CWB · Expected Move
State Street SPDR Bloomberg Convertible Securities ETF · ETF
The expected move for CWB 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).
CWB 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 CWB Expected Move
30-Day Straddle
$4.47
7-Day Straddle
$4.47
30-Day ATM IV
20.8%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to CWB'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.
CWB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.47 | $4.47 | 20.8% | 25% |
| 20261020 | $4.62 | $4.62 | 30.5% | 100% |
| 20261019 | $5.38 | $5.38 | 23.1% | 67% |
| 20261016 | $5.28 | $1.38 | 22.5% | 60% |
| 20261015 | $5.12 | $2.30 | 21.0% | 41% |
| 20261014 | $5.65 | $2.15 | 22.7% | 61% |
| 20261013 | $5.32 | $1.55 | 20.8% | 39% |
| 20261012 | $5.08 | $2.58 | 17.6% | 0% |
| 20261009 | $5.45 | $2.20 | 20.0% | 23% |
| 20261008 | $5.62 | $2.67 | 20.6% | 30% |
| 20261007 | $5.90 | $2.85 | 20.8% | 33% |
| 20261006 | $6.03 | $3.30 | 20.7% | 32% |
| 20261005 | $5.92 | $2.50 | 20.2% | 26% |
| 20261002 | $3.10 | $3.10 | 18.7% | 6% |
| 20261001 | $4.07 | $4.07 | 21.4% | 41% |
| 20260930 | $3.58 | $3.58 | 19.6% | 17% |
| 20260929 | $4.07 | $4.07 | 19.4% | 15% |
| 20260928 | $3.90 | $3.90 | 20.0% | 23% |
| 20260925 | $4.30 | $4.30 | 19.8% | 20% |
| 20260924 | $4.08 | $4.08 | 18.9% | 9% |
| 20260923 | $3.55 | $3.55 | 18.3% | 1% |
| 20260922 | $4.05 | $4.05 | 18.9% | 9% |
| 20260921 | $4.30 | $4.30 | 19.4% | 15% |
| 20260918 | $4.55 | $1.73 | 20.3% | 27% |
| 20260917 | $4.65 | $1.83 | 19.9% | 22% |
| 20260916 | $5.05 | $2.48 | 22.5% | 50% |
| 20260915 | $5.28 | $2.88 | 22.2% | 56% |
| 20260914 | $4.92 | $2.50 | 20.9% | 43% |
| 20260911 | $5.00 | $3.10 | 20.6% | 40% |
| 20260910 | $5.72 | $3.05 | 22.5% | 59% |
| 20260909 | $5.55 | $3.58 | 21.2% | 46% |
| 20260908 | $5.05 | $3.60 | 21.9% | 58% |
| 20260904 | $5.30 | $3.30 | 19.4% | 35% |
| 20260903 | $5.40 | $3.23 | 19.0% | 38% |
| 20260902 | $3.90 | $3.90 | 21.2% | 56% |
| 20260901 | $3.67 | $3.67 | 20.8% | 53% |
| 20260831 | $3.67 | $3.67 | 19.2% | 42% |
| 20260828 | $4.12 | $4.12 | 20.4% | 51% |
| 20260827 | $4.30 | $4.30 | 22.5% | 68% |
| 20260826 | $4.83 | $4.83 | 21.4% | 59% |
| 20260825 | $3.65 | $3.65 | 20.0% | 48% |
| 20260824 | $4.47 | $4.47 | 21.5% | 59% |
| 20260821 | $4.65 | $2.08 | 23.8% | 77% |
| 20260820 | $5.35 | $2.23 | 21.9% | 63% |
| 20260819 | $5.58 | $2.35 | 22.6% | 69% |
| 20260818 | $5.90 | $3.05 | 21.6% | 60% |
| 20260817 | $5.25 | $2.62 | 20.5% | 52% |
| 20260814 | $4.82 | $2.70 | 19.1% | 41% |
| 20260813 | $5.65 | $3.72 | 19.3% | 42% |
| 20260812 | $5.40 | $3.60 | 20.9% | 55% |
| 20260811 | $6.15 | $4.42 | 23.8% | 78% |
| 20260810 | $5.75 | $3.95 | 21.9% | 63% |
| 20260807 | — | — | 23.1% | 72% |
| 20260806 | $6.25 | $4.17 | 22.4% | 67% |
| 20260805 | $4.15 | $4.15 | 21.0% | 56% |
| 20260804 | $3.80 | $3.80 | 20.8% | 54% |
| 20260803 | $4.17 | $4.17 | 20.7% | 53% |
| 20260731 | $4.65 | $4.65 | 22.9% | 71% |
| 20260730 | $4.07 | $4.07 | 20.8% | 55% |
| 20260729 | $5.92 | $5.92 | 25.9% | 94% |
More on CWB
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.