SNPS · Expected Move

Synopsys Inc

The expected move for SNPS 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).

SNPS 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 SNPS Expected Move
30-Day Straddle
$42.25
7-Day Straddle
$25.40
30-Day ATM IV
44.5%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to SNPS'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.
SNPS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $42.25 $25.40 44.5% 35%
20261022 $43.70 $26.70 45.9% 41%
20261021 $45.00 $25.85 42.8% 28%
20261020 $45.30 $28.40 43.7% 31%
20261019 $45.25 $16.85 42.5% 26%
20261016 $44.70 $22.60 44.1% 33%
20261015 $44.60 $24.75 42.3% 26%
20261014 $46.00 $26.10 42.1% 25%
20261013 $46.45 $25.60 40.4% 18%
20261012 $47.80 $18.90 40.1% 17%
20261009 $46.90 $21.35 41.4% 22%
20261008 $48.30 $24.15 42.5% 26%
20261007 $49.30 $26.35 42.8% 28%
20261006 $51.50 $27.35 43.9% 33%
20261005 $50.25 $20.00 43.1% 29%
20261002 $47.85 $24.75 44.4% 34%
20261001 $49.20 $29.05 45.3% 38%
20260930 $46.55 $29.00 47.0% 45%
20260929 $43.80 $26.00 45.8% 40%
20260928 $44.65 $22.20 45.6% 39%
20260925 $40.35 $21.75 43.0% 28%
20260924 $42.15 $22.65 44.4% 34%
20260923 $41.65 $24.70 43.6% 31%
20260922 $41.85 $29.10 44.2% 33%
20260921 $40.95 $16.05 43.9% 32%
20260918 $36.95 $14.65 42.3% 25%
20260917 $35.50 $17.60 42.3% 25%
20260916 $40.15 $20.95 46.1% 41%
20260915 $38.80 $22.80 45.5% 39%
20260914 $39.55 $14.50 44.0% 33%
20260911 $38.75 $16.65 43.1% 29%
20260910 $41.25 $20.25 46.0% 41%
20260909 $41.00 $22.30 46.1% 41%
20260908 $43.35 $25.35 47.6% 48%
20260904 $38.95 $16.45 43.5% 30%
20260903 $36.85 $16.75 39.2% 13%
20260902 $36.95 $18.65 39.0% 12%
20260901 $38.30 $22.85 39.7% 14%
20260831 $41.60 $16.00 39.7% 14%
20260828 $35.45 $16.30 36.2% 0%
20260827 $42.90 $24.85 41.4% 0%
20260826 $55.10 $47.60 59.1% 94%
20260825 $50.55 $39.85 53.8% 62%
20260824 $49.85 $34.80 53.7% 62%
20260821 $45.70 $35.45 51.1% 45%
20260820 $46.55 $35.80 51.5% 48%
20260819 $46.50 $35.95 50.9% 44%
20260818 $49.00 $36.70 51.9% 50%
20260817 $52.80 $16.00 53.5% 60%
20260814 $48.90 $19.45 52.2% 52%
20260813 $47.20 $18.45 51.2% 46%
20260812 $48.40 $21.60 50.7% 43%
20260811 $48.65 $21.30 51.3% 47%
20260810 $51.40 $14.70 52.9% 56%
20260807 — — 51.6% 48%
20260806 $51.45 $21.95 56.1% 77%
20260805 $50.85 $23.55 55.6% 74%
20260804 $52.80 $27.65 56.3% 78%
20260803 $51.45 $18.20 56.3% 78%
20260731 $49.10 $21.05 56.0% 76%

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.