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: 30-day at-the-money implied volatility (right axis).

Current SWIM Expected Move
30-Day Straddle
$1.35
7-Day Straddle
$1.18
30-Day ATM IV
59.3%
IV Rank
4%
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 StraddleATM IVIV Rank
20261113 $1.35 $1.18 59.3% 4%
20261112 $8.47 $8.28 66.2% 7%
20261111 $8.72 $8.47 — —
20261110 $1.52 $8.32 57.7% 4%
20261109 $1.43 $1.32 88.0% 17%
20261106 $0.95 $0.57 48.7% 0%
20261105 $1.20 $0.97 144.7% 39%
20261104 $1.05 $1.05 215.5% 70%
20261103 $1.18 $1.18 63.2% 3%
20261102 $1.40 $1.40 90.2% 15%
20261030 $1.35 $1.35 84.4% 12%
20261029 $1.50 $1.50 85.1% 13%
20261028 $1.80 $1.80 106.2% 22%
20261027 $1.47 $1.47 87.6% 14%
20261026 $1.55 $1.55 88.3% 14%
20261023 $1.57 $1.57 93.5% 16%
20261022 $2.05 $2.05 117.1% 27%
20261021 $1.80 $1.80 117.8% 27%
20261020 $1.93 $1.93 — —
20261019 $1.95 $1.95 99.7% 19%
20261016 $8.90 $8.72 — —
20261015 $3.77 $1.22 — —
20261014 $2.15 $1.15 87.0% 14%
20261013 $8.78 $1.17 — —
20261012 $1.47 $1.40 — —
20261009 $1.60 $1.17 103.2% 21%
20261008 $8.72 $1.00 100.4% 19%
20261007 $1.77 $8.62 91.6% 16%
20261006 $1.78 $1.50 98.3% 18%
20261005 $2.05 $1.65 106.8% 22%
20261002 $1.55 $1.55 102.0% 20%
20261001 $2.25 $2.25 96.8% 18%
20260930 $2.00 $2.00 84.6% 12%
20260929 $2.30 $2.30 — —
20260928 $1.72 $1.72 81.0% 11%
20260925 $8.97 $8.97 100.5% 19%
20260924 $1.80 $1.80 98.7% 19%
20260923 $1.68 $1.68 91.0% 15%
20260922 $1.25 $1.25 78.6% 10%
20260921 $2.33 $2.33 109.5% 23%
20260918 $1.55 $1.38 — —
20260917 $8.78 $1.57 83.0% 12%
20260916 $1.57 $8.70 128.3% 32%
20260915 $1.60 $2.00 121.0% 28%
20260914 $2.28 $1.98 90.4% 15%
20260911 $1.93 $1.78 104.4% 21%
20260910 $11.15 $1.30 63.7% 3%
20260909 $1.52 $1.20 95.0% 17%
20260908 $1.62 $1.23 92.9% 16%
20260904 $1.20 $1.02 70.9% 6%
20260903 $1.70 $1.10 79.3% 10%
20260902 $1.12 $1.12 82.2% 11%
20260901 $1.88 $1.88 89.3% 15%
20260831 $1.23 $1.23 86.6% 13%
20260828 $1.02 $1.02 71.1% 7%
20260827 $1.35 $1.35 71.5% 7%
20260826 $1.07 $1.07 58.9% 1%
20260825 $8.40 $8.40 88.5% 14%
20260824 $0.90 $0.90 64.5% 4%
20260821 $1.07 $0.53 62.6% 3%

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.