BILS · Expected Move
State Street SPDR Bloomberg 3-12 Month T-Bill ETF · ETF
The expected move for BILS 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).
BILS 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 BILS Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
3.0%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to BILS'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.
BILS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 3.0% | 4% |
| 20261020 | $0.00 | $0.00 | 23.8% | 100% |
| 20261019 | $0.00 | $0.00 | 2.9% | 6% |
| 20261016 | $2.83 | $2.38 | 2.8% | 5% |
| 20261015 | $0.40 | $0.28 | 2.7% | 4% |
| 20261014 | $2.83 | $0.25 | 2.6% | 4% |
| 20261013 | $2.83 | $2.38 | 2.6% | 3% |
| 20261012 | $2.83 | $1.83 | 2.5% | 3% |
| 20261009 | $0.42 | $0.28 | 2.5% | 2% |
| 20261008 | $0.42 | $2.43 | 2.4% | 1% |
| 20261007 | $0.42 | $2.43 | 2.3% | 1% |
| 20261006 | $0.42 | $0.28 | 2.3% | 1% |
| 20261005 | $0.42 | $2.43 | 2.2% | 0% |
| 20261002 | $2.43 | $2.43 | 2.4% | 2% |
| 20261001 | $1.03 | $1.03 | 2.9% | 5% |
| 20260930 | $1.12 | $1.12 | 4.6% | 19% |
| 20260929 | $2.62 | $2.62 | 7.1% | 38% |
| 20260928 | $0.38 | $0.38 | 3.2% | 8% |
| 20260925 | $2.60 | $2.60 | 8.2% | 47% |
| 20260924 | $3.52 | $3.52 | 15.1% | 100% |
| 20260923 | $0.35 | $0.35 | 10.1% | 62% |
| 20260922 | $0.35 | $0.35 | 2.2% | 0% |
| 20260921 | $0.38 | $0.38 | 4.5% | 17% |
| 20260918 | $4.70 | $4.55 | 2.8% | 4% |
| 20260917 | $4.70 | $4.55 | 2.7% | 4% |
| 20260916 | $2.50 | $4.55 | 2.6% | 3% |
| 20260915 | $4.80 | $4.55 | 2.6% | 3% |
| 20260914 | $2.48 | $4.55 | 2.6% | 2% |
| 20260911 | $2.48 | $4.55 | 2.8% | 5% |
| 20260910 | $2.58 | $4.55 | 2.8% | 5% |
| 20260909 | $2.48 | $4.60 | 3.1% | 8% |
| 20260908 | $2.48 | $4.60 | 2.9% | 6% |
| 20260904 | $2.48 | $4.60 | 3.3% | 9% |
| 20260903 | $2.48 | $4.60 | 3.2% | 9% |
| 20260902 | $4.55 | $4.55 | 2.9% | 6% |
| 20260901 | $4.55 | $4.55 | 3.0% | 6% |
| 20260831 | $4.60 | $4.60 | 4.3% | 17% |
| 20260828 | $4.60 | $4.60 | 6.1% | 31% |
| 20260827 | $4.65 | $4.65 | 9.5% | 57% |
| 20260826 | $4.75 | $4.75 | 7.3% | 40% |
| 20260825 | $4.65 | $4.65 | 3.4% | 10% |
| 20260824 | $4.65 | $4.65 | 4.5% | 19% |
| 20260821 | $4.65 | $4.55 | 5.3% | 25% |
| 20260820 | $4.70 | $4.55 | 2.8% | 5% |
| 20260819 | $4.70 | $4.55 | 2.8% | 4% |
| 20260818 | $4.70 | $4.55 | 2.8% | 4% |
| 20260817 | $4.70 | $4.55 | 2.7% | 3% |
| 20260814 | $4.80 | $4.55 | 3.1% | 6% |
| 20260813 | $4.95 | $4.55 | 3.7% | 9% |
| 20260812 | $4.80 | $4.55 | 3.8% | 10% |
| 20260811 | $2.42 | $3.45 | 3.6% | 8% |
| 20260810 | $2.62 | $2.27 | 3.7% | 9% |
| 20260807 | — | — | 4.1% | 11% |
| 20260806 | $2.65 | $2.30 | 3.9% | 10% |
| 20260805 | $2.33 | $2.33 | 4.0% | 11% |
| 20260804 | $2.33 | $2.33 | 4.2% | 12% |
| 20260803 | $2.35 | $2.35 | 2.5% | 2% |
| 20260731 | $2.00 | $2.00 | 4.7% | 15% |
| 20260730 | $2.48 | $2.48 | 5.1% | 17% |
| 20260729 | $2.00 | $2.00 | 5.2% | 18% |
More on BILS
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.