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
$2.02
7-Day Straddle
$2.02
Avg IV
1.0%
IV Rank
86%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 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% |
| 20260630 | $3.20 | $3.20 | 0.9% | 36% |
| 20260629 | $1.70 | $1.70 | 1.1% | 50% |
| 20260626 | $2.65 | $2.65 | 0.7% | 23% |
| 20260625 | $2.23 | $2.23 | 1.0% | 43% |
| 20260624 | $3.00 | $3.00 | 0.8% | 27% |
| 20260623 | $5.03 | $5.03 | 0.7% | 19% |
| 20260622 | $1.73 | $1.73 | 0.9% | 32% |
| 20260618 | $3.00 | $1.75 | 0.5% | 8% |
| 20260617 | $4.95 | $3.90 | 0.6% | 16% |
| 20260616 | $3.00 | $3.15 | 0.6% | 16% |
| 20260615 | $4.80 | $3.90 | 0.8% | 30% |
| 20260613 | $4.10 | $1.88 | 0.6% | 17% |
| 20260612 | $4.10 | $1.88 | 0.6% | 18% |
| 20260611 | $4.80 | $3.90 | 0.7% | 27% |
| 20260610 | $2.15 | $3.90 | 0.7% | 25% |
| 20260609 | $4.90 | $1.92 | 0.6% | 19% |
| 20260608 | $4.45 | $3.65 | 0.7% | 26% |
| 20260605 | $4.65 | $3.12 | 0.7% | 25% |
| 20260604 | $2.90 | $4.80 | 0.6% | 18% |
| 20260603 | $4.80 | $4.80 | 0.6% | 16% |
| 20260602 | $1.85 | $1.85 | 1.1% | 57% |
| 20260601 | $4.88 | $4.88 | 1.1% | 57% |
| 20260529 | $4.80 | $4.80 | 1.1% | 57% |
| 20260528 | $1.95 | $1.95 | 1.0% | 49% |
| 20260527 | $4.80 | $4.80 | 1.0% | 48% |
| 20260526 | $4.95 | $4.95 | 1.1% | 56% |
| 20260510 | $3.60 | $2.85 | 0.6% | 19% |
| 20260508 | $3.60 | $2.85 | 0.6% | 18% |
| 20260507 | $5.10 | $1.08 | 0.7% | 24% |
| 20260506 | $4.95 | $2.90 | 0.8% | 30% |
| 20260505 | $3.75 | $3.08 | 0.7% | 29% |
| 20260504 | $4.90 | $4.80 | 0.8% | 31% |
| 20260502 | $4.80 | $4.80 | 1.0% | 48% |
| 20260501 | $4.80 | $4.80 | 1.0% | 46% |
| 20260430 | $2.30 | $2.30 | 0.8% | 31% |
| 20260429 | $3.47 | $3.47 | 0.9% | 43% |
| 20260428 | $3.97 | $3.97 | 0.8% | 36% |