SWBI · Expected Move

Smith & Wesson Brands, Inc. Common Stock

The expected move for SWBI 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).

SWBI 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 SWBI Expected Move
30-Day Straddle
$1.20
7-Day Straddle
$1.20
30-Day ATM IV
45.8%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to SWBI'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.
SWBI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $1.20 $1.20 45.8% 44%
20261023 $1.12 $1.12 38.8% 13%
20261022 $1.20 $1.20 35.8% 9%
20261021 $1.18 $1.18 33.8% 7%
20261020 $1.25 $1.25 35.6% 9%
20261019 $1.15 $1.15 32.2% 5%
20261016 $1.05 $0.15 30.5% 3%
20261015 $1.15 $0.65 31.6% 4%
20261014 $1.12 $0.38 30.9% 3%
20261013 $1.27 $0.38 33.5% 6%
20261012 $1.27 $0.45 34.3% 7%
20261009 $1.25 $0.53 33.5% 6%
20261008 $1.30 $0.65 33.6% 6%
20261007 $1.40 $0.72 52.6% 29%
20261006 $1.38 $0.57 32.9% 6%
20261005 $1.38 $0.65 44.5% 19%
20261002 $0.85 $0.85 34.0% 7%
20261001 $0.80 $0.80 33.6% 6%
20260930 $0.77 $0.77 32.9% 6%
20260929 $0.75 $0.75 34.3% 7%
20260928 $0.85 $0.85 32.8% 6%
20260925 $0.85 $0.85 31.4% 4%
20260924 $0.88 $0.88 32.6% 5%
20260923 $0.93 $0.93 33.6% 6%
20260922 $0.98 $0.98 33.8% 7%
20260921 $0.98 $0.98 33.5% 6%
20260918 $0.95 $0.40 31.1% 3%
20260917 $1.07 $2.85 34.5% 8%
20260916 $1.05 $0.38 35.2% 8%
20260915 $1.07 $0.43 35.5% 9%
20260914 $1.02 $0.53 32.9% 6%
20260911 $1.10 $0.47 34.0% 7%
20260910 $1.20 $0.62 43.4% 18%
20260909 $1.20 $0.70 35.4% 9%
20260908 $1.12 $0.68 34.6% 8%
20260904 $1.23 $0.75 35.4% 9%
20260903 $1.82 $1.62 61.9% 40%
20260902 $1.62 $1.62 60.6% 38%
20260901 $1.67 $1.67 60.1% 38%
20260831 $1.68 $1.68 60.2% 38%
20260828 $1.67 $1.67 62.3% 40%
20260827 $1.73 $1.73 59.3% 37%
20260826 $1.80 $1.80 66.3% 45%
20260825 $1.73 $1.73 64.0% 42%
20260824 $1.83 $1.83 64.5% 43%
20260821 $1.93 $0.08 60.2% 38%
20260820 $1.95 $0.38 61.6% 40%
20260819 $1.77 $0.50 55.2% 32%
20260818 $1.85 $0.33 56.5% 33%
20260817 $1.95 $0.40 58.1% 35%
20260814 $2.02 $0.55 55.0% 32%
20260813 $1.97 $0.68 36.6% 10%
20260812 $2.02 $0.72 56.3% 33%
20260811 $1.95 $0.75 52.8% 29%
20260810 $1.82 $0.70 48.2% 24%
20260807 — — 51.7% 28%
20260806 $2.12 $0.85 49.8% 26%
20260805 $0.88 $0.88 48.4% 24%
20260804 $0.85 $0.85 53.7% 30%
20260803 $0.97 $0.97 48.3% 24%

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.