SWAN · Expected Move
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The expected move for SWAN 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).
SWAN 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 SWAN Expected Move
30-Day Straddle
$1.27
7-Day Straddle
$1.27
30-Day ATM IV
12.5%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to SWAN'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.
SWAN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.27 | $1.27 | 12.5% | 11% |
| 20261021 | $1.12 | $1.12 | 14.7% | 19% |
| 20261020 | $1.70 | $1.70 | 26.1% | 60% |
| 20261019 | $1.27 | $1.27 | 12.1% | 9% |
| 20261016 | $1.77 | $2.58 | 14.8% | 19% |
| 20261015 | $0.97 | $0.75 | — | — |
| 20261014 | $1.38 | $0.82 | 11.5% | 7% |
| 20261013 | $1.75 | $2.20 | 10.8% | 4% |
| 20261012 | $11.03 | $0.85 | — | — |
| 20261009 | $1.73 | $0.80 | 16.9% | 26% |
| 20261008 | $1.20 | $0.75 | 24.3% | 53% |
| 20261007 | $2.00 | $1.02 | 18.1% | 31% |
| 20261006 | $2.30 | $1.52 | 16.9% | 27% |
| 20261005 | $1.23 | $1.10 | 13.8% | 15% |
| 20261002 | $0.75 | $0.75 | 16.5% | 25% |
| 20261001 | $7.88 | $7.88 | 9.5% | 0% |
| 20260930 | $0.93 | $0.93 | 11.5% | 5% |
| 20260929 | $1.05 | $1.05 | 11.6% | 6% |
| 20260928 | $1.12 | $1.12 | 17.6% | 28% |
| 20260925 | $1.25 | $1.25 | 19.0% | 33% |
| 20260924 | $0.88 | $0.88 | 14.8% | 17% |
| 20260923 | $1.40 | $1.40 | — | — |
| 20260922 | $1.15 | $1.15 | 11.1% | 4% |
| 20260921 | $1.05 | $1.05 | 15.9% | 21% |
| 20260918 | $1.15 | $2.73 | 20.5% | 38% |
| 20260917 | $1.27 | $1.02 | 16.3% | 23% |
| 20260916 | $1.18 | $0.97 | 18.0% | 29% |
| 20260915 | $2.95 | $1.07 | 14.2% | 15% |
| 20260914 | $1.10 | $1.07 | — | — |
| 20260911 | $1.20 | $1.60 | 18.1% | 23% |
| 20260910 | $11.20 | $1.05 | 24.5% | 41% |
| 20260909 | $1.70 | $1.00 | 17.8% | 22% |
| 20260908 | $2.67 | $2.85 | 16.9% | 20% |
| 20260904 | $1.55 | $1.43 | 26.6% | 47% |
| 20260903 | $1.23 | $1.02 | 17.5% | 21% |
| 20260902 | $1.02 | $1.02 | 16.1% | 17% |
| 20260901 | $1.05 | $1.05 | 16.7% | 19% |
| 20260831 | $1.10 | $1.10 | 13.3% | 9% |
| 20260828 | $1.40 | $1.40 | 17.8% | 22% |
| 20260827 | $2.50 | $2.50 | 22.0% | 34% |
| 20260826 | $3.00 | $3.00 | 15.7% | 16% |
| 20260825 | $2.25 | $2.25 | 19.2% | 26% |
| 20260824 | $1.55 | $1.55 | 12.7% | 8% |
| 20260821 | $1.60 | $2.62 | 13.7% | 10% |
| 20260820 | $1.88 | $1.52 | 13.1% | 9% |
| 20260819 | $1.18 | $1.10 | 12.4% | 7% |
| 20260818 | $1.30 | $0.95 | 13.3% | 9% |
| 20260817 | $1.52 | $0.75 | 12.6% | 7% |
| 20260814 | $2.75 | $8.00 | 11.0% | 3% |
| 20260813 | $1.57 | $2.20 | 10.0% | 0% |
| 20260812 | $1.15 | $9.90 | 11.1% | 3% |
| 20260811 | $1.05 | $8.55 | 18.5% | 24% |
| 20260810 | $2.35 | $8.50 | 20.9% | 31% |
| 20260807 | — | — | 11.8% | 5% |
| 20260806 | $2.85 | $1.65 | 11.8% | 5% |
| 20260805 | $1.20 | $1.20 | 14.7% | 13% |
| 20260804 | $8.43 | $8.43 | 18.3% | 23% |
| 20260803 | $1.30 | $1.30 | 11.8% | 5% |
| 20260731 | $1.90 | $1.90 | 11.8% | 5% |
| 20260730 | $2.35 | $2.35 | 12.9% | 8% |
More on SWAN
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.