EBND · Expected Move
State Street SPDR Bloomberg Emerging Markets Local Bond ETF · ETF
The expected move for EBND 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).
EBND 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 EBND Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
24.0%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to EBND'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.
EBND Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.00 | $0.00 | 24.0% | 54% |
| 20261021 | $0.00 | $0.00 | 22.5% | 48% |
| 20261020 | $0.00 | $0.00 | 34.9% | 100% |
| 20261019 | $0.00 | $0.00 | 22.2% | 56% |
| 20261016 | $1.68 | $2.85 | 21.7% | 53% |
| 20261015 | $1.73 | $1.55 | 26.3% | 76% |
| 20261014 | $1.70 | $1.60 | 26.2% | 76% |
| 20261013 | $1.73 | $1.55 | 20.3% | 46% |
| 20261012 | $1.73 | $1.55 | 19.8% | 44% |
| 20261009 | $1.80 | $1.58 | 27.6% | 83% |
| 20261008 | $1.83 | $1.60 | 21.3% | 51% |
| 20261007 | $1.80 | $1.58 | 23.4% | 62% |
| 20261006 | $1.80 | $1.55 | 21.3% | 51% |
| 20261005 | $1.88 | $1.60 | 24.1% | 65% |
| 20261002 | $1.62 | $1.62 | 28.1% | 86% |
| 20261001 | $1.62 | $1.62 | 30.4% | 97% |
| 20260930 | $1.60 | $1.60 | 24.8% | 69% |
| 20260929 | $1.65 | $1.65 | 24.5% | 67% |
| 20260928 | $1.68 | $1.68 | 26.5% | 77% |
| 20260925 | $1.60 | $1.60 | 27.2% | 81% |
| 20260924 | $1.65 | $1.65 | 26.8% | 79% |
| 20260923 | $1.62 | $1.62 | 27.2% | 81% |
| 20260922 | $1.55 | $1.55 | 24.8% | 69% |
| 20260921 | $1.62 | $1.62 | 24.9% | 69% |
| 20260918 | $1.65 | $3.25 | 25.6% | 73% |
| 20260917 | $1.62 | $1.55 | 23.4% | 62% |
| 20260916 | $1.65 | $1.55 | 31.0% | 100% |
| 20260915 | $1.65 | $1.55 | 22.4% | 58% |
| 20260914 | $1.68 | $1.55 | 24.9% | 71% |
| 20260911 | $1.70 | $1.55 | 30.5% | 100% |
| 20260910 | $1.70 | $1.52 | 21.1% | 53% |
| 20260909 | $1.70 | $1.57 | 26.1% | 81% |
| 20260908 | $1.73 | $1.57 | 23.0% | 64% |
| 20260904 | $1.80 | $1.57 | 22.7% | 62% |
| 20260903 | $1.77 | $1.55 | 22.2% | 60% |
| 20260902 | $1.55 | $1.55 | 20.1% | 48% |
| 20260901 | $1.55 | $1.55 | 17.0% | 32% |
| 20260831 | $1.57 | $1.57 | 22.6% | 62% |
| 20260828 | $1.55 | $1.55 | 22.6% | 62% |
| 20260827 | $1.70 | $1.70 | 24.3% | 71% |
| 20260826 | $1.70 | $1.70 | 25.7% | 72% |
| 20260825 | $1.70 | $1.70 | 29.7% | 92% |
| 20260824 | $1.70 | $1.70 | 24.4% | 36% |
| 20260821 | $1.73 | $1.70 | 22.6% | 31% |
| 20260820 | $1.70 | $1.68 | 20.2% | 24% |
| 20260819 | $1.73 | $1.70 | 22.1% | 29% |
| 20260818 | $1.73 | $1.60 | 16.2% | 14% |
| 20260817 | $1.75 | $1.65 | 17.2% | 16% |
| 20260814 | $1.77 | $1.65 | 16.4% | 14% |
| 20260813 | $1.82 | $1.65 | 16.9% | 15% |
| 20260812 | $1.73 | $1.55 | 14.7% | 10% |
| 20260811 | $1.73 | $1.55 | 15.0% | 10% |
| 20260810 | $2.48 | $2.20 | 15.7% | 12% |
| 20260806 | $2.50 | $2.23 | 14.1% | 8% |
| 20260805 | $2.25 | $2.25 | 13.6% | 7% |
| 20260804 | $2.25 | $2.25 | 12.5% | 4% |
| 20260803 | $2.25 | $2.25 | 12.7% | 4% |
| 20260731 | $1.70 | $1.70 | 12.5% | 3% |
| 20260730 | $2.30 | $2.30 | 11.2% | 0% |
| 20260729 | $2.20 | $2.20 | 13.8% | 6% |
More on EBND
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.