SNX · Expected Move
TD SYNNEX Corporation
The expected move for SNX 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).
SNX 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 SNX Expected Move
30-Day Straddle
$22.55
7-Day Straddle
$4.53
30-Day ATM IV
36.5%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to SNX'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.
SNX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $22.55 | $4.53 | 36.5% | 16% |
| 20261015 | $23.75 | $7.97 | 36.6% | 17% |
| 20261014 | $25.00 | $8.53 | 36.9% | 19% |
| 20261013 | $27.00 | $9.32 | 37.5% | 23% |
| 20261012 | $26.25 | $10.22 | 36.6% | 17% |
| 20261009 | $27.15 | $11.25 | 36.1% | 14% |
| 20261008 | $27.55 | $11.55 | 37.1% | 20% |
| 20261007 | $27.25 | $12.45 | 36.2% | 14% |
| 20261006 | $28.50 | $13.65 | 36.4% | 16% |
| 20261005 | $29.65 | $13.75 | 36.7% | 18% |
| 20261002 | $15.90 | $15.90 | 37.3% | 21% |
| 20261001 | $16.95 | $16.95 | 38.9% | 32% |
| 20260930 | $15.50 | $15.50 | 36.3% | 25% |
| 20260929 | $16.40 | $16.40 | 37.1% | 30% |
| 20260928 | $17.60 | $17.60 | 38.4% | 37% |
| 20260925 | $18.30 | $18.30 | 36.0% | 26% |
| 20260924 | $18.65 | $18.65 | 37.0% | 32% |
| 20260923 | $28.65 | $28.65 | 47.1% | 86% |
| 20260922 | $26.05 | $26.05 | 42.5% | 61% |
| 20260921 | $25.75 | $25.75 | 43.1% | 64% |
| 20260918 | $24.40 | $4.25 | 40.5% | 51% |
| 20260917 | $24.90 | $7.42 | 40.5% | 51% |
| 20260916 | $24.65 | $7.00 | 41.5% | 56% |
| 20260915 | $24.85 | $8.50 | 40.4% | 50% |
| 20260914 | $25.30 | $9.38 | 40.9% | 53% |
| 20260911 | $26.10 | $9.95 | 39.1% | 43% |
| 20260910 | $26.45 | $11.20 | 40.3% | 54% |
| 20260909 | $26.85 | $12.75 | 40.7% | 56% |
| 20260908 | $27.45 | $12.95 | 40.8% | 57% |
| 20260904 | $28.10 | $14.20 | 38.2% | 44% |
| 20260903 | $29.05 | $14.45 | 38.7% | 48% |
| 20260902 | $14.55 | $14.55 | 38.7% | 48% |
| 20260901 | $15.15 | $15.15 | 39.1% | 50% |
| 20260831 | $15.10 | $15.10 | 37.8% | 43% |
| 20260828 | $16.65 | $16.65 | 37.6% | 43% |
| 20260827 | $17.40 | $17.40 | 37.7% | 43% |
| 20260826 | $17.65 | $17.65 | 37.0% | 40% |
| 20260825 | $18.05 | $18.05 | 37.2% | 41% |
| 20260824 | $18.30 | $18.30 | 37.0% | 40% |
| 20260821 | $19.25 | $2.12 | 36.0% | 35% |
| 20260820 | $20.10 | $5.28 | 36.1% | 36% |
| 20260819 | $20.40 | $6.75 | 35.3% | 32% |
| 20260818 | $21.60 | $8.30 | 35.9% | 35% |
| 20260817 | $22.80 | $9.97 | 35.7% | 34% |
| 20260814 | $21.85 | $8.75 | 33.9% | 25% |
| 20260813 | $23.60 | $11.62 | 36.3% | 37% |
| 20260812 | $23.75 | $12.15 | 35.9% | 35% |
| 20260811 | $24.80 | $13.60 | 37.5% | 42% |
| 20260810 | $25.80 | $13.95 | 38.2% | 46% |
| 20260807 | — | — | 37.8% | 44% |
| 20260806 | $29.35 | $18.00 | 40.9% | 58% |
| 20260805 | $17.45 | $17.45 | 39.3% | 51% |
| 20260804 | $18.35 | $18.35 | 39.9% | 53% |
| 20260803 | $18.85 | $18.85 | 40.9% | 58% |
| 20260731 | $20.05 | $20.05 | 40.0% | 54% |
| 20260730 | $20.50 | $20.50 | 41.9% | 63% |
| 20260729 | $22.60 | $22.60 | 44.2% | 74% |
| 20260728 | $22.25 | $22.25 | 43.6% | 71% |
| 20260727 | $22.00 | $22.00 | 42.3% | 65% |
| 20260724 | $22.80 | $22.80 | 42.1% | 64% |
More on SNX
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.