CERY · Expected Move

State Street SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF · ETF

The expected move for CERY 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).

CERY 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 CERY Expected Move
30-Day Straddle
$1.18
7-Day Straddle
$1.18
30-Day ATM IV
31.9%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to CERY'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.
CERY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.18 $1.18 31.9% 17%
20261020 $2.45 $2.45 31.5% 16%
20261019 $1.12 $1.12 31.0% 15%
20261016 $2.55 $1.68 29.1% 11%
20261015 $2.67 $1.80 30.8% 15%
20261014 $2.70 $1.90 30.2% 13%
20261013 $2.73 $2.00 29.5% 15%
20261012 $2.88 $2.00 30.1% 16%
20261009 $2.78 $2.00 31.8% 20%
20261008 $2.72 $1.98 31.5% 19%
20261007 $2.78 $2.08 30.6% 17%
20261006 $2.78 $2.17 30.8% 18%
20261005 $2.90 $2.15 33.1% 23%
20261002 $2.17 $2.17 29.2% 14%
20261001 $2.25 $2.25 30.0% 16%
20260930 $2.25 $2.25 30.7% 17%
20260929 $2.28 $2.28 30.0% 16%
20260928 $2.28 $2.28 30.1% 16%
20260925 $2.27 $2.27 29.0% 14%
20260924 $2.25 $2.25 29.8% 15%
20260923 $2.33 $2.33 29.3% 14%
20260922 $2.38 $2.38 29.5% 15%
20260921 $2.33 $2.33 29.0% 13%
20260918 $2.38 $1.62 29.9% 16%
20260917 $2.42 $1.73 30.0% 16%
20260916 $2.67 $1.82 30.9% 18%
20260915 $2.58 $1.88 27.4% 10%
20260914 $2.65 $1.93 30.2% 16%
20260911 $2.67 $2.05 29.0% 13%
20260910 $2.67 $1.97 26.3% 8%
20260909 $2.75 $2.02 28.6% 13%
20260908 $2.73 $2.12 29.4% 14%
20260904 $2.70 $2.15 30.6% 17%
20260903 $2.77 $2.15 30.4% 17%
20260902 $2.20 $2.20 30.6% 17%
20260901 $2.17 $2.17 29.7% 15%
20260831 $3.67 $3.67 24.9% 4%
20260828 $2.25 $2.25 31.6% 19%
20260827 $2.25 $2.25 32.1% 20%
20260826 $2.27 $2.27 34.4% 25%
20260825 $2.35 $2.35 35.1% 26%
20260824 $2.38 $2.38 32.5% 20%
20260821 $2.48 $3.00 27.3% 9%
20260820 $2.42 $1.75 30.2% 15%
20260819 $2.58 $1.88 33.5% 22%
20260818 $2.48 $1.85 31.2% 17%
20260817 $2.48 $1.90 29.1% 13%
20260814 $2.42 $1.45 35.6% 27%
20260813 $2.55 $1.98 36.6% 29%
20260812 $2.60 $2.05 34.4% 17%
20260811 $2.60 $2.02 31.1% 12%
20260810 $3.90 $2.45 27.8% 7%
20260807 — — 34.5% 17%
20260806 $4.80 $4.80 29.7% 10%
20260805 $2.52 $2.52 28.9% 9%
20260804 $2.65 $2.65 28.2% 8%
20260803 $2.55 $2.55 26.2% 5%
20260731 $1.95 $1.95 25.3% 4%
20260730 $1.95 $1.95 28.3% 8%
20260729 $2.35 $2.35 41.2% 28%

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.