SNN (Smith & Nephew plc)

Expected Move & Straddle Price History

The expected move for SNN 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 SNN Expected Move
30-Day Straddle
$3.05
7-Day Straddle
$3.05
Avg IV
0.9%
IV Rank
63%
Implied one-standard-deviation move through the next 30 days. Compare to SNN'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.
SNN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $3.05 $3.05 0.9% 63%
20260924 $4.90 $4.90 0.7% 40%
20260923 $2.90 $2.90 0.8% 46%
20260922 $3.17 $3.17 0.7% 44%
20260921 $2.95 $2.95 0.7% 42%
20260918 $3.42 $3.12 0.6% 30%
20260917 $2.95 $4.78 0.6% 31%
20260916 $3.15 $4.92 0.7% 37%
20260915 $3.08 $4.90 0.6% 30%
20260914 $2.92 $3.55 0.6% 22%
20260911 $3.60 $5.30 0.6% 24%
20260910 $3.20 $4.78 0.7% 41%
20260909 $3.52 $2.77 0.6% 21%
20260908 $3.92 $2.10 0.7% 31%
20260904 $3.75 $4.90 0.7% 33%
20260903 $4.80 $4.40 0.4% 0%
20260902 $4.90 $4.90 1.0% 77%
20260901 $4.10 $4.10 1.0% 79%
20260831 $1.90 $1.90 1.0% 74%
20260828 $2.80 $2.80 0.7% 39%
20260827 $1.92 $1.92 0.8% 47%
20260826 $1.82 $1.82 0.9% 68%
20260825 $2.10 $2.10 0.7% 44%
20260824 $1.62 $1.62 0.7% 37%
20260821 $3.52 $4.75 0.8% 49%
20260820 $2.00 $3.27 0.7% 37%
20260819 $1.98 $2.15 0.7% 34%
20260818 $3.60 $3.15 0.8% 52%
20260817 $1.82 $1.38 0.6% 29%
20260814 $3.67 $2.88 0.6% 29%
20260813 $3.67 $4.80 0.6% 27%
20260812 $2.02 $2.50 0.7% 30%
20260811 $2.58 $3.00 0.6% 24%
20260810 $2.35 $1.38 0.6% 27%
20260806 $2.10 $3.50 0.6% 16%
20260805 $1.50 $1.50 1.0% 81%
20260804 $2.02 $2.02 1.0% 86%
20260803 $4.90 $4.90 1.1% 90%
20260731 $2.45 $2.45 0.8% 54%
20260730 $5.25 $5.25 0.8% 56%
20260729 $3.07 $3.07 0.7% 37%
20260728 $4.00 $4.00 0.8% 47%
20260727 $3.18 $3.18 0.7% 36%
20260724 $4.90 $4.90 0.8% 45%
20260723 $4.05 $4.05 0.9% 49%
20260722 $2.90 $2.90 0.9% 54%
20260721 $4.15 $4.15 0.7% 22%
20260720 $3.40 $3.40 0.6% 15%
20260716 $3.30 $2.35 0.6% 10%
20260715 $2.45 $4.80 0.6% 11%
20260714 $2.55 $3.42 0.6% 15%
20260713 $3.17 $3.40 0.6% 15%
20260710 $5.03 $4.80 0.6% 16%
20260709 $5.05 $3.40 0.6% 13%
20260708 $4.95 $1.80 0.6% 13%
20260707 $4.97 $3.27 0.7% 19%
20260706 $4.88 $1.15 0.5% 3%
20260702 $4.80 $4.80 0.7% 18%
20260701 $2.62 $2.62 1.0% 41%