AGGY · Expected Move
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund · ETF
The expected move for AGGY 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).
AGGY 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 AGGY Expected Move
30-Day Straddle
$1.35
7-Day Straddle
$1.35
30-Day ATM IV
16.1%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to AGGY'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.
AGGY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.35 | $1.35 | 16.1% | 40% |
| 20261020 | $3.00 | $3.00 | 18.2% | 51% |
| 20261019 | $1.35 | $1.35 | 14.9% | 33% |
| 20261016 | $1.38 | $1.10 | 13.2% | 24% |
| 20261015 | $1.40 | $2.93 | 15.9% | 39% |
| 20261014 | $3.05 | $3.05 | 17.6% | 48% |
| 20261013 | $1.45 | $4.90 | 15.2% | 35% |
| 20261012 | $3.08 | $1.15 | 12.8% | 22% |
| 20261009 | $4.90 | $3.12 | 16.2% | 41% |
| 20261008 | $3.23 | $1.12 | 20.7% | 66% |
| 20261007 | $3.15 | $3.00 | 13.6% | 26% |
| 20261006 | $1.50 | $1.15 | 18.1% | 51% |
| 20261005 | $4.90 | $2.98 | 18.9% | 55% |
| 20261002 | $1.23 | $1.23 | 23.9% | 83% |
| 20261001 | $1.20 | $1.20 | 20.8% | 66% |
| 20260930 | $1.23 | $1.23 | 22.7% | 76% |
| 20260929 | $2.98 | $2.98 | 19.1% | 57% |
| 20260928 | $1.20 | $1.20 | 20.1% | 62% |
| 20260925 | $2.92 | $2.92 | 19.1% | 57% |
| 20260924 | $1.30 | $1.30 | 22.2% | 74% |
| 20260923 | $1.15 | $1.15 | 21.7% | 71% |
| 20260922 | $1.25 | $1.25 | 24.2% | 85% |
| 20260921 | $1.30 | $1.30 | 24.6% | 87% |
| 20260918 | $1.27 | $1.62 | 25.8% | 94% |
| 20260917 | $1.30 | $1.15 | 25.9% | 94% |
| 20260916 | $1.23 | $1.10 | 25.2% | 90% |
| 20260915 | $1.32 | $1.10 | 27.0% | 100% |
| 20260914 | $1.27 | $1.10 | 25.3% | 94% |
| 20260911 | $1.30 | $1.15 | 23.3% | 83% |
| 20260910 | $1.32 | $1.20 | 22.2% | 77% |
| 20260909 | $1.40 | $1.25 | 20.2% | 65% |
| 20260908 | $1.42 | $1.27 | 20.7% | 68% |
| 20260904 | $1.48 | $1.27 | 11.1% | 13% |
| 20260903 | $1.50 | $1.30 | 18.0% | 53% |
| 20260902 | $1.30 | $1.30 | 21.1% | 70% |
| 20260901 | $3.17 | $3.17 | 16.6% | 44% |
| 20260831 | $1.25 | $1.25 | 17.0% | 47% |
| 20260828 | $1.18 | $1.18 | 22.0% | 76% |
| 20260827 | $1.20 | $1.20 | 14.5% | 32% |
| 20260826 | $3.05 | $3.05 | 13.9% | 29% |
| 20260825 | $1.25 | $1.25 | 14.3% | 31% |
| 20260824 | $2.95 | $2.95 | 14.2% | 31% |
| 20260821 | $2.92 | $1.18 | 11.4% | 15% |
| 20260820 | $1.30 | $1.15 | 10.8% | 11% |
| 20260819 | $1.27 | $1.07 | 12.1% | 19% |
| 20260818 | $1.35 | $1.20 | 13.1% | 24% |
| 20260817 | $1.35 | $1.18 | 8.9% | 0% |
| 20260814 | $1.32 | $1.10 | 14.9% | 0% |
| 20260813 | $3.15 | $2.95 | 17.8% | 22% |
| 20260812 | $1.32 | $1.10 | 16.5% | 10% |
| 20260811 | $1.65 | $3.02 | 17.3% | 18% |
| 20260810 | $2.15 | $1.85 | 24.0% | 79% |
| 20260807 | — | — | 21.7% | 58% |
| 20260806 | $2.17 | $1.85 | 21.5% | 56% |
| 20260805 | $1.77 | $1.77 | 23.6% | 76% |
| 20260804 | $1.75 | $1.75 | 18.1% | 25% |
| 20260803 | $1.90 | $1.90 | 20.7% | 49% |
| 20260731 | $1.98 | $1.98 | 21.0% | 52% |
| 20260730 | $5.85 | $5.85 | 24.5% | 84% |
| 20260729 | $1.93 | $1.93 | 21.4% | 56% |
More on AGGY
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