SND (Smart Sand, Inc. Common Stock)

Expected Move & Straddle Price History

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).

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.

Current SND Expected Move
30-Day Straddle
$1.18
7-Day Straddle
$1.18
Avg IV
1.6%
IV Rank
49%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $1.18 $1.18 1.6% 49%
20260924 $0.97 $0.97 1.6% 49%
20260923 $0.78 $0.78 1.6% 52%
20260922 $0.78 $0.78 1.7% 58%
20260921 $0.97 $0.97 1.4% 40%
20260918 $1.10 $0.50 1.3% 29%
20260917 $0.80 $0.72 1.3% 30%
20260916 $0.97 $0.70 1.4% 41%
20260915 $0.75 $0.82 1.2% 27%
20260914 $0.72 $0.50 1.3% 29%
20260911 $0.85 $0.75 1.4% 34%
20260910 $0.85 $0.75 1.4% 36%
20260909 $1.12 $0.75 1.2% 23%
20260908 $1.00 $0.72 1.2% 26%
20260904 $8.12 $7.85 1.1% 17%
20260903 $1.15 $0.78 1.1% 15%
20260902 $0.77 $0.77 1.2% 22%
20260901 $0.82 $0.82 1.3% 34%
20260831 $0.82 $0.82 1.3% 33%
20260828 $0.77 $0.77 1.3% 31%
20260827 $0.80 $0.80 1.4% 38%
20260826 $0.77 $0.77 1.3% 31%
20260825 $0.53 $0.53 1.0% 12%
20260824 $0.77 $0.77 1.3% 28%
20260821 $0.70 $0.97 1.3% 29%
20260820 $0.57 $0.45 1.1% 15%
20260819 $0.57 $0.40 1.3% 32%
20260818 $0.62 $0.22 1.1% 19%
20260817 $0.72 $0.70 1.1% 16%
20260814 $0.72 $0.53 1.0% 10%
20260813 $0.70 $0.82 1.1% 17%
20260812 $0.65 $0.80 1.1% 17%
20260811 $0.85 $0.70 1.0% 9%
20260810 $0.85 $0.75 1.1% 18%
20260806 $1.12 $1.00 1.0% 10%
20260805 $0.72 $0.72 2.2% 92%
20260804 $0.82 $0.82 2.2% 91%
20260803 $1.12 $1.12 2.0% 82%
20260731 $1.00 $1.00 1.5% 44%
20260730 $1.25 $1.25 2.0% 75%
20260729 $1.07 $1.07 1.1% 21%
20260728 $0.85 $0.85 2.3% 100%
20260727 $1.00 $1.00 1.4% 46%
20260724 $0.88 $0.88 1.0% 10%
20260723 $0.85 $0.85 0.9% 8%
20260722 $0.80 $0.80 0.9% 3%
20260721 $0.95 $0.95 1.3% 35%
20260720 $0.95 $0.95 1.2% 29%
20260716 $0.85 $0.28 1.5% 50%
20260715 $0.78 $0.25 1.2% 27%
20260714 $0.88 $0.25 1.1% 22%
20260713 $0.90 $0.30 1.4% 47%
20260710 $1.40 $0.38 1.2% 26%
20260709 $0.97 $0.35 1.3% 34%
20260708 $0.95 $0.38 1.1% 21%
20260707 $0.97 $0.40 1.1% 18%
20260706 $1.05 $0.47 1.0% 14%
20260702 $0.55 $0.55 1.8% 77%
20260701 $0.50 $0.50 1.7% 65%
20260630 $0.47 $0.47 1.6% 62%