SNN · Expected Move
Smith & Nephew plc
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).
SNN 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 SNN Expected Move
30-Day Straddle
$4.10
7-Day Straddle
$4.95
30-Day ATM IV
42.7%
IV Rank
33%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $4.10 | $4.95 | 42.7% | 33% |
| 20261106 | $3.18 | $4.93 | 33.8% | 16% |
| 20261105 | $3.33 | $5.15 | 61.0% | 68% |
| 20261104 | $2.40 | $2.40 | 33.3% | 15% |
| 20261103 | $4.90 | $4.90 | 30.7% | 10% |
| 20261102 | $2.27 | $2.27 | 35.7% | 20% |
| 20261030 | $4.90 | $4.90 | 38.8% | 26% |
| 20261029 | $2.00 | $2.00 | 31.7% | 12% |
| 20261028 | $4.97 | $4.97 | 67.8% | 81% |
| 20261027 | $1.83 | $1.83 | 29.9% | 9% |
| 20261026 | $2.05 | $2.05 | 31.5% | 12% |
| 20261023 | $2.52 | $2.52 | 35.1% | 19% |
| 20261022 | $5.55 | $5.55 | 72.4% | 90% |
| 20261021 | $2.12 | $2.12 | 32.3% | 13% |
| 20261020 | $2.15 | $2.15 | — | — |
| 20261019 | $2.48 | $2.48 | 35.1% | 19% |
| 20261016 | $2.40 | $1.20 | 33.0% | 15% |
| 20261015 | $2.70 | $2.25 | 37.2% | 23% |
| 20261014 | $3.35 | $4.75 | 39.9% | 28% |
| 20261013 | $3.45 | $5.05 | — | — |
| 20261012 | $2.98 | $2.70 | — | — |
| 20261009 | $5.72 | $2.98 | — | — |
| 20261008 | $3.42 | $3.35 | 45.3% | 38% |
| 20261007 | $5.03 | $4.25 | 36.3% | 21% |
| 20261006 | $5.00 | $2.85 | 45.4% | 38% |
| 20261005 | $3.50 | $3.83 | 77.8% | 100% |
| 20261002 | $4.93 | $4.93 | 50.8% | 53% |
| 20261001 | $3.88 | $3.88 | 48.1% | 47% |
| 20260930 | $4.15 | $4.15 | 61.2% | 74% |
| 20260929 | $1.93 | $1.93 | 67.4% | 87% |
| 20260928 | $1.78 | $1.78 | 50.3% | 52% |
| 20260925 | $3.00 | $3.00 | — | — |
| 20260924 | $4.90 | $4.90 | 45.3% | 41% |
| 20260923 | $2.90 | $2.90 | 60.4% | 73% |
| 20260922 | $3.17 | $3.17 | 42.8% | 36% |
| 20260921 | $2.95 | $2.95 | — | — |
| 20260918 | $3.42 | $3.12 | 40.4% | 31% |
| 20260917 | $2.95 | $4.78 | 35.1% | 20% |
| 20260916 | $3.15 | $4.92 | 43.3% | 37% |
| 20260915 | $3.08 | $4.90 | 39.5% | 30% |
| 20260914 | $2.92 | $3.55 | — | — |
| 20260911 | $3.60 | $5.30 | — | — |
| 20260910 | $3.20 | $4.78 | 73.6% | 100% |
| 20260909 | $3.52 | $2.77 | 71.8% | 99% |
| 20260908 | $3.92 | $2.10 | 57.6% | 69% |
| 20260904 | $3.75 | $4.90 | 46.1% | 45% |
| 20260903 | $4.80 | $4.40 | 31.9% | 15% |
| 20260902 | $4.90 | $4.90 | 60.7% | 76% |
| 20260901 | $4.10 | $4.10 | 36.1% | 24% |
| 20260831 | $1.90 | $1.90 | 28.0% | 7% |
| 20260828 | $2.80 | $2.80 | 32.8% | 17% |
| 20260827 | $1.92 | $1.92 | 34.6% | 21% |
| 20260826 | $1.82 | $1.82 | 38.2% | 28% |
| 20260825 | $2.10 | $2.10 | — | — |
| 20260824 | $1.62 | $1.62 | 30.7% | 13% |
| 20260821 | $3.52 | $4.75 | 42.5% | 33% |
| 20260820 | $2.00 | $3.27 | 35.0% | 19% |
| 20260819 | $1.98 | $2.15 | — | — |
| 20260818 | $3.60 | $3.15 | 55.4% | 57% |
| 20260817 | $1.82 | $1.38 | — | — |
More on SNN
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.