EGLE · Expected Move

Global X S&P 500 U.S. Revenue Leaders ETF · ETF

The expected move for EGLE 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).

EGLE 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 EGLE Expected Move
30-Day Straddle
—
7-Day Straddle
—
30-Day ATM IV
47.1%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to EGLE'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.
EGLE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20240409 — — 47.1% 100%
20240408 — — 46.2% 100%
20240405 — — 42.1% 95%
20240404 — — 41.9% 94%
20240403 — — 40.1% 84%
20240402 — — 41.4% 91%
20240401 — — 41.9% 94%
20240328 — — 36.4% 66%
20240327 — — 35.3% 60%
20240326 — — 37.0% 68%
20240325 — — 32.8% 47%
20240322 — — 27.9% 21%
20240321 — — 28.0% 22%
20240320 — — 28.3% 23%
20240319 — — 28.8% 26%
20240318 — — 28.2% 23%
20240315 — — 30.2% 33%
20240314 — — 31.4% 25%
20240313 — — 28.1% 14%
20240312 — — 26.0% 7%
20240311 — — 29.7% 19%
20240308 — — 28.0% 14%
20240307 — — 29.3% 18%
20240306 — — 30.9% 23%
20240305 — — 27.8% 13%
20240304 — — 26.5% 8%
20240301 — — 35.4% 33%
20240229 — — 41.1% 49%
20240228 — — 36.0% 34%
20240227 — — 37.0% 33%
20240226 — — 39.0% 38%
20240223 — — 32.0% 20%
20240222 — — 43.1% 48%
20240221 — — 34.8% 27%
20240220 — — 40.9% 43%
20240216 — — 38.4% 36%
20240215 — — 36.1% 31%
20240214 — — 33.0% 23%
20240213 — — 27.5% 9%
20240212 — — 39.3% 39%
20240209 — — 40.3% 41%
20240208 — — 38.8% 37%
20240207 — — 41.6% 44%
20240206 — — 40.6% 42%
20240205 — — 41.5% 44%
20240202 — — 39.9% 40%
20240201 — — 41.2% 43%
20240131 — — 37.7% 35%
20240130 — — 38.0% 35%
20240129 — — 40.9% 43%
20240126 — — 37.3% 34%
20240125 — — 37.1% 33%
20240124 — — 35.2% 28%
20240123 — — 35.2% 29%
20240122 — — 34.3% 26%
20240119 — — 34.9% 28%
20240118 — — 34.9% 28%
20240117 — — 35.5% 29%
20240116 — — 34.7% 27%
20240112 — — 33.2% 24%

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.