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
$4.80
7-Day Straddle
$3.90
Avg IV
0.7%
IV Rank
27%
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
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%
20260427 $3.22 $3.22 1.0% 46%
20260424 $4.80 $4.80 0.8% 34%
20260423 $4.88 $4.88 0.8% 32%
20260422 $4.95 $4.95 0.7% 26%
20260421 $3.10 $3.10 0.9% 38%
20260420 $2.30 $2.30 0.6% 19%
20260417 $4.88 $2.95 0.9% 37%
20260416 $3.85 $3.90 0.9% 37%
20260415 $3.08 $4.88 0.7% 29%
20260414 $4.90 $4.80 0.7% 27%
20260413 $2.95 $3.35 0.4% 8%
20260410 $2.92 $4.80 0.6% 16%
20260409 $4.80 $3.55 0.7% 28%
20260408 $5.05 $2.77 0.5% 14%
20260407 $3.42 $3.48 0.6% 19%
20260406 $5.50 $12.82 0.5% 15%
20260402 $5.28 $5.00 0.6% 16%
20260401 $5.80 $5.80 0.7% 28%
20260331 $4.88 $4.88 0.6% 22%
20260330 $5.25 $5.25 1.0% 47%
20260327 $4.22 $4.22 0.8% 30%
20260326 $3.40 $3.40 0.8% 30%
20260325 $5.75 $5.75 0.8% 30%
20260324 $3.00 $3.00 0.7% 25%
20260323 $4.80 $4.80 0.8% 34%
20260320 $4.80 $2.33 0.8% 32%
20260319 $4.95 $3.62 0.7% 23%
20260318 $3.23 $2.58 0.6% 21%
20260317 $5.12 $2.65 0.6% 22%
20260316 $3.45 $2.68 0.5% 13%
20260313 $3.55 $2.52 0.6% 17%
20260312 $3.42 $1.82 0.6% 16%
20260311 $3.50 $3.30 0.6% 20%
20260310 $4.28 $2.70 0.5% 13%
20260309 $5.12 $2.95 0.6% 20%
20260308 $4.35 $1.70 0.6% 21%