SSD · Expected Move

Simpson Manufacturing Co., Inc.

The expected move for SSD 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).

SSD 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 SSD Expected Move
30-Day Straddle
$15.15
7-Day Straddle
$10.98
30-Day ATM IV
29.4%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to SSD'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.
SSD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $15.15 $10.98 29.4% 31%
20261106 $16.70 $11.22 31.4% 46%
20261105 $16.50 $11.25 31.5% 47%
20261104 $10.38 $10.38 26.2% 6%
20261103 $10.88 $10.88 27.8% 19%
20261102 $10.80 $10.80 28.3% 22%
20261030 $10.32 $10.32 26.9% 12%
20261029 $10.10 $10.10 26.1% 6%
20261028 $11.05 $11.05 27.2% 14%
20261027 $10.97 $10.97 26.5% 9%
20261026 $14.15 $14.15 35.4% 76%
20261023 $15.65 $15.65 37.3% 91%
20261022 $15.55 $15.55 36.1% 82%
20261021 $14.65 $14.65 35.7% 78%
20261020 $15.35 $15.35 36.5% 84%
20261019 $14.90 $14.90 35.6% 78%
20261016 $15.75 $3.72 35.2% 75%
20261015 $15.55 $3.83 35.6% 78%
20261014 $15.70 $4.70 35.5% 77%
20261013 $15.55 $5.67 33.6% 63%
20261012 $15.00 $3.62 33.9% 65%
20261009 $15.40 $5.90 32.9% 57%
20261008 $16.05 $6.62 33.0% 58%
20261007 $15.95 $6.53 33.2% 59%
20261006 $16.25 $7.17 33.0% 58%
20261005 $15.60 $7.90 31.4% 46%
20261002 $7.07 $7.07 30.0% 36%
20261001 $7.38 $7.38 30.4% 39%
20260930 $7.88 $7.88 30.4% 38%
20260929 $8.12 $8.12 30.0% 35%
20260928 $8.47 $8.47 30.2% 37%
20260925 $9.55 $9.55 29.8% 34%
20260924 $9.02 $9.02 28.1% 21%
20260923 $9.00 $9.00 27.7% 18%
20260922 $9.95 $9.95 28.1% 21%
20260921 $9.82 $9.82 27.7% 18%
20260918 $11.15 $2.75 29.1% 29%
20260917 $10.25 $4.53 25.5% 2%
20260916 $10.68 $4.92 25.9% 5%
20260915 $10.40 $4.83 26.3% 7%
20260914 $10.50 $4.88 26.6% 9%
20260911 $11.60 $4.92 26.4% 8%
20260910 $12.30 $6.30 27.9% 19%
20260909 $12.55 $6.15 27.5% 17%
20260908 $12.95 $6.10 27.8% 19%
20260904 $13.65 $7.85 28.0% 20%
20260903 $12.55 $7.00 25.3% 0%
20260902 $7.45 $7.45 26.5% 9%
20260901 $8.12 $8.12 25.6% 2%
20260831 $8.70 $8.70 25.9% 4%
20260828 $8.88 $8.88 26.0% 5%
20260827 $9.60 $9.60 26.0% 5%
20260826 $9.48 $9.48 27.0% 12%
20260825 $10.05 $10.05 26.6% 9%
20260824 $10.12 $10.12 25.9% 4%
20260821 $10.65 $2.45 25.4% 0%
20260820 $10.88 $4.90 25.6% 1%
20260819 $11.50 $5.05 25.9% 3%
20260818 $11.43 $4.88 25.9% 4%
20260817 $12.00 $6.00 26.0% 4%

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.