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
$0.70
7-Day Straddle
$0.62
Avg IV
1.5%
IV Rank
51%
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
20260615 $0.70 $0.62 1.5% 51%
20260613 $0.77 $0.65 1.2% 29%
20260612 $0.77 $0.93 1.2% 28%
20260611 $0.68 $0.68 1.4% 44%
20260610 $0.85 $0.75 1.2% 30%
20260609 $0.90 $8.18 1.5% 53%
20260608 $1.07 $2.02 1.1% 17%
20260605 $0.97 $0.85 1.2% 29%
20260604 $1.10 $1.45 1.3% 35%
20260603 $0.75 $0.65 1.1% 31%
20260602 $0.62 $0.62 1.3% 45%
20260601 $0.60 $0.60 1.5% 56%
20260529 $0.60 $0.60 2.0% 95%
20260528 $0.55 $0.55 1.5% 59%
20260527 $0.68 $0.68 1.2% 38%
20260526 $0.68 $0.68 1.4% 48%
20260522 $0.62 $0.62 1.0% 26%
20260521 $0.77 $0.77 1.1% 31%
20260520 $0.72 $0.72 0.9% 18%
20260519 $0.85 $0.85 1.1% 33%
20260518 $0.82 $0.82 1.4% 54%
20260515 $0.65 $0.23 1.0% 28%
20260514 $0.77 $0.65 0.8% 20%
20260513 $0.55 $0.45 0.9% 24%
20260512 $0.95 $0.53 1.0% 28%
20260511 $0.85 $0.60 1.0% 31%
20260510 $0.82 $0.53 1.2% 44%
20260508 $0.82 $0.53 1.2% 42%
20260507 $0.95 $0.47 1.1% 37%
20260506 $0.88 $1.07 1.1% 33%
20260505 $1.05 $0.57 1.1% 39%
20260504 $1.50 $1.05 1.0% 28%
20260502 $1.05 $1.05 2.1% 100%
20260501 $1.05 $1.05 1.9% 100%
20260430 $0.85 $0.85 1.3% 58%
20260429 $0.77 $0.77 1.3% 58%
20260428 $0.85 $0.85 1.7% 93%
20260427 $0.95 $0.95 1.2% 55%
20260424 $0.88 $0.88 1.5% 72%
20260423 $0.90 $0.90 1.2% 49%
20260422 $0.80 $0.80 1.2% 49%
20260421 $0.85 $0.85 1.3% 59%
20260420 $0.80 $0.80 1.3% 62%
20260417 $0.82 $0.20 1.0% 34%
20260416 $0.80 $0.50 1.1% 47%
20260415 $0.85 $0.45 1.1% 43%
20260414 $0.85 $0.40 1.0% 34%
20260413 $0.78 $0.45 1.1% 28%
20260410 $0.85 $0.57 1.0% 22%
20260409 $0.85 $0.57 1.2% 29%
20260408 $0.85 $0.55 1.0% 21%
20260407 $1.10 $10.35 1.2% 26%
20260406 $1.12 $0.60 1.2% 26%
20260402 $1.07 $1.18 0.9% 17%
20260401 $0.72 $0.72 1.7% 49%
20260331 $0.75 $0.75 1.7% 47%
20260330 $0.97 $0.97 1.8% 54%
20260327 $0.90 $0.90 1.5% 42%
20260326 $0.78 $0.78 1.6% 45%
20260325 $0.88 $0.88 1.4% 35%