IBND · Expected Move
State Street SPDR Bloomberg International Corporate Bond ETF · ETF
The expected move for IBND 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).
IBND 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 IBND Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
26.3%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to IBND'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.
IBND Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 26.3% | 57% |
| 20261020 | $0.00 | $0.00 | 25.9% | 54% |
| 20261019 | $0.00 | $0.00 | 24.9% | 50% |
| 20261016 | $1.50 | $3.12 | 24.5% | 47% |
| 20261015 | $1.60 | $1.35 | 23.7% | 36% |
| 20261014 | $1.65 | $1.48 | 21.9% | 29% |
| 20261013 | $1.65 | $1.45 | 20.4% | 23% |
| 20261012 | $1.72 | $1.52 | 26.2% | 46% |
| 20261009 | $1.68 | $1.43 | 23.8% | 37% |
| 20261008 | $1.68 | $1.43 | 23.7% | 36% |
| 20261007 | $1.68 | $1.42 | 25.9% | 44% |
| 20261006 | $1.68 | $1.40 | 25.8% | 44% |
| 20261005 | $1.70 | $1.48 | 25.7% | 44% |
| 20261002 | $1.43 | $1.43 | 29.2% | 57% |
| 20261001 | $1.45 | $1.45 | 25.8% | 44% |
| 20260930 | $1.45 | $1.45 | 27.7% | 51% |
| 20260929 | $1.48 | $1.48 | 25.5% | 43% |
| 20260928 | $1.45 | $1.45 | 25.2% | 42% |
| 20260925 | $1.45 | $1.45 | 25.9% | 45% |
| 20260924 | $1.42 | $1.42 | 25.8% | 44% |
| 20260923 | $1.43 | $1.43 | 26.2% | 46% |
| 20260922 | $1.50 | $1.50 | 22.8% | 33% |
| 20260921 | $1.55 | $1.55 | 23.6% | 36% |
| 20260918 | $1.58 | $2.38 | 25.1% | 41% |
| 20260917 | $1.60 | $1.52 | 24.8% | 40% |
| 20260916 | $1.62 | $1.50 | 24.4% | 39% |
| 20260915 | $1.70 | $1.57 | 23.7% | 36% |
| 20260914 | $1.60 | $1.52 | 23.2% | 34% |
| 20260911 | $1.55 | $1.45 | 22.7% | 32% |
| 20260910 | $1.60 | $1.40 | 22.7% | 32% |
| 20260909 | $1.52 | $1.40 | 22.1% | 30% |
| 20260908 | $1.58 | $1.38 | 21.9% | 29% |
| 20260904 | $1.62 | $1.42 | 21.0% | 26% |
| 20260903 | $1.60 | $1.40 | 20.3% | 23% |
| 20260902 | $1.40 | $1.40 | 21.1% | 26% |
| 20260901 | $1.40 | $1.40 | 20.4% | 23% |
| 20260831 | $1.45 | $1.45 | 19.9% | 22% |
| 20260828 | $1.43 | $1.43 | 19.4% | 20% |
| 20260827 | $1.45 | $1.45 | 17.2% | 11% |
| 20260826 | $1.45 | $1.45 | 17.2% | 11% |
| 20260825 | $1.50 | $1.50 | 16.5% | 9% |
| 20260824 | $1.50 | $1.50 | 16.9% | 10% |
| 20260821 | $1.52 | $1.43 | 15.3% | 4% |
| 20260820 | $1.58 | $1.48 | 16.5% | 9% |
| 20260819 | $1.55 | $1.40 | 15.4% | 4% |
| 20260818 | $1.57 | $1.38 | 15.7% | 6% |
| 20260817 | $1.57 | $1.40 | 16.6% | 9% |
| 20260814 | $1.55 | $1.38 | 14.9% | 2% |
| 20260813 | $1.52 | $1.35 | 15.1% | 3% |
| 20260812 | $1.45 | $1.32 | 16.1% | 7% |
| 20260811 | $1.50 | $1.30 | 14.8% | 2% |
| 20260810 | $2.08 | $1.88 | 16.0% | 7% |
| 20260807 | — | — | 15.9% | 6% |
| 20260806 | $2.17 | $1.90 | 15.4% | 4% |
| 20260805 | $1.95 | $1.95 | 15.4% | 4% |
| 20260804 | $1.43 | $1.43 | 14.9% | 3% |
| 20260803 | $1.82 | $1.82 | 14.8% | 2% |
| 20260731 | $1.83 | $1.83 | 14.2% | 0% |
| 20260730 | $1.85 | $1.85 | 14.7% | 0% |
| 20260729 | $1.95 | $1.95 | 15.1% | 2% |
More on IBND
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.