GMF · Expected Move

State Street SPDR S&P Emerging Asia Pacific ETF · ETF

The expected move for GMF 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).

GMF 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 GMF Expected Move
30-Day Straddle
$3.92
7-Day Straddle
$3.92
30-Day ATM IV
30.9%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to GMF'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.
GMF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $3.92 $3.92 30.9% 61%
20261021 $0.00 $0.00 35.5% 86%
20261020 $0.00 $0.00 24.7% 27%
20261019 $0.00 $0.00 25.2% 29%
20261016 $8.15 $4.90 21.9% 11%
20261015 $8.32 $5.45 21.6% 10%
20261014 $7.93 $4.85 20.5% 4%
20261013 $8.00 $4.90 19.9% 1%
20261012 $8.45 $4.90 21.0% 6%
20261009 $8.40 $4.90 22.4% 14%
20261008 $8.52 $4.90 22.3% 13%
20261007 $8.70 $4.90 22.9% 17%
20261006 $8.80 $4.90 22.0% 12%
20261005 $10.07 $5.72 23.4% 20%
20261002 $4.90 $4.90 23.5% 20%
20261001 $5.72 $5.72 22.2% 13%
20260930 $5.88 $5.88 22.1% 13%
20260929 $8.05 $8.05 23.9% 22%
20260928 $7.15 $7.15 22.7% 16%
20260925 $7.00 $7.00 22.1% 13%
20260924 $7.05 $7.05 22.3% 14%
20260923 $7.75 $7.75 23.7% 22%
20260922 $7.80 $7.80 22.5% 15%
20260921 $7.28 $7.28 21.0% 6%
20260918 $7.45 $4.75 21.5% 9%
20260917 $7.80 $4.70 22.3% 14%
20260916 $7.60 $4.80 21.8% 11%
20260915 $7.70 $4.80 21.5% 9%
20260914 $7.95 $4.80 21.6% 10%
20260911 $7.95 $4.80 21.9% 11%
20260910 $8.15 $4.80 22.2% 13%
20260909 $7.90 $4.80 20.9% 6%
20260908 $8.15 $5.67 21.0% 6%
20260904 $8.00 $5.40 19.8% 0%
20260903 $8.15 $5.47 20.1% 0%
20260902 $6.40 $6.40 20.7% 3%
20260901 $6.20 $6.20 20.2% 0%
20260831 $6.50 $6.50 21.0% 0%
20260828 $5.92 $5.92 21.4% 1%
20260827 $6.90 $6.90 21.1% 0%
20260826 $7.10 $7.10 21.6% 0%
20260825 $7.25 $7.25 22.0% 1%
20260824 $7.30 $7.30 22.3% 3%
20260821 $7.55 $4.80 21.8% 0%
20260820 $7.65 $4.80 21.8% 0%
20260819 $8.88 $4.80 24.8% 5%
20260818 $8.73 $4.80 24.2% 0%
20260817 $9.03 $4.80 24.2% 0%
20260814 $9.38 $4.80 25.3% 4%
20260813 $9.68 $4.80 25.6% 6%
20260812 $9.77 $6.17 25.7% 7%
20260811 $9.38 $6.07 24.8% 0%
20260810 $9.97 $7.60 25.9% 0%
20260807 — — 26.2% 2%
20260806 $10.55 $8.35 27.0% 7%
20260805 $8.55 $8.55 27.7% 12%
20260804 $8.70 $8.70 27.3% 9%
20260803 $8.95 $8.95 27.8% 13%
20260731 $9.20 $9.20 28.5% 18%
20260730 $9.07 $9.07 28.1% 15%

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.