BWX · Expected Move

State Street SPDR Bloomberg International Treasury Bond ETF · ETF

The expected move for BWX 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).

BWX 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 BWX Expected Move
30-Day Straddle
$1.30
7-Day Straddle
$1.30
30-Day ATM IV
9.9%
IV Rank
1%
Implied one-standard-deviation move through the next 30 days. Compare to BWX'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.
BWX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.30 $1.30 9.9% 1%
20261020 $1.68 $1.68 9.7% 0%
20261019 $1.30 $1.30 23.4% 30%
20261016 $0.78 $2.83 36.6% 63%
20261015 $0.80 $0.75 21.1% 24%
20261014 $0.75 $0.75 20.1% 22%
20261013 $0.75 $0.75 11.5% 0%
20261012 $0.75 $0.75 12.7% 2%
20261009 $0.75 $0.75 14.7% 7%
20261008 $0.75 $0.75 17.7% 15%
20261007 $0.75 $0.75 16.7% 12%
20261006 $0.75 $0.75 13.4% 4%
20261005 $0.75 $0.75 18.4% 17%
20261002 $0.75 $0.75 22.0% 26%
20261001 $0.75 $0.75 17.2% 13%
20260930 $0.75 $0.75 15.6% 9%
20260929 $0.75 $0.75 14.0% 5%
20260928 $1.62 $1.62 15.2% 9%
20260925 $0.75 $0.75 18.5% 17%
20260924 $0.75 $0.75 15.3% 9%
20260923 $1.35 $1.35 17.5% 14%
20260922 $1.73 $1.73 15.1% 11%
20260921 $0.90 $0.90 19.8% 27%
20260918 $1.43 $2.42 20.0% 28%
20260917 $1.45 $1.38 26.2% 42%
20260916 $1.38 $1.45 19.3% 26%
20260915 $1.38 $1.38 30.2% 51%
20260914 $1.40 $1.70 16.6% 20%
20260911 $1.32 $1.65 18.0% 23%
20260910 $1.35 $0.75 18.6% 24%
20260909 $0.75 $0.75 16.7% 20%
20260908 $0.75 $0.75 16.6% 20%
20260904 $0.57 $0.75 15.9% 18%
20260903 $0.75 $0.75 15.6% 17%
20260902 $0.75 $0.75 16.1% 19%
20260901 $1.30 $1.30 17.5% 22%
20260831 $0.75 $0.75 23.0% 34%
20260828 $0.72 $0.72 21.2% 30%
20260827 $0.75 $0.75 20.5% 19%
20260826 $1.62 $1.62 22.3% 22%
20260825 $0.75 $0.75 18.6% 16%
20260824 $0.75 $0.75 18.0% 15%
20260821 $0.75 $3.38 15.1% 11%
20260820 $0.75 $0.75 14.8% 10%
20260819 $0.75 $0.75 12.6% 7%
20260818 $0.75 $0.75 14.0% 9%
20260817 $1.25 $0.75 11.9% 6%
20260814 $1.75 $1.60 15.5% 11%
20260813 $1.20 $0.75 19.8% 18%
20260812 $1.10 $0.75 20.5% 19%
20260811 $1.30 $0.75 25.7% 27%
20260810 $1.38 $0.75 34.1% 40%
20260806 $1.75 $1.25 34.1% 40%
20260805 $2.25 $2.25 28.4% 31%
20260804 $0.75 $0.75 39.7% 48%
20260803 $0.75 $0.75 24.1% 24%
20260731 $1.25 $1.25 23.2% 23%
20260730 $0.80 $0.80 51.5% 66%
20260729 $1.38 $1.38 34.1% 40%
20260728 $2.42 $2.42 21.8% 21%

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.