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
$0.28
7-Day Straddle
$0.20
Avg IV
1.8%
IV Rank
28%
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 |
|---|---|---|---|---|
| 20260605 | $0.28 | $0.20 | 1.8% | 28% |
| 20260604 | $0.28 | $0.20 | 1.7% | 25% |
| 20260603 | $0.30 | $0.20 | 1.7% | 25% |
| 20260602 | $0.20 | $0.20 | 1.9% | 30% |
| 20260601 | $0.17 | $0.17 | 1.9% | 30% |
| 20260529 | $0.17 | $0.17 | 2.2% | 35% |
| 20260528 | $0.20 | $0.20 | 2.0% | 31% |
| 20260527 | $0.17 | $0.17 | 1.4% | 19% |
| 20260526 | $0.12 | $0.12 | 1.6% | 24% |
| 20260510 | $0.28 | $0.15 | 1.5% | 22% |
| 20260508 | $0.28 | $0.15 | 1.5% | 21% |
| 20260507 | $0.30 | $0.17 | 1.4% | 19% |
| 20260506 | $0.30 | $0.17 | 1.3% | 17% |
| 20260505 | $0.25 | $0.20 | 1.2% | 15% |
| 20260504 | $0.28 | $0.22 | 1.1% | 13% |
| 20260502 | $0.22 | $0.22 | 2.5% | 43% |
| 20260501 | $0.22 | $0.22 | 2.5% | 42% |
| 20260430 | $0.28 | $0.28 | 2.6% | 44% |
| 20260429 | $0.30 | $0.30 | 5.3% | 100% |
| 20260428 | $0.25 | $0.25 | 2.2% | 62% |
| 20260427 | $0.28 | $0.28 | 2.0% | 58% |
| 20260424 | $0.30 | $0.30 | 2.0% | 57% |
| 20260423 | $0.28 | $0.28 | 2.2% | 66% |
| 20260422 | $0.40 | $0.40 | 1.6% | 42% |
| 20260421 | $0.20 | $0.20 | 1.3% | 31% |
| 20260420 | $0.20 | $0.20 | 1.1% | 26% |
| 20260417 | $0.23 | $0.05 | 1.4% | 37% |
| 20260416 | $0.23 | $0.05 | 0.4% | 0% |
| 20260415 | $0.23 | $0.05 | 1.2% | 25% |
| 20260414 | $0.22 | $0.12 | 1.3% | 25% |
| 20260413 | $0.25 | $7.58 | 1.3% | 27% |
| 20260410 | $0.20 | $0.10 | 1.1% | 19% |
| 20260409 | $0.20 | $0.15 | 1.2% | 22% |
| 20260408 | $0.23 | $0.17 | 1.2% | 21% |
| 20260407 | $0.50 | $0.17 | 0.6% | 0% |
| 20260406 | $0.28 | $0.23 | 1.2% | 12% |
| 20260402 | $0.30 | $0.28 | 1.3% | 16% |
| 20260401 | $0.17 | $0.17 | 3.2% | 100% |
| 20260331 | $0.17 | $0.17 | 3.2% | 100% |
| 20260330 | $0.25 | $0.25 | 2.7% | 86% |
| 20260327 | $0.23 | $0.23 | 2.7% | 82% |
| 20260326 | $0.17 | $0.17 | 2.8% | 90% |
| 20260325 | $0.17 | $0.17 | 2.5% | 77% |
| 20260324 | $0.20 | $0.20 | 2.4% | 71% |
| 20260323 | $0.17 | $0.17 | 2.3% | 68% |
| 20260320 | $0.20 | $0.17 | 2.2% | 59% |
| 20260319 | $0.20 | $0.12 | 2.0% | 50% |
| 20260318 | $0.20 | $0.15 | 2.0% | 52% |
| 20260317 | $0.20 | $0.08 | 2.1% | 58% |
| 20260316 | $0.23 | $0.15 | 2.9% | 93% |
| 20260313 | $0.20 | $0.17 | 2.7% | 86% |
| 20260312 | $0.25 | $0.15 | 2.2% | 63% |
| 20260311 | $0.28 | $0.17 | 1.7% | 38% |
| 20260310 | $0.25 | $0.20 | 1.8% | 40% |
| 20260309 | $0.25 | $0.23 | 1.8% | 41% |
| 20260308 | $0.20 | $0.23 | 1.7% | 38% |
| 20260306 | $0.20 | $0.23 | 1.7% | 38% |
| 20260305 | $0.32 | $0.22 | 1.9% | 46% |
| 20260304 | $0.20 | $0.20 | 1.8% | 41% |
| 20260303 | $0.23 | $0.23 | 2.2% | 61% |