SW · Expected Move

Smurfit Westrock plc

The expected move for SW 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).

SW 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 SW Expected Move
30-Day Straddle
$4.67
7-Day Straddle
$4.67
30-Day ATM IV
48.0%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to SW'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.
SW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $4.67 $4.67 48.0% 76%
20261020 $4.67 $4.67 47.6% 74%
20261019 $4.32 $4.32 44.4% 54%
20261016 $4.95 $1.38 46.8% 69%
20261015 $4.70 $1.35 44.4% 54%
20261014 $4.40 $1.32 42.1% 39%
20261013 $4.80 $1.82 43.8% 50%
20261012 $4.53 $1.70 42.2% 39%
20261009 $4.82 $2.20 43.0% 45%
20261008 $4.97 $2.20 43.9% 51%
20261007 $5.10 $2.27 43.8% 49%
20261006 $5.47 $3.05 43.5% 48%
20261005 $5.47 $3.00 43.4% 47%
20261002 $3.30 $3.30 44.0% 51%
20261001 $3.07 $3.07 43.4% 47%
20260930 $2.92 $2.92 42.2% 40%
20260929 $3.08 $3.08 42.1% 39%
20260928 $3.08 $3.08 41.6% 36%
20260925 $3.38 $3.38 39.8% 24%
20260924 $3.35 $3.35 38.6% 17%
20260923 $3.70 $3.70 38.9% 19%
20260922 $3.57 $3.57 39.0% 19%
20260921 $3.58 $3.58 38.9% 19%
20260918 $3.75 $0.70 38.1% 13%
20260917 $3.83 $1.07 37.0% 6%
20260916 $3.67 $1.32 36.2% 2%
20260915 $4.05 $1.98 39.1% 19%
20260914 $3.95 $1.93 38.6% 16%
20260911 $4.35 $2.65 38.7% 17%
20260910 $4.62 $2.95 40.1% 26%
20260909 $4.70 $2.92 39.2% 21%
20260908 $4.70 $2.40 41.2% 29%
20260904 $4.78 $2.72 37.5% 8%
20260903 $4.60 $2.85 37.7% 9%
20260902 $2.88 $2.88 38.4% 14%
20260901 $3.00 $3.00 37.1% 6%
20260831 $3.35 $3.35 36.0% 0%
20260828 $3.65 $3.65 37.9% 6%
20260827 $3.55 $3.55 39.4% 15%
20260826 $3.73 $3.73 38.2% 8%
20260825 $3.70 $3.70 37.7% 5%
20260824 $4.22 $4.22 41.2% 26%
20260821 $4.12 $0.65 38.3% 9%
20260820 $4.35 $1.85 38.9% 12%
20260819 $4.45 $1.95 38.9% 12%
20260818 $5.00 $2.95 40.3% 20%
20260817 $4.60 $2.32 39.5% 16%
20260814 $4.40 $2.17 36.8% 0%
20260813 $5.00 $2.27 40.2% 12%
20260812 $5.25 $2.88 41.9% 23%
20260811 $4.82 $2.65 38.3% 0%
20260810 $5.47 $3.55 41.7% 19%
20260807 — — 39.4% 3%
20260806 $5.97 $4.08 43.9% 34%
20260805 $4.03 $4.03 42.6% 25%
20260804 $3.98 $3.98 42.4% 23%
20260803 $4.20 $4.20 44.4% 37%
20260731 $3.67 $3.67 41.3% 16%
20260730 $4.43 $4.43 42.1% 21%
20260729 $4.28 $4.28 42.1% 22%

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.