SNOY · Expected Move

YieldMax SNOW Option Income Strategy ETF · ETF

The expected move for SNOY 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).

SNOY 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 SNOY Expected Move
30-Day Straddle
$1.52
7-Day Straddle
$1.52
30-Day ATM IV
111.0%
IV Rank
95%
Implied one-standard-deviation move through the next 30 days. Compare to SNOY'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.
SNOY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260302 $1.52 $1.52 111.0% 95%
20260227 $1.52 $1.52 113.0% 97%
20260226 $1.45 $1.45 112.2% 96%
20260225 $1.70 $1.70 114.9% 100%
20260224 $1.85 $1.85 107.6% 99%
20260223 $1.62 $1.62 96.9% 85%
20260221 $1.30 $1.30 — —
20260220 $1.30 $1.12 87.6% 73%
20260219 $1.80 $1.20 60.5% 38%
20260218 $1.80 $1.20 58.6% 36%
20260217 $1.80 $1.20 58.0% 35%
20260213 $1.90 $1.40 69.2% 50%
20260212 $1.45 $1.35 70.5% 51%
20260211 $1.80 $1.33 78.3% 61%
20260210 $2.00 $1.10 83.6% 68%
20260209 $1.82 $1.35 74.8% 57%
20260206 $1.88 $1.38 78.7% 62%
20260205 $1.98 $1.60 85.2% 70%
20260204 $1.60 $1.60 86.7% 72%
20260203 $0.95 $0.95 71.0% 52%
20260202 $1.23 $1.23 92.3% 80%
20260130 $1.68 $1.68 94.0% 82%
20260129 $1.67 $1.67 90.9% 78%
20260128 $1.15 $1.15 73.6% 56%
20260127 $1.60 $1.60 79.3% 63%
20260126 $1.60 $1.60 77.9% 61%
20260123 $1.62 $1.62 72.4% 54%
20260122 $1.67 $1.67 72.7% 55%
20260121 $1.70 $1.70 75.0% 57%
20260120 $1.70 $1.70 74.3% 57%
20260116 $1.73 $0.70 70.9% 52%
20260115 $1.73 $0.65 72.8% 55%
20260114 $1.77 $1.15 74.1% 56%
20260113 $1.62 $1.27 67.7% 48%
20260112 $1.52 $0.47 64.0% 43%
20260109 $1.55 $0.32 59.2% 37%
20260108 $1.40 $0.40 52.5% 29%
20260107 $1.58 $1.02 62.1% 41%
20260106 $1.95 $0.88 79.5% 63%
20260105 $1.48 $0.65 62.0% 41%
20260102 $0.60 $0.60 51.1% 27%
20251231 $0.53 $0.53 48.4% 23%
20251230 $0.65 $0.65 46.0% 20%
20251229 $0.70 $0.70 46.1% 20%
20251226 $0.93 $0.93 42.8% 16%
20251224 $0.85 $0.85 40.7% 13%
20251223 $1.73 $1.73 54.5% 31%
20251222 $1.65 $1.65 43.6% 17%
20251219 $1.57 $0.88 57.2% 35%
20251218 $1.42 $0.78 57.4% 35%
20251217 $1.65 $0.78 63.3% 42%
20251216 $1.32 $0.85 71.0% 52%
20251215 $1.38 $0.72 61.1% 40%
20251212 $1.40 $0.82 63.9% 43%
20251211 $1.38 $0.88 81.4% 66%
20251210 $1.48 $0.85 65.0% 45%
20251209 $1.90 $0.55 68.6% 49%
20251208 $1.85 $0.80 73.6% 56%
20251205 $1.85 $1.25 90.7% 78%
20251204 $1.80 $1.12 71.6% 54%

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.