SPB · Expected Move
Spectrum Brands Holdings, Inc.
The expected move for SPB 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).
SPB 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 SPB Expected Move
30-Day Straddle
$10.38
7-Day Straddle
$6.97
30-Day ATM IV
45.1%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to SPB'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.
SPB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $10.38 | $6.97 | 45.1% | 60% |
| 20261106 | $9.90 | $7.88 | 45.8% | 63% |
| 20261105 | $10.50 | $7.75 | 45.9% | 64% |
| 20261104 | $7.88 | $7.88 | 43.3% | 52% |
| 20261103 | $8.62 | $8.62 | 46.0% | 64% |
| 20261102 | $7.95 | $7.95 | 42.7% | 50% |
| 20261030 | $7.25 | $7.25 | 42.6% | 49% |
| 20261029 | $6.88 | $6.88 | 39.9% | 37% |
| 20261028 | $6.75 | $6.75 | 40.2% | 38% |
| 20261027 | $8.05 | $8.05 | 46.2% | 65% |
| 20261026 | $7.30 | $7.30 | 41.6% | 45% |
| 20261023 | $7.90 | $7.90 | 44.5% | 58% |
| 20261022 | $8.35 | $8.35 | 45.5% | 62% |
| 20261021 | $7.77 | $7.77 | 41.0% | 42% |
| 20261020 | $8.15 | $8.15 | 43.8% | 55% |
| 20261019 | $8.47 | $8.47 | 43.5% | 53% |
| 20261016 | $8.25 | $1.00 | 41.8% | 46% |
| 20261015 | $8.70 | $2.35 | 43.8% | 54% |
| 20261014 | $8.70 | $3.75 | 41.5% | 44% |
| 20261013 | $8.38 | $3.08 | 42.6% | 49% |
| 20261012 | $8.60 | $4.10 | 42.1% | 47% |
| 20261009 | $9.30 | $3.67 | 42.3% | 48% |
| 20261008 | $8.88 | $4.45 | 42.0% | 47% |
| 20261007 | $8.93 | $3.90 | 41.2% | 43% |
| 20261006 | $9.35 | $4.15 | 41.6% | 45% |
| 20261005 | $9.30 | $3.77 | 41.7% | 45% |
| 20261002 | $4.40 | $4.40 | 39.8% | 36% |
| 20261001 | $4.20 | $4.20 | 40.8% | 41% |
| 20260930 | $4.65 | $4.65 | 40.0% | 38% |
| 20260929 | $4.38 | $4.38 | 37.6% | 27% |
| 20260928 | $6.03 | $6.03 | 40.6% | 40% |
| 20260925 | $6.00 | $6.00 | 41.0% | 42% |
| 20260924 | $6.12 | $6.12 | 39.4% | 35% |
| 20260923 | $6.75 | $6.75 | 38.7% | 32% |
| 20260922 | $6.30 | $6.30 | 37.3% | 25% |
| 20260921 | $6.58 | $6.58 | 38.2% | 29% |
| 20260918 | $6.12 | $2.77 | 31.7% | 0% |
| 20260917 | $6.72 | $3.72 | 33.6% | 7% |
| 20260916 | $6.80 | $3.40 | 33.3% | 6% |
| 20260915 | $6.95 | $2.55 | 35.3% | 15% |
| 20260914 | $7.35 | $3.40 | 36.1% | 19% |
| 20260911 | $7.33 | $3.95 | 33.8% | 8% |
| 20260910 | $7.80 | $3.78 | 36.1% | 19% |
| 20260909 | $7.35 | $3.88 | 33.6% | 7% |
| 20260908 | $8.47 | $5.58 | 35.4% | 16% |
| 20260904 | $7.65 | $4.67 | 33.0% | 4% |
| 20260903 | $8.15 | $5.55 | 34.7% | 13% |
| 20260902 | $4.85 | $4.85 | 33.1% | 5% |
| 20260901 | $5.03 | $5.03 | 34.9% | 13% |
| 20260831 | $5.15 | $5.15 | 35.0% | 14% |
| 20260828 | $5.70 | $5.70 | 33.2% | 5% |
| 20260827 | $4.90 | $4.90 | 32.1% | 0% |
| 20260826 | $5.78 | $5.78 | 33.0% | 5% |
| 20260825 | $6.30 | $6.30 | 34.1% | 10% |
| 20260824 | $6.25 | $6.25 | 32.5% | 2% |
| 20260821 | $6.62 | $2.35 | 33.5% | 7% |
| 20260820 | $7.45 | $2.98 | 37.3% | 24% |
| 20260819 | $6.53 | $2.90 | 32.0% | 0% |
| 20260818 | $8.07 | $3.88 | 37.6% | 18% |
| 20260817 | $8.50 | $4.08 | 38.5% | 22% |
More on SPB
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.