LGLV · Expected Move
State Street SPDR US Large Cap Low Volatility Index ETF · ETF
The expected move for LGLV 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).
LGLV 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 LGLV Expected Move
30-Day Straddle
$4.92
7-Day Straddle
$4.92
30-Day ATM IV
11.5%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to LGLV'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.
LGLV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.92 | $4.92 | 11.5% | 44% |
| 20261020 | $4.93 | $4.93 | 11.4% | 42% |
| 20261019 | $5.42 | $5.42 | 12.3% | 59% |
| 20261016 | $5.28 | $3.80 | 11.6% | 45% |
| 20261015 | $5.53 | $2.22 | 11.9% | 52% |
| 20261014 | $5.30 | $2.20 | 11.4% | 41% |
| 20261013 | $5.17 | $2.33 | 11.0% | 31% |
| 20261012 | $5.25 | $2.85 | 11.2% | 35% |
| 20261009 | $5.50 | $3.27 | 12.4% | 62% |
| 20261008 | $5.85 | $4.00 | 14.1% | 99% |
| 20261007 | $6.28 | $3.12 | 13.7% | 91% |
| 20261006 | $5.75 | $3.75 | 12.8% | 71% |
| 20261005 | $5.93 | $3.25 | 13.3% | 82% |
| 20261002 | $3.28 | $3.28 | 12.6% | 66% |
| 20261001 | $3.25 | $3.25 | 12.3% | 61% |
| 20260930 | $3.60 | $3.60 | 12.9% | 73% |
| 20260929 | $3.88 | $3.88 | 12.3% | 60% |
| 20260928 | $4.22 | $4.22 | 13.6% | 90% |
| 20260925 | $4.18 | $4.18 | 11.0% | 31% |
| 20260924 | $4.40 | $4.40 | 11.8% | 50% |
| 20260923 | $5.12 | $5.12 | 12.1% | 56% |
| 20260922 | $3.85 | $3.85 | 10.6% | 24% |
| 20260921 | $3.52 | $3.52 | 11.1% | 34% |
| 20260918 | $4.10 | $3.90 | 11.0% | 32% |
| 20260917 | $4.30 | $2.60 | 10.7% | 26% |
| 20260916 | $4.15 | $2.53 | 11.7% | 48% |
| 20260915 | $4.45 | $2.95 | 11.0% | 33% |
| 20260914 | $4.60 | $2.90 | 10.8% | 27% |
| 20260911 | $4.85 | $3.20 | 11.3% | 38% |
| 20260910 | $5.05 | $3.65 | 12.0% | 54% |
| 20260909 | $5.70 | $3.25 | 12.3% | 60% |
| 20260908 | $5.75 | $3.50 | 12.5% | 64% |
| 20260904 | $5.40 | $3.45 | 11.6% | 45% |
| 20260903 | $5.50 | $3.40 | 11.8% | 48% |
| 20260902 | $3.55 | $3.55 | 12.3% | 61% |
| 20260901 | $4.05 | $4.05 | 13.0% | 75% |
| 20260831 | $3.90 | $3.90 | 12.3% | 60% |
| 20260828 | $3.90 | $3.90 | 12.0% | 33% |
| 20260827 | $3.90 | $3.90 | 11.7% | 29% |
| 20260826 | $4.50 | $4.50 | 12.2% | 35% |
| 20260825 | $4.35 | $4.35 | 12.8% | 44% |
| 20260824 | $4.80 | $4.80 | 12.7% | 42% |
| 20260821 | $4.95 | $3.98 | 12.2% | 27% |
| 20260820 | $4.72 | $2.80 | 12.3% | 29% |
| 20260819 | $5.00 | $2.75 | 11.6% | 21% |
| 20260818 | $6.15 | $3.10 | 14.1% | 47% |
| 20260817 | $5.15 | $2.90 | 11.7% | 22% |
| 20260814 | $5.60 | $3.15 | 12.3% | 28% |
| 20260813 | $5.55 | $3.30 | 12.3% | 28% |
| 20260812 | $5.15 | $3.30 | 11.8% | 23% |
| 20260811 | $5.22 | $2.53 | 10.7% | 12% |
| 20260810 | $5.15 | $2.58 | 11.0% | 15% |
| 20260807 | — | — | 9.8% | 2% |
| 20260806 | $5.72 | $3.08 | 10.8% | 13% |
| 20260805 | $3.22 | $3.22 | 10.8% | 13% |
| 20260804 | $3.20 | $3.20 | 10.6% | 11% |
| 20260803 | $3.00 | $3.00 | 10.0% | 5% |
| 20260731 | $3.55 | $3.55 | 10.7% | 12% |
| 20260730 | $4.20 | $4.20 | 11.7% | 22% |
| 20260729 | $3.85 | $3.85 | 11.3% | 18% |
More on LGLV
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.