SWIM · Expected Move

Latham Group, Inc. Common Stock

The expected move for SWIM 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).

SWIM straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current SWIM Expected Move
30-Day Straddle
$2.30
7-Day Straddle
$2.30
Avg IV
210.4%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to SWIM'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.
SWIM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260929 $2.30 $2.30 210.4% 100%
20260928 $1.72 $1.72 143.6% 62%
20260925 $8.97 $8.97 135.7% 57%
20260924 $1.80 $1.80 155.4% 69%
20260923 $1.68 $1.68 130.2% 54%
20260922 $1.25 $1.25 103.0% 37%
20260921 $2.33 $2.33 128.0% 52%
20260918 $1.55 $1.38 162.6% 74%
20260917 $8.78 $1.57 150.0% 66%
20260916 $1.57 $8.70 165.2% 76%
20260915 $1.60 $2.00 159.4% 55%
20260914 $2.28 $1.98 97.8% 26%
20260911 $1.93 $1.78 139.6% 46%
20260910 $11.15 $1.30 139.4% 38%
20260909 $1.52 $1.20 136.2% 37%
20260908 $1.62 $1.23 44.3% 0%
20260904 $1.20 $1.02 95.3% 15%
20260903 $1.70 $1.10 75.6% 6%
20260902 $1.12 $1.12 167.9% 46%
20260901 $1.88 $1.88 122.9% 27%
20260831 $1.23 $1.23 164.7% 45%
20260828 $1.02 $1.02 145.4% 36%
20260827 $1.35 $1.35 171.1% 47%
20260826 $1.07 $1.07 119.2% 25%
20260825 $8.40 $8.40 137.0% 33%
20260824 $0.90 $0.90 155.5% 41%
20260821 $1.07 $0.53 148.1% 38%
20260820 $1.30 $0.65 113.0% 22%
20260819 $1.50 $0.50 95.2% 15%
20260818 $1.02 $0.50 156.6% 41%
20260817 $1.20 $0.65 127.6% 29%
20260814 $1.30 $7.80 146.8% 37%
20260813 $1.58 $0.53 122.3% 26%
20260812 $1.60 $0.40 93.7% 14%
20260811 $1.45 $1.07 99.7% 17%
20260810 $1.80 $0.80 131.3% 30%
20260806 $1.27 $0.93 104.0% 19%
20260805 $1.02 $1.02 199.7% 60%
20260804 $1.67 $1.67 196.3% 58%
20260803 $1.27 $1.27 204.4% 62%
20260731 $0.97 $0.97 184.1% 53%
20260730 $1.12 $1.12 182.1% 52%
20260729 $1.70 $1.70 183.1% 53%
20260728 $1.23 $1.23 175.6% 49%
20260727 $1.62 $1.62 157.4% 42%
20260724 $1.30 $1.30 126.6% 28%
20260723 $1.80 $1.80 165.3% 45%
20260722 $1.73 $1.73 153.6% 40%
20260721 $1.23 $1.23 121.9% 26%
20260720 $1.75 $1.75 121.9% 26%
20260716 $1.57 $1.40 117.4% 24%
20260715 $8.70 $1.07 108.5% 20%
20260714 $2.60 $1.40 99.3% 17%
20260713 $1.65 $8.62 119.9% 25%
20260710 $8.93 $8.62 102.8% 18%
20260709 $1.48 $8.40 78.5% 8%
20260708 $2.15 $1.88 144.7% 27%
20260707 $8.45 $1.60 123.3% 20%
20260706 $8.95 $8.70 123.8% 20%
20260702 $2.40 $2.40 167.3% 34%

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.