SNDL (Sundial Growers Inc. Common Shares)
Expected Move & Straddle Price History
The expected move for SNDL 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 SNDL Expected Move
30-Day Straddle
$0.25
7-Day Straddle
$0.12
Avg IV
1.3%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to SNDL'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.
SNDL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $0.25 | $0.12 | 1.3% | 18% |
| 20260903 | $0.30 | $0.12 | 1.2% | 16% |
| 20260902 | $0.12 | $0.12 | 2.3% | 37% |
| 20260901 | $0.12 | $0.12 | 1.5% | 21% |
| 20260831 | $0.17 | $0.17 | 1.8% | 28% |
| 20260828 | $0.17 | $0.17 | 1.6% | 24% |
| 20260827 | $0.12 | $0.12 | 1.6% | 25% |
| 20260826 | $0.12 | $0.12 | 1.4% | 20% |
| 20260825 | $0.12 | $0.12 | 1.4% | 19% |
| 20260824 | $0.12 | $0.12 | 1.2% | 15% |
| 20260821 | $0.17 | $0.10 | 1.4% | 20% |
| 20260820 | $0.23 | $0.17 | 1.3% | 18% |
| 20260819 | $2.60 | $0.23 | 1.5% | 21% |
| 20260818 | $0.35 | $1.50 | 1.2% | 15% |
| 20260817 | $0.28 | $0.62 | 1.4% | 20% |
| 20260814 | $10.03 | $0.75 | 1.5% | 21% |
| 20260813 | $0.30 | $1.52 | 1.1% | 13% |
| 20260812 | $0.25 | $0.17 | 1.4% | 20% |
| 20260811 | $0.28 | $1.42 | 1.6% | 23% |
| 20260810 | $0.68 | $0.25 | 1.9% | 29% |
| 20260806 | $0.93 | $0.20 | 1.6% | 23% |
| 20260805 | $0.20 | $0.20 | 3.0% | 53% |
| 20260804 | $7.75 | $7.75 | 2.4% | 41% |
| 20260803 | $7.75 | $7.75 | 1.5% | 22% |
| 20260731 | $0.25 | $0.25 | 2.7% | 46% |
| 20260730 | $0.62 | $0.62 | 2.3% | 38% |
| 20260729 | $0.23 | $0.23 | 1.6% | 23% |
| 20260728 | $0.70 | $0.70 | 2.0% | 32% |
| 20260727 | $0.20 | $0.20 | 2.0% | 32% |
| 20260724 | $0.23 | $0.23 | 1.7% | 25% |
| 20260723 | $0.85 | $0.85 | 1.3% | 16% |
| 20260722 | $0.25 | $0.25 | 1.1% | 13% |
| 20260721 | $0.25 | $0.25 | 1.1% | 14% |
| 20260720 | $0.28 | $0.28 | 1.3% | 17% |
| 20260716 | $0.28 | $0.25 | 1.4% | 19% |
| 20260715 | $0.28 | $0.20 | 1.6% | 24% |
| 20260714 | $0.45 | $2.52 | 1.2% | 16% |
| 20260713 | $0.28 | $0.20 | 1.1% | 14% |
| 20260710 | $0.22 | $0.17 | 1.0% | 11% |
| 20260709 | $0.28 | $0.25 | 1.7% | 25% |
| 20260708 | $0.30 | $0.55 | 1.6% | 24% |
| 20260707 | $0.22 | $0.17 | 1.2% | 15% |
| 20260706 | $0.30 | $0.23 | 1.2% | 16% |
| 20260702 | $0.10 | $0.10 | 1.8% | 29% |
| 20260701 | $0.12 | $0.12 | 3.2% | 57% |
| 20260630 | $0.15 | $0.15 | 2.7% | 46% |
| 20260629 | $0.15 | $0.15 | 2.1% | 33% |
| 20260626 | $0.15 | $0.15 | 2.5% | 41% |
| 20260625 | $0.20 | $0.20 | 2.3% | 38% |
| 20260624 | $0.25 | $0.25 | 2.2% | 36% |
| 20260623 | $0.20 | $0.20 | 2.0% | 33% |
| 20260622 | $0.20 | $0.20 | 1.8% | 27% |
| 20260618 | $0.17 | $0.10 | 2.0% | 32% |
| 20260617 | $0.20 | $0.10 | 2.0% | 31% |
| 20260616 | $0.20 | $0.17 | 1.8% | 27% |
| 20260615 | $0.25 | $0.15 | 1.9% | 29% |
| 20260613 | $0.22 | $0.10 | 1.9% | 30% |
| 20260612 | $0.22 | $0.10 | 1.8% | 28% |
| 20260611 | $0.25 | $0.10 | 1.7% | 26% |
| 20260610 | $0.30 | $0.20 | 1.7% | 26% |