SNDK · Expected Move
Sandisk Corporation Common Stock
The expected move for SNDK 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).
SNDK 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 SNDK Expected Move
30-Day Straddle
$208.30
7-Day Straddle
$134.30
30-Day ATM IV
75.5%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to SNDK'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.
SNDK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $208.30 | $134.30 | 75.5% | 12% |
| 20261022 | $225.10 | $151.85 | 79.2% | 16% |
| 20261021 | $231.20 | $156.45 | 73.8% | 11% |
| 20261020 | $234.70 | $162.30 | 74.6% | 12% |
| 20261019 | $239.10 | $88.90 | 74.9% | 12% |
| 20261016 | $218.65 | $103.15 | 75.4% | 12% |
| 20261015 | $231.45 | $119.45 | 74.0% | 11% |
| 20261014 | $228.35 | $123.30 | 71.7% | 9% |
| 20261013 | $233.90 | $125.80 | 68.7% | 6% |
| 20261012 | $227.70 | $79.40 | 65.4% | 2% |
| 20261009 | $226.60 | $92.45 | 64.7% | 2% |
| 20261008 | $238.05 | $111.60 | 65.8% | 3% |
| 20261007 | $252.55 | $121.35 | 65.3% | 2% |
| 20261006 | $242.15 | $123.90 | 63.1% | 0% |
| 20261005 | $251.90 | $82.80 | 62.9% | 0% |
| 20261002 | $247.75 | $104.30 | 65.7% | 0% |
| 20261001 | $282.00 | $131.35 | 71.0% | 4% |
| 20260930 | $301.95 | $156.95 | 76.4% | 10% |
| 20260929 | $283.95 | $157.85 | 70.6% | 3% |
| 20260928 | $283.70 | $110.75 | 69.9% | 3% |
| 20260925 | $274.05 | $139.85 | 70.8% | 4% |
| 20260924 | $276.85 | $151.90 | 70.9% | 4% |
| 20260923 | $301.05 | $171.85 | 73.2% | 6% |
| 20260922 | $334.95 | $204.45 | 77.0% | 10% |
| 20260921 | $299.10 | $110.00 | 72.2% | 5% |
| 20260918 | $277.95 | $128.00 | 70.4% | 3% |
| 20260917 | $248.65 | $124.95 | 68.9% | 2% |
| 20260916 | $235.65 | $131.55 | 68.2% | 1% |
| 20260915 | $242.25 | $134.80 | 68.3% | 1% |
| 20260914 | $252.50 | $92.20 | 69.3% | 2% |
| 20260911 | $240.60 | $107.25 | 67.3% | 0% |
| 20260910 | $280.90 | $139.85 | 73.7% | 6% |
| 20260909 | $304.95 | $160.55 | 75.9% | 9% |
| 20260908 | $316.60 | $179.50 | 78.9% | 12% |
| 20260904 | $289.35 | $138.75 | 76.1% | 9% |
| 20260903 | $241.45 | $117.25 | 69.3% | 2% |
| 20260902 | $245.60 | $128.90 | 69.7% | 2% |
| 20260901 | $250.10 | $136.50 | 70.2% | 3% |
| 20260831 | $259.30 | $102.35 | 70.3% | 3% |
| 20260828 | $217.15 | $107.15 | 67.6% | 0% |
| 20260827 | $236.00 | $125.35 | 71.6% | 0% |
| 20260826 | $261.10 | $150.10 | 76.4% | 0% |
| 20260825 | $265.55 | $157.20 | 77.4% | 1% |
| 20260824 | $274.00 | $112.75 | 78.3% | 2% |
| 20260821 | $267.05 | $129.55 | 76.7% | 0% |
| 20260820 | $298.55 | $163.35 | 83.9% | 0% |
| 20260819 | $301.45 | $174.45 | 84.3% | 1% |
| 20260818 | $321.75 | $195.70 | 85.9% | 3% |
| 20260817 | $363.05 | $142.90 | 86.5% | 4% |
| 20260814 | $301.10 | $147.95 | 83.6% | 0% |
| 20260813 | $302.85 | $162.10 | 88.7% | 1% |
| 20260812 | $268.10 | $155.60 | 87.8% | 0% |
| 20260811 | $259.60 | $153.20 | 88.5% | 0% |
| 20260810 | $269.70 | $114.25 | 92.5% | 4% |
| 20260807 | — | — | 92.3% | 4% |
| 20260806 | $316.70 | $186.30 | 111.5% | 30% |
| 20260805 | $367.80 | $237.80 | 120.4% | 42% |
| 20260804 | $433.35 | $293.80 | 132.4% | 58% |
| 20260803 | $398.05 | $212.40 | 133.6% | 60% |
| 20260731 | $359.80 | $230.20 | 134.4% | 61% |
More on SNDK
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.