GII · Expected Move

State Street SPDR S&P Global Infrastructure ETF · ETF

The expected move for GII 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).

GII 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 GII Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$4.90
30-Day ATM IV
16.1%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to GII'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.
GII Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $4.90 $4.90 16.1% 50%
20261020 $2.55 $2.55 15.4% 44%
20261019 $2.92 $2.92 16.8% 55%
20261016 $2.50 $1.38 16.2% 50%
20261015 $3.10 $2.38 11.1% 10%
20261014 $3.15 $2.00 10.2% 3%
20261013 $2.50 $1.32 16.3% 51%
20261012 $2.50 $1.50 14.4% 36%
20261009 $3.45 $1.75 20.6% 85%
20261008 $2.50 $2.20 16.4% 52%
20261007 $2.50 $2.00 15.2% 43%
20261006 $2.77 $2.00 15.4% 44%
20261005 $2.50 $2.25 16.1% 42%
20261002 $2.00 $2.00 15.8% 40%
20261001 $2.00 $2.00 14.9% 34%
20260930 $2.67 $2.67 20.0% 69%
20260929 $2.00 $2.00 14.4% 31%
20260928 $2.00 $2.00 17.1% 49%
20260925 $2.00 $2.00 14.8% 34%
20260924 $2.08 $2.08 16.5% 45%
20260923 $3.17 $3.17 19.7% 66%
20260922 $3.25 $3.25 22.5% 85%
20260921 $2.10 $2.10 15.5% 38%
20260918 $2.17 $2.73 14.9% 34%
20260917 $2.50 $0.75 16.0% 42%
20260916 $2.50 $2.00 17.0% 48%
20260915 $3.00 $2.40 13.1% 22%
20260914 $3.35 $4.00 10.3% 3%
20260911 $3.45 $3.80 13.3% 23%
20260910 $2.88 $2.48 17.7% 53%
20260909 $2.62 $2.40 16.7% 46%
20260908 $2.02 $2.00 13.2% 23%
20260904 $2.00 $2.08 13.9% 27%
20260903 $2.50 $2.00 14.5% 32%
20260902 $2.00 $2.00 13.8% 27%
20260901 $2.00 $2.00 13.9% 27%
20260831 $2.00 $2.00 14.3% 30%
20260828 $2.50 $2.50 16.9% 47%
20260827 $2.00 $2.00 13.3% 23%
20260826 $2.30 $2.30 14.7% 33%
20260825 $2.00 $2.00 14.2% 30%
20260824 $2.00 $2.00 14.7% 33%
20260821 $3.65 $2.92 20.8% 74%
20260820 $2.00 $2.42 13.5% 25%
20260819 $2.50 $2.48 17.2% 50%
20260818 $2.15 $2.45 13.8% 27%
20260817 $2.00 $2.00 13.6% 25%
20260814 $2.00 $2.00 11.7% 13%
20260813 $2.27 $2.00 15.1% 35%
20260812 $2.50 $2.00 9.8% 0%
20260811 $2.02 $1.95 12.6% 13%
20260810 $2.20 $2.00 13.1% 16%
20260807 — — 13.8% 22%
20260806 $3.25 $2.62 16.0% 37%
20260805 $1.62 $1.62 13.3% 18%
20260804 $2.00 $2.00 12.7% 13%
20260803 $2.10 $2.10 14.5% 26%
20260731 $2.12 $2.12 14.8% 29%
20260730 $2.42 $2.42 17.0% 45%
20260729 $2.20 $2.20 15.2% 31%

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.