SNEX · Expected Move

StoneX Group Inc. Common Stock

The expected move for SNEX 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).

SNEX straddle price & implied vol

60 sessions

Bars: 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 SNEX Expected Move
30-Day Straddle
$5.80
7-Day Straddle
$5.80
30-Day ATM IV
48.0%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to SNEX'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.
SNEX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261104 $5.80 $5.80 48.0% 45%
20261103 $6.40 $6.40 54.0% 67%
20261102 $5.97 $5.97 54.4% 69%
20261030 $5.42 $5.42 49.9% 52%
20261029 $5.10 $5.10 47.9% 45%
20261028 $5.07 $5.07 45.2% 35%
20261027 $6.00 $6.00 49.0% 49%
20261026 $5.40 $5.40 47.7% 44%
20261023 $5.70 $5.70 45.0% 34%
20261022 $6.15 $6.15 44.8% 33%
20261021 $6.00 $6.00 42.5% 25%
20261020 $6.25 $6.25 45.5% 36%
20261019 $5.10 $5.10 37.0% 4%
20261016 $6.57 $4.25 45.2% 35%
20261015 $6.50 $4.55 43.5% 28%
20261014 $6.78 $4.75 44.7% 33%
20261013 $6.83 $4.55 43.9% 30%
20261012 $6.97 $4.90 44.0% 30%
20261009 $7.45 $5.35 43.5% 28%
20261008 $7.43 $4.95 44.7% 33%
20261007 $7.80 $5.10 44.8% 33%
20261006 $7.95 $5.45 44.0% 30%
20261005 $8.85 $5.80 43.8% 30%
20261002 $5.10 $5.10 46.4% 39%
20261001 $4.12 $4.12 43.4% 28%
20260930 $5.10 $5.10 44.4% 32%
20260929 $5.28 $5.28 46.2% 38%
20260928 $5.25 $5.25 48.1% 45%
20260925 $5.70 $5.70 43.1% 27%
20260924 $4.55 $4.55 41.1% 20%
20260923 $5.40 $5.40 40.7% 18%
20260922 $5.97 $5.97 39.7% 14%
20260921 $5.90 $5.90 38.8% 11%
20260918 $6.00 $4.35 41.6% 21%
20260917 $5.85 $2.67 42.2% 23%
20260916 $6.70 $4.75 46.0% 38%
20260915 $6.15 $3.60 46.9% 41%
20260914 $6.90 $5.28 40.4% 17%
20260911 $6.50 $5.03 35.8% 0%
20260910 $7.43 $5.17 38.6% 6%
20260909 $6.95 $5.35 41.8% 19%
20260908 $7.05 $5.67 41.4% 17%
20260904 $7.05 $5.53 41.0% 15%
20260903 $7.05 $5.38 41.7% 18%
20260902 $5.10 $5.10 42.0% 19%
20260901 $5.70 $5.70 43.1% 24%
20260831 $5.65 $5.65 43.8% 27%
20260828 $5.75 $5.75 40.0% 13%
20260827 $6.05 $6.05 45.2% 33%
20260826 $6.25 $6.25 42.4% 22%
20260825 $6.30 $6.30 44.1% 29%
20260824 $6.25 $6.25 42.5% 23%
20260821 $5.75 $4.92 43.1% 25%
20260820 $6.38 $5.00 42.6% 23%
20260819 $5.83 $5.12 44.0% 28%
20260818 $5.85 $5.25 43.2% 25%
20260817 $7.30 $5.10 43.2% 25%
20260814 $6.08 $4.35 41.8% 20%
20260813 $7.10 $5.60 41.1% 17%
20260812 $6.88 $5.35 45.3% 33%

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.