FLRN · Expected Move
State Street SPDR Bloomberg Investment Grade Floating Rate ETF · ETF
The expected move for FLRN 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).
FLRN 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 FLRN Expected Move
30-Day Straddle
$1.48
7-Day Straddle
$1.48
30-Day ATM IV
16.9%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to FLRN'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.
FLRN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.48 | $1.48 | 16.9% | 45% |
| 20261020 | $1.68 | $1.68 | 16.9% | 45% |
| 20261019 | $1.68 | $1.68 | 16.3% | 42% |
| 20261016 | $0.98 | $2.38 | 15.9% | 40% |
| 20261015 | $3.23 | $1.60 | 15.8% | 39% |
| 20261014 | $1.73 | $1.40 | 15.7% | 39% |
| 20261013 | $1.75 | $1.60 | 15.5% | 37% |
| 20261012 | $1.75 | $1.60 | 15.3% | 37% |
| 20261009 | $1.75 | $1.60 | 18.7% | 54% |
| 20261008 | $1.80 | $1.60 | 12.1% | 20% |
| 20261007 | $1.77 | $1.60 | 13.1% | 25% |
| 20261006 | $3.40 | $1.40 | 19.0% | 56% |
| 20261005 | $1.35 | $1.40 | 19.2% | 57% |
| 20261002 | $1.73 | $1.73 | 19.2% | 57% |
| 20261001 | $1.62 | $1.62 | 17.8% | 53% |
| 20260930 | $1.65 | $1.65 | 20.4% | 66% |
| 20260929 | $1.65 | $1.65 | 20.4% | 66% |
| 20260928 | $1.65 | $1.65 | 18.1% | 54% |
| 20260925 | $1.65 | $1.65 | 18.0% | 54% |
| 20260924 | $1.65 | $1.65 | 17.9% | 54% |
| 20260923 | $1.65 | $1.65 | 18.0% | 54% |
| 20260922 | $1.65 | $1.65 | 16.9% | 49% |
| 20260921 | $1.65 | $1.65 | 17.1% | 49% |
| 20260918 | $1.65 | $3.25 | 18.3% | 56% |
| 20260917 | $1.65 | $1.07 | 18.0% | 54% |
| 20260916 | $1.65 | $1.57 | 17.7% | 52% |
| 20260915 | $1.65 | $1.38 | 17.4% | 51% |
| 20260914 | $1.67 | $1.38 | 16.3% | 46% |
| 20260911 | $0.97 | $1.60 | 15.2% | 40% |
| 20260910 | $1.73 | $1.40 | 16.7% | 47% |
| 20260909 | $1.73 | $1.60 | 16.1% | 40% |
| 20260908 | $1.75 | $1.12 | 15.9% | 40% |
| 20260904 | $1.77 | $1.40 | 13.0% | 27% |
| 20260903 | $1.80 | $1.20 | 16.9% | 44% |
| 20260902 | $1.62 | $1.62 | 16.2% | 41% |
| 20260901 | $1.60 | $1.60 | 16.2% | 41% |
| 20260831 | $1.65 | $1.65 | 17.8% | 48% |
| 20260828 | $1.65 | $1.65 | 17.2% | 45% |
| 20260827 | $1.65 | $1.65 | 17.6% | 47% |
| 20260826 | $1.65 | $1.65 | 17.6% | 47% |
| 20260825 | $1.65 | $1.65 | 17.8% | 48% |
| 20260824 | $1.65 | $1.65 | 17.6% | 47% |
| 20260821 | $1.65 | $2.35 | 17.5% | 47% |
| 20260820 | $1.65 | $1.60 | 17.6% | 47% |
| 20260819 | $1.67 | $1.60 | 17.7% | 48% |
| 20260818 | $1.67 | $1.60 | 17.4% | 46% |
| 20260817 | $1.67 | $1.60 | 17.1% | 45% |
| 20260814 | $1.70 | $1.60 | 15.1% | 36% |
| 20260813 | $1.73 | $1.60 | 16.3% | 42% |
| 20260812 | $1.68 | $1.55 | 16.1% | 41% |
| 20260811 | $1.70 | $1.55 | 15.9% | 40% |
| 20260810 | $3.55 | $2.35 | 22.6% | 70% |
| 20260807 | — | — | 20.5% | 60% |
| 20260806 | $2.62 | $2.38 | 19.9% | 57% |
| 20260805 | $3.47 | $3.47 | 19.5% | 56% |
| 20260804 | $2.40 | $2.40 | 20.3% | 59% |
| 20260803 | $2.40 | $2.40 | 20.0% | 58% |
| 20260731 | $2.45 | $2.45 | 25.3% | 81% |
| 20260730 | $2.48 | $2.48 | 23.4% | 73% |
| 20260729 | $2.48 | $2.48 | 23.9% | 75% |
More on FLRN
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.