JNK · Expected Move
State Street SPDR Bloomberg High Yield Bond ETF · ETF
The expected move for JNK 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).
JNK 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 JNK Expected Move
30-Day Straddle
$1.83
7-Day Straddle
$1.83
30-Day ATM IV
7.6%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to JNK'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.
JNK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.83 | $1.83 | 7.6% | 18% |
| 20261020 | $1.62 | $1.62 | 8.4% | 23% |
| 20261019 | $2.17 | $2.17 | 7.6% | 19% |
| 20261016 | $2.10 | $0.65 | 9.2% | 28% |
| 20261015 | $1.65 | $1.40 | 7.6% | 18% |
| 20261014 | $2.90 | $0.82 | 11.7% | 42% |
| 20261013 | $1.95 | $1.25 | 8.4% | 23% |
| 20261012 | $1.77 | $2.73 | 7.3% | 17% |
| 20261009 | $1.70 | $0.80 | 6.9% | 14% |
| 20261008 | $1.80 | $0.95 | 7.4% | 17% |
| 20261007 | $1.80 | $1.30 | 8.1% | 21% |
| 20261006 | $1.85 | $1.00 | 12.3% | 46% |
| 20261005 | $2.52 | $1.30 | 10.2% | 33% |
| 20261002 | $1.62 | $1.62 | 9.2% | 27% |
| 20261001 | $1.30 | $1.30 | 8.6% | 24% |
| 20260930 | $1.18 | $1.18 | 7.8% | 20% |
| 20260929 | $1.25 | $1.25 | 7.1% | 15% |
| 20260928 | $1.35 | $1.35 | 7.5% | 15% |
| 20260925 | $1.88 | $1.88 | 7.5% | 12% |
| 20260924 | $1.00 | $1.00 | 9.3% | 19% |
| 20260923 | $1.17 | $1.17 | 5.6% | 5% |
| 20260922 | $1.12 | $1.12 | 6.5% | 9% |
| 20260921 | $1.32 | $1.32 | 5.9% | 6% |
| 20260918 | $1.65 | $1.10 | 7.5% | 12% |
| 20260917 | $1.95 | $0.67 | 7.2% | 11% |
| 20260916 | $2.17 | $1.50 | 7.3% | 11% |
| 20260915 | $1.85 | $1.35 | 21.1% | 65% |
| 20260914 | $1.67 | $1.17 | 8.3% | 15% |
| 20260911 | $2.75 | $0.47 | 6.6% | 9% |
| 20260910 | $2.28 | $0.60 | 8.5% | 16% |
| 20260909 | $1.00 | $1.15 | 4.9% | 2% |
| 20260908 | $1.70 | $0.93 | 14.1% | 38% |
| 20260904 | $2.75 | $0.97 | 8.8% | 17% |
| 20260903 | $1.48 | $0.85 | 18.1% | 54% |
| 20260902 | $1.78 | $1.78 | 7.2% | 11% |
| 20260901 | $1.90 | $1.90 | 17.6% | 52% |
| 20260831 | $1.02 | $1.02 | 16.2% | 46% |
| 20260828 | $1.12 | $1.12 | 8.1% | 14% |
| 20260827 | $1.18 | $1.18 | 8.0% | 14% |
| 20260826 | $0.80 | $0.80 | 5.9% | 6% |
| 20260825 | $0.95 | $0.95 | 5.1% | 3% |
| 20260824 | $1.48 | $1.48 | 6.7% | 9% |
| 20260821 | $1.20 | $0.75 | 5.4% | 4% |
| 20260820 | $1.07 | $0.75 | 6.1% | 7% |
| 20260819 | $1.18 | $0.57 | 5.2% | 3% |
| 20260818 | $1.00 | $0.78 | 4.8% | 2% |
| 20260817 | $1.60 | $0.50 | 6.9% | 10% |
| 20260814 | $1.05 | $0.82 | 4.4% | 0% |
| 20260813 | $1.95 | $1.15 | 5.4% | 3% |
| 20260812 | $1.35 | $1.15 | 6.0% | 5% |
| 20260811 | $1.30 | $1.38 | 6.0% | 5% |
| 20260810 | $1.48 | $1.05 | 6.8% | 8% |
| 20260807 | — | — | 10.2% | 22% |
| 20260806 | $1.95 | $0.85 | 7.2% | 10% |
| 20260805 | $0.75 | $0.75 | 8.5% | 15% |
| 20260804 | $1.10 | $1.10 | 8.1% | 13% |
| 20260803 | $1.30 | $1.30 | 9.4% | 19% |
| 20260731 | $1.12 | $1.12 | 11.3% | 26% |
| 20260730 | $1.35 | $1.35 | 6.2% | 6% |
| 20260729 | $1.80 | $1.80 | 8.2% | 14% |
More on JNK
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.