KSPY · Expected Move
KraneShares Hedgeye Hedged Equity Index ETF · ETF
The expected move for KSPY 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).
KSPY 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 KSPY Expected Move
30-Day Straddle
$1.42
7-Day Straddle
$1.20
30-Day ATM IV
15.7%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to KSPY'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.
KSPY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.42 | $1.20 | 15.7% | 16% |
| 20261106 | $1.38 | $3.15 | 22.3% | 33% |
| 20261105 | $1.45 | $1.18 | 22.8% | 34% |
| 20261104 | $1.07 | $1.07 | 12.3% | 7% |
| 20261103 | $1.08 | $1.08 | 10.0% | 2% |
| 20261102 | $1.10 | $1.10 | 17.8% | 21% |
| 20261030 | $1.02 | $1.02 | 11.4% | 5% |
| 20261029 | $1.12 | $1.12 | 12.9% | 9% |
| 20261028 | $1.12 | $1.12 | 10.4% | 3% |
| 20261027 | $1.15 | $1.15 | 10.4% | 3% |
| 20261026 | $1.12 | $1.12 | 10.0% | 2% |
| 20261023 | $1.12 | $1.12 | 9.8% | 1% |
| 20261022 | $1.23 | $1.23 | 10.3% | 2% |
| 20261021 | $1.27 | $1.27 | 10.0% | 2% |
| 20261020 | $1.25 | $1.25 | 9.9% | 1% |
| 20261019 | $3.23 | $3.23 | 9.6% | 1% |
| 20261016 | $1.20 | $0.62 | 9.4% | 0% |
| 20261015 | $1.25 | $1.02 | 11.4% | 1% |
| 20261014 | $0.90 | $0.72 | 12.7% | 4% |
| 20261013 | $1.33 | $0.80 | 12.7% | 4% |
| 20261012 | $3.25 | $1.15 | 16.8% | 15% |
| 20261009 | $1.35 | $1.12 | 16.3% | 14% |
| 20261008 | $1.38 | $1.10 | 17.1% | 16% |
| 20261007 | $1.38 | $1.12 | 17.2% | 16% |
| 20261006 | $1.40 | $1.12 | 17.2% | 16% |
| 20261005 | $1.40 | $2.95 | 16.8% | 15% |
| 20261002 | $3.00 | $3.00 | 15.7% | 12% |
| 20261001 | $3.03 | $3.03 | 16.9% | 15% |
| 20260930 | $1.12 | $1.12 | 14.7% | 10% |
| 20260929 | $1.15 | $1.15 | 14.8% | 10% |
| 20260928 | $1.12 | $1.12 | 14.8% | 10% |
| 20260925 | $1.12 | $1.12 | 14.2% | 8% |
| 20260924 | $1.12 | $1.12 | 12.7% | 4% |
| 20260923 | $1.15 | $1.15 | 16.3% | 14% |
| 20260922 | $1.07 | $1.07 | 13.3% | 6% |
| 20260921 | $1.20 | $1.20 | 15.6% | 12% |
| 20260918 | $1.25 | $1.02 | 11.1% | 0% |
| 20260917 | $3.05 | $2.95 | 14.3% | 4% |
| 20260916 | $1.25 | $1.12 | 21.4% | 24% |
| 20260915 | $1.27 | $1.15 | 18.4% | 16% |
| 20260914 | $1.27 | $1.10 | 15.6% | 8% |
| 20260911 | $1.35 | $1.15 | 14.9% | 6% |
| 20260910 | $1.38 | $1.20 | 22.8% | 28% |
| 20260909 | $1.35 | $1.17 | 21.5% | 24% |
| 20260908 | $1.35 | $1.17 | 15.2% | 7% |
| 20260904 | $1.35 | $1.15 | 14.8% | 6% |
| 20260903 | $1.38 | $1.17 | 16.3% | 10% |
| 20260902 | $1.15 | $1.15 | 14.6% | 5% |
| 20260901 | $1.20 | $1.20 | 23.0% | 29% |
| 20260831 | $1.20 | $1.20 | 19.1% | 18% |
| 20260828 | $1.20 | $1.20 | 13.2% | 1% |
| 20260827 | $1.17 | $1.17 | 12.7% | 0% |
| 20260826 | $1.18 | $1.18 | 16.8% | 11% |
| 20260825 | $1.20 | $1.20 | 13.6% | 2% |
| 20260824 | $1.23 | $1.23 | 18.5% | 16% |
| 20260821 | $1.17 | $3.12 | 15.7% | 8% |
| 20260820 | $1.17 | $0.95 | 15.7% | 8% |
| 20260819 | $1.17 | $1.25 | 17.7% | 13% |
| 20260818 | $1.17 | $0.97 | 12.8% | 0% |
| 20260817 | $1.20 | $1.15 | 15.4% | 0% |
More on KSPY
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.