CTA · Expected Move
Simplify Managed Futures Strategy ETF · ETF
The expected move for CTA 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).
CTA 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 CTA Expected Move
30-Day Straddle
$3.05
7-Day Straddle
$3.05
30-Day ATM IV
37.7%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to CTA'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.
CTA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.05 | $3.05 | 37.7% | 38% |
| 20261022 | $2.95 | $2.95 | 23.8% | 9% |
| 20261021 | $3.00 | $3.00 | 23.1% | 7% |
| 20261020 | $2.98 | $2.98 | 22.5% | 6% |
| 20261019 | $3.03 | $3.03 | 24.7% | 11% |
| 20261016 | $3.00 | $2.83 | 40.6% | 44% |
| 20261015 | $3.12 | $1.68 | 47.7% | 59% |
| 20261014 | $4.22 | $1.60 | 66.8% | 100% |
| 20261013 | $4.05 | $1.60 | 27.3% | 18% |
| 20261012 | $3.35 | $0.90 | 44.0% | 57% |
| 20261009 | $3.35 | $2.42 | 34.7% | 35% |
| 20261008 | $3.40 | $2.00 | 50.3% | 71% |
| 20261007 | $3.40 | $2.42 | 29.7% | 23% |
| 20261006 | $3.50 | $2.47 | 37.0% | 40% |
| 20261005 | $3.60 | $2.60 | 42.0% | 52% |
| 20261002 | $2.58 | $2.58 | 36.2% | 38% |
| 20261001 | $2.83 | $2.83 | 36.8% | 40% |
| 20260930 | $2.73 | $2.73 | 30.9% | 26% |
| 20260929 | $1.95 | $1.95 | 38.7% | 44% |
| 20260928 | $2.80 | $2.80 | 43.4% | 55% |
| 20260925 | $2.92 | $2.92 | 54.9% | 82% |
| 20260924 | $2.88 | $2.88 | 33.5% | 32% |
| 20260923 | $3.00 | $3.00 | 47.8% | 66% |
| 20260922 | $3.10 | $3.10 | 39.9% | 47% |
| 20260921 | $2.15 | $2.15 | 40.0% | 47% |
| 20260918 | $3.15 | $2.02 | 42.8% | 54% |
| 20260917 | $2.38 | $0.70 | 32.1% | 29% |
| 20260916 | $3.25 | $1.45 | 36.8% | 40% |
| 20260915 | $3.40 | $1.73 | 30.8% | 26% |
| 20260914 | $3.25 | $1.02 | 49.7% | 70% |
| 20260911 | $3.35 | $1.95 | 37.4% | 41% |
| 20260910 | $3.65 | $2.02 | 45.1% | 59% |
| 20260909 | $3.65 | $2.98 | 39.7% | 47% |
| 20260908 | $2.62 | $1.80 | 36.2% | 38% |
| 20260904 | $3.65 | $2.65 | 38.2% | 43% |
| 20260903 | $3.80 | $2.92 | 37.5% | 42% |
| 20260902 | $2.42 | $2.42 | 30.3% | 25% |
| 20260901 | $2.42 | $2.42 | 36.8% | 40% |
| 20260831 | $5.00 | $5.00 | 34.1% | 34% |
| 20260828 | $2.85 | $2.85 | 37.5% | 42% |
| 20260827 | $2.48 | $2.48 | 39.2% | 45% |
| 20260826 | $2.55 | $2.55 | 42.9% | 54% |
| 20260825 | $2.38 | $2.38 | 41.6% | 51% |
| 20260824 | $2.25 | $2.25 | 37.0% | 40% |
| 20260821 | $2.88 | $3.60 | 32.4% | 30% |
| 20260820 | $2.88 | $2.30 | 32.0% | 29% |
| 20260819 | $2.10 | $2.22 | 34.0% | 33% |
| 20260818 | $2.02 | $2.25 | 36.6% | 39% |
| 20260817 | $2.10 | $1.70 | 31.9% | 28% |
| 20260814 | $3.17 | $2.27 | 43.9% | 56% |
| 20260813 | $2.90 | $2.33 | 33.0% | 31% |
| 20260812 | $3.98 | $2.47 | 30.2% | 25% |
| 20260811 | $2.80 | $2.20 | 32.9% | 31% |
| 20260810 | $2.75 | $3.67 | 30.7% | 26% |
| 20260807 | — | — | 28.4% | 20% |
| 20260806 | $2.10 | $1.95 | 29.4% | 22% |
| 20260805 | $2.12 | $2.12 | 33.1% | 31% |
| 20260804 | $2.38 | $2.38 | 32.0% | 29% |
| 20260803 | $2.17 | $2.17 | 32.8% | 32% |
| 20260731 | $2.47 | $2.47 | 43.7% | 57% |
More on CTA
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.