SNA · Expected Move
Snap-on Incorporated
The expected move for SNA 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).
SNA 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 SNA Expected Move
30-Day Straddle
$16.70
7-Day Straddle
$16.70
30-Day ATM IV
21.7%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to SNA'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.
SNA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $16.70 | $16.70 | 21.7% | 30% |
| 20261023 | $17.30 | $17.30 | 21.6% | 28% |
| 20261022 | $17.55 | $17.55 | 22.3% | 34% |
| 20261021 | $22.10 | $22.10 | 26.3% | 67% |
| 20261020 | $24.55 | $24.55 | 28.6% | 85% |
| 20261019 | $24.20 | $24.20 | 27.3% | 74% |
| 20261016 | $23.35 | $4.42 | 25.8% | 62% |
| 20261015 | $24.55 | $4.95 | 26.5% | 68% |
| 20261014 | $24.85 | $6.08 | 26.6% | 69% |
| 20261013 | $23.95 | $7.47 | 25.0% | 56% |
| 20261012 | $24.05 | $6.88 | 25.2% | 58% |
| 20261009 | $24.90 | $7.25 | 25.1% | 57% |
| 20261008 | $24.35 | $8.40 | 24.5% | 52% |
| 20261007 | $24.55 | $9.80 | 24.6% | 53% |
| 20261006 | $24.90 | $9.57 | 23.7% | 45% |
| 20261005 | $25.40 | $10.75 | 24.0% | 48% |
| 20261002 | $11.20 | $11.20 | 23.0% | 39% |
| 20261001 | $11.85 | $11.85 | 23.2% | 41% |
| 20260930 | $15.00 | $15.00 | 23.7% | 46% |
| 20260929 | $17.85 | $17.85 | 25.9% | 63% |
| 20260928 | $18.50 | $18.50 | 26.4% | 67% |
| 20260925 | $18.70 | $18.70 | 25.5% | 60% |
| 20260924 | $19.20 | $19.20 | 25.7% | 61% |
| 20260923 | $19.35 | $19.35 | 25.3% | 58% |
| 20260922 | $20.35 | $20.35 | 25.5% | 60% |
| 20260921 | $20.90 | $20.90 | 26.3% | 66% |
| 20260918 | $20.90 | $2.42 | 25.2% | 58% |
| 20260917 | $22.15 | $5.28 | 26.2% | 65% |
| 20260916 | $22.85 | $6.97 | 25.8% | 62% |
| 20260915 | $23.65 | $9.12 | 25.8% | 62% |
| 20260914 | $21.95 | $7.48 | 24.8% | 54% |
| 20260911 | $22.50 | $8.70 | 23.9% | 47% |
| 20260910 | $23.55 | $10.62 | 24.1% | 49% |
| 20260909 | $24.55 | $9.93 | 25.4% | 59% |
| 20260908 | $24.80 | $10.75 | 25.2% | 58% |
| 20260904 | $24.90 | $11.38 | 22.6% | 36% |
| 20260903 | $26.20 | $11.50 | 22.7% | 37% |
| 20260902 | $11.90 | $11.90 | 23.2% | 41% |
| 20260901 | $13.05 | $13.05 | 22.6% | 37% |
| 20260831 | $12.75 | $12.75 | 22.1% | 31% |
| 20260828 | $13.70 | $13.70 | 21.1% | 23% |
| 20260827 | $14.05 | $14.05 | 20.4% | 18% |
| 20260826 | $14.00 | $14.00 | 20.0% | 14% |
| 20260825 | $15.20 | $15.20 | 19.9% | 14% |
| 20260824 | $16.10 | $16.10 | 19.8% | 13% |
| 20260821 | $16.55 | $3.52 | 18.8% | 6% |
| 20260820 | $16.70 | $5.47 | 19.0% | 7% |
| 20260819 | $17.15 | $6.92 | 18.1% | 0% |
| 20260818 | $17.55 | $7.98 | 18.6% | 2% |
| 20260817 | $17.90 | $7.10 | 18.8% | 4% |
| 20260814 | $18.55 | $8.88 | 18.3% | 0% |
| 20260813 | $19.70 | $10.32 | 19.1% | 0% |
| 20260812 | $19.85 | $10.12 | 19.1% | 0% |
| 20260811 | $20.70 | $11.60 | 19.5% | 0% |
| 20260810 | $21.60 | $12.80 | 20.5% | 6% |
| 20260807 | — | — | 19.8% | 0% |
| 20260806 | $23.05 | $14.95 | 20.4% | 2% |
| 20260805 | $15.10 | $15.10 | 20.8% | 6% |
| 20260804 | $15.90 | $15.90 | 21.3% | 10% |
| 20260803 | $16.95 | $16.95 | 21.8% | 15% |
More on SNA
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.