BIL · Expected Move
State Street SPDR Bloomberg 1-3 Month T-Bill ETF · ETF
The expected move for BIL 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).
BIL 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 BIL Expected Move
30-Day Straddle
$5.88
7-Day Straddle
$5.88
30-Day ATM IV
3.8%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to BIL'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.
BIL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.88 | $5.88 | 3.8% | 11% |
| 20261021 | $10.00 | $10.00 | 2.7% | 3% |
| 20261020 | $5.03 | $5.03 | 5.9% | 27% |
| 20261019 | $10.57 | $10.57 | 15.9% | 100% |
| 20261016 | $0.53 | $0.50 | 3.0% | 5% |
| 20261015 | $0.68 | $0.33 | 2.7% | 3% |
| 20261014 | $1.38 | $0.45 | 11.2% | 67% |
| 20261013 | $2.50 | $10.35 | 9.4% | 54% |
| 20261012 | $0.93 | $0.53 | 8.0% | 43% |
| 20261009 | $10.72 | $1.20 | 10.2% | 60% |
| 20261008 | $0.55 | $1.48 | 4.3% | 16% |
| 20261007 | $0.55 | $0.60 | 8.3% | 45% |
| 20261006 | $0.80 | $0.55 | 3.6% | 10% |
| 20261005 | $0.55 | $1.40 | 2.5% | 2% |
| 20261002 | $3.28 | $3.28 | 8.3% | 45% |
| 20261001 | $1.12 | $1.12 | 7.0% | 36% |
| 20260930 | $1.60 | $1.60 | 9.0% | 51% |
| 20260929 | $0.68 | $0.68 | 10.0% | 59% |
| 20260928 | $1.12 | $1.12 | 5.9% | 28% |
| 20260925 | $10.70 | $10.70 | 4.3% | 15% |
| 20260924 | $0.65 | $0.65 | 5.1% | 21% |
| 20260923 | $0.62 | $0.62 | 4.5% | 17% |
| 20260922 | $1.65 | $1.65 | 3.9% | 12% |
| 20260921 | $1.02 | $1.02 | 6.3% | 31% |
| 20260918 | $2.05 | $1.40 | 7.7% | 42% |
| 20260917 | $0.70 | $0.53 | 3.0% | 7% |
| 20260916 | $8.10 | $0.55 | 15.0% | 96% |
| 20260915 | $7.95 | $1.05 | 5.3% | 24% |
| 20260914 | $0.75 | $0.60 | 4.1% | 15% |
| 20260911 | $1.70 | $0.38 | 6.1% | 28% |
| 20260910 | $0.65 | $0.75 | 4.0% | 9% |
| 20260909 | $2.38 | $0.38 | 4.2% | 10% |
| 20260908 | $8.55 | $0.85 | 13.2% | 52% |
| 20260904 | $1.05 | $1.10 | 12.0% | 47% |
| 20260903 | $1.75 | $1.73 | 3.9% | 9% |
| 20260902 | $1.10 | $1.10 | 4.0% | 9% |
| 20260901 | $0.90 | $0.90 | 11.2% | 43% |
| 20260831 | $1.48 | $1.48 | 2.7% | 3% |
| 20260828 | $0.85 | $0.85 | 9.1% | 33% |
| 20260827 | $0.98 | $0.98 | 8.0% | 28% |
| 20260826 | $1.23 | $1.23 | 8.3% | 29% |
| 20260825 | $0.88 | $0.88 | 9.7% | 36% |
| 20260824 | $1.15 | $1.15 | 7.1% | 24% |
| 20260821 | $0.85 | $0.43 | 4.3% | 10% |
| 20260820 | $1.00 | $0.62 | 2.3% | 1% |
| 20260819 | $7.85 | $0.68 | 15.3% | 63% |
| 20260818 | $0.38 | $0.53 | 5.2% | 15% |
| 20260817 | $0.88 | $0.48 | 3.6% | 7% |
| 20260814 | $7.85 | $2.00 | 13.9% | 56% |
| 20260813 | $1.67 | $1.55 | 12.2% | 48% |
| 20260812 | $1.23 | $1.55 | 5.4% | 16% |
| 20260811 | $0.90 | $2.08 | 7.5% | 26% |
| 20260810 | $0.40 | $0.65 | 4.4% | 11% |
| 20260807 | — | — | 11.7% | 45% |
| 20260806 | $0.42 | $1.15 | 4.3% | 10% |
| 20260805 | $1.15 | $1.15 | 4.4% | 11% |
| 20260804 | $1.08 | $1.08 | 4.0% | 9% |
| 20260803 | $1.10 | $1.10 | 6.1% | 19% |
| 20260731 | $2.50 | $2.50 | 11.0% | 42% |
| 20260730 | $1.00 | $1.00 | 7.3% | 25% |
More on BIL
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.