LTPZ · Expected Move
PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund · ETF
The expected move for LTPZ 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).
LTPZ 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 LTPZ Expected Move
30-Day Straddle
$1.50
7-Day Straddle
$1.50
30-Day ATM IV
14.0%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to LTPZ'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.
LTPZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.50 | $1.50 | 14.0% | 48% |
| 20261020 | $1.33 | $1.33 | 11.6% | 30% |
| 20261019 | $1.02 | $1.02 | 9.5% | 14% |
| 20261016 | $1.43 | $0.48 | 12.0% | 33% |
| 20261015 | $1.38 | $0.47 | 11.6% | 29% |
| 20261014 | $1.40 | $0.40 | 11.7% | 31% |
| 20261013 | $1.43 | $0.55 | 11.3% | 27% |
| 20261012 | $1.38 | $1.02 | 11.4% | 28% |
| 20261009 | $1.40 | $0.55 | 11.3% | 27% |
| 20261008 | $1.70 | $0.72 | 13.7% | 46% |
| 20261007 | $1.55 | $0.57 | 12.2% | 34% |
| 20261006 | $1.85 | $0.68 | 13.9% | 47% |
| 20261005 | $1.85 | $1.07 | 14.6% | 53% |
| 20261002 | $1.25 | $1.25 | 13.8% | 46% |
| 20261001 | $1.10 | $1.10 | 14.4% | 51% |
| 20260930 | $1.05 | $1.05 | 13.8% | 46% |
| 20260929 | $1.12 | $1.12 | 13.7% | 45% |
| 20260928 | $1.20 | $1.20 | 13.5% | 44% |
| 20260925 | $1.12 | $1.12 | 12.7% | 38% |
| 20260924 | $1.92 | $1.92 | 20.9% | 100% |
| 20260923 | $1.18 | $1.18 | 12.9% | 40% |
| 20260922 | $1.45 | $1.45 | 10.4% | 21% |
| 20260921 | $1.05 | $1.05 | 15.0% | 57% |
| 20260918 | $1.15 | $0.12 | 10.3% | 20% |
| 20260917 | $1.15 | $0.47 | 14.7% | 54% |
| 20260916 | $2.23 | $0.75 | 20.7% | 100% |
| 20260915 | $3.08 | $1.02 | 10.9% | 31% |
| 20260914 | $1.25 | $0.57 | 10.7% | 29% |
| 20260911 | $1.68 | $0.38 | 13.3% | 54% |
| 20260910 | $1.38 | $0.85 | 11.6% | 37% |
| 20260909 | $1.15 | $0.50 | 9.5% | 13% |
| 20260908 | $1.20 | $0.60 | 9.1% | 10% |
| 20260904 | $2.27 | $1.15 | 12.7% | 37% |
| 20260903 | $1.25 | $0.75 | 9.5% | 14% |
| 20260902 | $1.05 | $1.05 | 10.6% | 21% |
| 20260901 | $1.15 | $1.15 | 10.7% | 23% |
| 20260831 | $0.82 | $0.82 | 10.0% | 17% |
| 20260828 | $1.30 | $1.30 | 10.7% | 22% |
| 20260827 | $0.97 | $0.97 | 8.8% | 8% |
| 20260826 | $1.73 | $1.73 | 14.9% | 53% |
| 20260825 | $0.95 | $0.95 | 8.9% | 9% |
| 20260824 | $2.02 | $2.02 | 18.0% | 77% |
| 20260821 | $2.15 | $0.30 | 17.5% | 73% |
| 20260820 | $0.68 | $0.33 | 9.1% | 10% |
| 20260819 | $0.73 | $0.38 | 10.1% | 11% |
| 20260818 | $1.07 | $0.55 | 7.7% | 0% |
| 20260817 | $1.23 | $0.33 | 8.5% | 3% |
| 20260814 | $1.45 | $1.73 | 10.7% | 14% |
| 20260813 | $0.98 | $0.35 | 8.0% | 1% |
| 20260812 | $1.35 | $0.45 | 8.4% | 3% |
| 20260811 | $1.07 | $0.60 | 16.3% | 41% |
| 20260810 | $1.07 | $0.57 | 8.5% | 3% |
| 20260807 | — | — | 14.4% | 32% |
| 20260806 | $1.98 | $0.68 | 8.5% | 3% |
| 20260805 | $1.07 | $1.07 | 10.1% | 11% |
| 20260804 | $0.60 | $0.60 | 8.8% | 5% |
| 20260803 | $1.17 | $1.17 | 9.7% | 9% |
| 20260731 | $1.12 | $1.12 | 14.5% | 32% |
| 20260730 | $1.40 | $1.40 | 12.2% | 21% |
| 20260729 | $0.93 | $0.93 | 10.2% | 12% |
More on LTPZ
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.