KCE · Expected Move
State Street SPDR S&P Capital Markets ETF · ETF
The expected move for KCE 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).
KCE 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 KCE Expected Move
30-Day Straddle
$8.05
7-Day Straddle
$8.05
30-Day ATM IV
22.8%
IV Rank
84%
Implied one-standard-deviation move through the next 30 days. Compare to KCE'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.
KCE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $8.05 | $8.05 | 22.8% | 84% |
| 20261020 | $8.05 | $8.05 | 22.8% | 84% |
| 20261019 | $8.22 | $8.22 | 23.8% | 99% |
| 20261016 | $8.15 | $4.90 | 21.9% | 71% |
| 20261015 | $8.30 | $4.90 | 21.7% | 67% |
| 20261014 | $9.00 | $4.93 | 23.8% | 99% |
| 20261013 | $8.85 | $3.50 | 22.7% | 82% |
| 20261012 | $9.28 | $3.48 | 23.0% | 88% |
| 20261009 | $9.25 | $4.25 | 22.6% | 80% |
| 20261008 | $9.25 | $5.88 | 22.7% | 83% |
| 20261007 | $9.65 | $5.55 | 23.1% | 89% |
| 20261006 | $10.07 | $6.10 | 23.9% | 100% |
| 20261005 | $9.85 | $5.40 | 22.6% | 84% |
| 20261002 | $5.60 | $5.60 | 23.6% | 99% |
| 20261001 | $6.20 | $6.20 | 23.7% | 100% |
| 20260930 | $6.05 | $6.05 | 22.8% | 97% |
| 20260929 | $6.30 | $6.30 | 23.0% | 100% |
| 20260928 | $6.43 | $6.43 | 22.4% | 97% |
| 20260925 | $6.47 | $6.47 | 21.7% | 84% |
| 20260924 | $6.83 | $6.83 | 21.9% | 89% |
| 20260923 | $7.25 | $7.25 | 22.5% | 99% |
| 20260922 | $6.80 | $6.80 | 21.3% | 78% |
| 20260921 | $6.95 | $6.95 | 20.6% | 64% |
| 20260918 | $6.55 | $4.80 | 18.9% | 33% |
| 20260917 | $7.62 | $4.88 | 21.7% | 85% |
| 20260916 | $7.70 | $4.12 | 21.3% | 77% |
| 20260915 | $8.10 | $5.25 | 21.7% | 85% |
| 20260914 | $7.75 | $3.42 | 19.6% | 45% |
| 20260911 | $8.15 | $4.05 | 20.2% | 58% |
| 20260910 | $9.00 | $5.43 | 22.4% | 97% |
| 20260909 | $8.75 | $4.58 | 20.9% | 70% |
| 20260908 | $9.05 | $5.35 | 21.0% | 72% |
| 20260904 | $8.75 | $5.50 | 19.2% | 29% |
| 20260903 | $9.10 | $5.62 | 19.2% | 28% |
| 20260902 | $6.25 | $6.25 | 19.7% | 36% |
| 20260901 | $5.60 | $5.60 | 19.6% | 34% |
| 20260831 | $5.75 | $5.75 | 18.8% | 24% |
| 20260828 | $7.05 | $7.05 | 19.3% | 30% |
| 20260827 | $6.90 | $6.90 | 19.1% | 27% |
| 20260826 | $6.60 | $6.60 | 19.0% | 26% |
| 20260825 | $7.85 | $7.85 | 21.1% | 55% |
| 20260824 | $6.55 | $6.55 | 18.9% | 24% |
| 20260821 | $7.03 | $4.88 | 18.8% | 23% |
| 20260820 | $6.88 | $4.88 | 18.5% | 19% |
| 20260819 | $7.45 | $4.88 | 18.6% | 20% |
| 20260818 | $7.35 | $2.77 | 19.0% | 26% |
| 20260817 | $7.45 | $3.50 | 18.5% | 20% |
| 20260814 | $7.00 | $3.83 | 17.4% | 3% |
| 20260813 | $7.10 | $4.05 | 17.1% | 0% |
| 20260812 | $8.30 | $4.15 | 19.7% | 25% |
| 20260811 | $8.28 | $4.70 | 19.6% | 24% |
| 20260810 | $8.22 | $5.00 | 19.5% | 20% |
| 20260807 | — | — | 19.6% | 19% |
| 20260806 | $9.22 | $5.50 | 20.6% | 22% |
| 20260805 | $5.95 | $5.95 | 20.3% | 20% |
| 20260804 | $5.22 | $5.22 | 18.9% | 11% |
| 20260803 | $5.75 | $5.75 | 17.9% | 5% |
| 20260731 | $6.20 | $6.20 | 20.2% | 20% |
| 20260730 | $6.15 | $6.15 | 19.2% | 13% |
| 20260729 | $7.40 | $7.40 | 22.3% | 33% |
More on KCE
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.