KBE · Expected Move
State Street SPDR S&P Bank ETF · ETF
The expected move for KBE 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).
KBE 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 KBE Expected Move
30-Day Straddle
$3.40
7-Day Straddle
$3.40
30-Day ATM IV
23.2%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to KBE'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.
KBE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.40 | $3.40 | 23.2% | 35% |
| 20261021 | $4.15 | $4.15 | 27.2% | 59% |
| 20261020 | $3.70 | $3.70 | 27.2% | 60% |
| 20261019 | $3.50 | $3.50 | 23.4% | 36% |
| 20261016 | $3.27 | $0.45 | 21.6% | 25% |
| 20261015 | $3.45 | $1.07 | 20.5% | 18% |
| 20261014 | $3.85 | $1.10 | 24.3% | 41% |
| 20261013 | $3.85 | $1.62 | 23.8% | 39% |
| 20261012 | $3.80 | $2.33 | 23.6% | 37% |
| 20261009 | $4.38 | $1.70 | 25.6% | 50% |
| 20261008 | $4.50 | $1.55 | 25.2% | 47% |
| 20261007 | $4.28 | $2.42 | 25.2% | 47% |
| 20261006 | $3.98 | $1.95 | 22.6% | 31% |
| 20261005 | $4.83 | $2.92 | 31.6% | 87% |
| 20261002 | $2.62 | $2.62 | 23.7% | 37% |
| 20261001 | $2.50 | $2.50 | 24.7% | 38% |
| 20260930 | $2.85 | $2.85 | 29.2% | 63% |
| 20260929 | $2.75 | $2.75 | 24.6% | 38% |
| 20260928 | $3.80 | $3.80 | 29.4% | 64% |
| 20260925 | $4.62 | $4.62 | 30.8% | 71% |
| 20260924 | $4.10 | $4.10 | 31.7% | 76% |
| 20260923 | $2.55 | $2.55 | 22.7% | 28% |
| 20260922 | $4.12 | $4.12 | 27.3% | 52% |
| 20260921 | $3.50 | $3.50 | 26.6% | 49% |
| 20260918 | $3.62 | $1.55 | 23.6% | 32% |
| 20260917 | $3.88 | $1.35 | 23.6% | 32% |
| 20260916 | $4.40 | $1.85 | 27.4% | 53% |
| 20260915 | $3.08 | $1.12 | 19.6% | 11% |
| 20260914 | $3.30 | $2.10 | 21.7% | 22% |
| 20260911 | $4.97 | $2.83 | 29.3% | 63% |
| 20260910 | $5.58 | $1.75 | 31.9% | 78% |
| 20260909 | $4.20 | $2.47 | 23.9% | 34% |
| 20260908 | $3.62 | $3.73 | 22.7% | 28% |
| 20260904 | $4.55 | $3.80 | 25.1% | 41% |
| 20260903 | $5.47 | $2.80 | 27.5% | 54% |
| 20260902 | $2.75 | $2.75 | 22.2% | 25% |
| 20260901 | $3.88 | $3.88 | 26.0% | 45% |
| 20260831 | $2.60 | $2.60 | 21.6% | 21% |
| 20260828 | $2.67 | $2.67 | 20.3% | 14% |
| 20260827 | $3.42 | $3.42 | 23.9% | 34% |
| 20260826 | $3.38 | $3.38 | 22.9% | 29% |
| 20260825 | $3.33 | $3.33 | 21.3% | 20% |
| 20260824 | $3.05 | $3.05 | 21.6% | 22% |
| 20260821 | $2.80 | $1.50 | 19.8% | 11% |
| 20260820 | $3.08 | $0.80 | 21.6% | 21% |
| 20260819 | $3.73 | $1.57 | 23.4% | 31% |
| 20260818 | $3.45 | $1.62 | 20.8% | 17% |
| 20260817 | $3.60 | $1.77 | 21.6% | 21% |
| 20260814 | $4.00 | $3.67 | 22.4% | 26% |
| 20260813 | $4.00 | $2.15 | 23.6% | 32% |
| 20260812 | $3.75 | $1.77 | 20.8% | 15% |
| 20260811 | $6.85 | $1.90 | 33.7% | 77% |
| 20260810 | $3.67 | $2.20 | 20.9% | 16% |
| 20260807 | — | — | 27.4% | 47% |
| 20260806 | $4.12 | $2.70 | 21.7% | 14% |
| 20260805 | $2.38 | $2.38 | 21.6% | 14% |
| 20260804 | $2.55 | $2.55 | 20.8% | 11% |
| 20260803 | $2.60 | $2.60 | 23.7% | 21% |
| 20260731 | $2.98 | $2.98 | 21.5% | 13% |
| 20260730 | $3.05 | $3.05 | 22.1% | 16% |
More on KBE
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.