SND · Expected Move
Smart Sand, Inc. Common Stock
The expected move for SND 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).
SND 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 SND Expected Move
30-Day Straddle
$1.65
7-Day Straddle
$1.32
30-Day ATM IV
126.2%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to SND'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.
SND Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.65 | $1.32 | 126.2% | 61% |
| 20261106 | $1.92 | $2.05 | 169.5% | 97% |
| 20261105 | $3.45 | $1.48 | — | — |
| 20261104 | $0.67 | $0.67 | 173.0% | 100% |
| 20261103 | $1.70 | $1.70 | 87.9% | 35% |
| 20261102 | $0.82 | $0.82 | 74.5% | 22% |
| 20261030 | $1.48 | $1.48 | 116.9% | 63% |
| 20261029 | $0.65 | $0.65 | 63.0% | 11% |
| 20261028 | $0.65 | $0.65 | 65.5% | 13% |
| 20261027 | $0.82 | $0.82 | 75.2% | 23% |
| 20261026 | $1.38 | $1.38 | 120.5% | 67% |
| 20261023 | $0.88 | $0.88 | 78.1% | 25% |
| 20261022 | $1.15 | $1.15 | 154.6% | 100% |
| 20261021 | $0.95 | $0.95 | 59.0% | 11% |
| 20261020 | $0.82 | $0.82 | 56.3% | 7% |
| 20261019 | $0.80 | $0.80 | 55.6% | 6% |
| 20261016 | $0.65 | $0.30 | 52.0% | 0% |
| 20261015 | $0.57 | $0.57 | 67.5% | 21% |
| 20261014 | $1.25 | $0.33 | 70.9% | 26% |
| 20261013 | $1.05 | $1.80 | 62.1% | 13% |
| 20261012 | $0.82 | $10.32 | 59.3% | 9% |
| 20261009 | $1.15 | $0.85 | 82.8% | 44% |
| 20261008 | $8.20 | $1.35 | — | — |
| 20261007 | $0.90 | $0.62 | 64.5% | 17% |
| 20261006 | $1.20 | $0.78 | 68.2% | 22% |
| 20261005 | $1.05 | $0.82 | 66.9% | 20% |
| 20261002 | $0.93 | $0.93 | 71.7% | 27% |
| 20261001 | $1.60 | $1.60 | 57.6% | 6% |
| 20260930 | $0.43 | $0.43 | 69.4% | 24% |
| 20260929 | $0.72 | $0.72 | 72.1% | 29% |
| 20260928 | $0.77 | $0.77 | 72.2% | 29% |
| 20260925 | $1.18 | $1.18 | 83.8% | 56% |
| 20260924 | $0.97 | $0.97 | 79.6% | 50% |
| 20260923 | $0.78 | $0.78 | 78.5% | 49% |
| 20260922 | $0.78 | $0.78 | 70.7% | 40% |
| 20260921 | $0.97 | $0.97 | 78.2% | 49% |
| 20260918 | $1.10 | $0.50 | 87.8% | 60% |
| 20260917 | $0.80 | $0.72 | 70.4% | 39% |
| 20260916 | $0.97 | $0.70 | 78.1% | 49% |
| 20260915 | $0.75 | $0.82 | 66.3% | 34% |
| 20260914 | $0.72 | $0.50 | 64.6% | 32% |
| 20260911 | $0.85 | $0.75 | 73.8% | 43% |
| 20260910 | $0.85 | $0.75 | 73.7% | 43% |
| 20260909 | $1.12 | $0.75 | 85.2% | 57% |
| 20260908 | $1.00 | $0.72 | 89.2% | 62% |
| 20260904 | $8.12 | $7.85 | — | — |
| 20260903 | $1.15 | $0.78 | 73.6% | 43% |
| 20260902 | $0.77 | $0.77 | 73.1% | 43% |
| 20260901 | $0.82 | $0.82 | 73.0% | 42% |
| 20260831 | $0.82 | $0.82 | 67.6% | 36% |
| 20260828 | $0.77 | $0.77 | 63.0% | 30% |
| 20260827 | $0.80 | $0.80 | 68.7% | 37% |
| 20260826 | $0.77 | $0.77 | 69.2% | 38% |
| 20260825 | $0.53 | $0.53 | 57.8% | 24% |
| 20260824 | $0.77 | $0.77 | 58.7% | 25% |
| 20260821 | $0.70 | $0.97 | 55.9% | 22% |
| 20260820 | $0.57 | $0.45 | 55.1% | 21% |
| 20260819 | $0.57 | $0.40 | 53.3% | 19% |
| 20260818 | $0.62 | $0.22 | 78.1% | 49% |
| 20260817 | $0.72 | $0.70 | 65.7% | 34% |
More on SND
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.