | 42% |
| 20260924 | $15.15 | $15.15 | 47.3% | 44% |
| 20260923 | $14.35 | $14.35 | 46.4% | 40% |
| 20260922 | $15.15 | $15.15 | 45.9% | 38% |
| 20260921 | $16.30 | $16.30 | 47.9% | 46% |
| 20260918 | $15.95 | $1.95 | 43.4% | 29% |
| 20260917 | $16.10 | $4.65 | 43.0% | 27% |
| 20260916 | $18.70 | $6.55 | 47.8% | 46% |
| 20260915 | $16.85 | $6.30 | 42.5% | 26% |
| 20260914 | $17.80 | $8.25 | 44.5% | 33% |
| 20260911 | $17.30 | $8.70 | 43.3% | 29% |
| 20260910 | $17.15 | $8.60 | 41.5% | 22% |
| 20260909 | $18.05 | $9.10 | 42.1% | 24% |
| 20260908 | $18.65 | $10.40 | 41.9% | 23% |
| 20260904 | $18.15 | $9.95 | 37.6% | 7% |
| 20260903 | $18.05 | $10.65 | 37.7% | 7% |
| 20260902 | $11.05 | $11.05 | 38.6% | 10% |
| 20260901 | $12.00 | $12.00 | 39.9% | 16% |
| 20260831 | $12.85 | $12.85 | 37.4% | 6% |
| 20260828 | $12.95 | $12.95 | 35.9% | 0% |
| 20260827 | $14.15 | $14.15 | 37.6% | 6% |
| 20260826 | $15.05 | $15.05 | 39.6% | 13% |
| 20260825 | $13.50 | $13.50 | 36.2% | 0% |
| 20260824 | $14.20 | $14.20 | 37.0% | 2% |
| 20260821 | $14.60 | $1.32 | 36.5% | 0% |
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.