MDY · Expected Move

State Street SPDR S&P MIDCAP 400 ETF Trust · ETF

The expected move for MDY 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).

MDY straddle price & implied vol

60 sessions

Bars: 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 MDY Expected Move
30-Day Straddle
$26.00
7-Day Straddle
$26.00
30-Day ATM IV
17.4%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to MDY'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.
MDY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $26.00 $26.00 17.4% 57%
20261021 $24.15 $24.15 15.8% 30%
20261020 $24.85 $24.85 15.5% 24%
20261019 $25.85 $25.85 16.5% 33%
20261016 $27.70 $3.83 17.0% 40%
20261015 $25.95 $6.15 15.4% 19%
20261014 $26.90 $7.72 16.1% 28%
20261013 $26.85 $8.45 15.7% 23%
20261012 $28.15 $9.50 15.8% 24%
20261009 $29.00 $10.90 15.9% 26%
20261008 $29.95 $12.25 16.1% 28%
20261007 $30.70 $13.30 16.6% 34%
20261006 $31.40 $13.75 16.5% 33%
20261005 $31.25 $14.90 16.0% 27%
20261002 $15.15 $15.15 15.6% 22%
20261001 $17.60 $17.60 16.5% 34%
20260930 $17.50 $17.50 16.0% 27%
20260929 $18.10 $18.10 16.1% 29%
20260928 $19.20 $19.20 16.2% 30%
20260925 $20.00 $20.00 15.7% 23%
20260924 $19.55 $19.55 15.6% 22%
20260923 $20.35 $20.35 15.3% 18%
20260922 $20.65 $20.65 15.1% 15%
20260921 $20.00 $20.00 14.8% 11%
20260918 $21.85 $2.93 14.6% 9%
20260917 $22.65 $5.47 15.0% 14%
20260916 $25.60 $10.80 16.6% 35%
20260915 $25.15 $10.65 16.2% 29%
20260914 $24.75 $10.90 15.5% 21%
20260911 $25.80 $12.00 15.4% 19%
20260910 $28.05 $14.65 16.9% 38%
20260909 $26.70 $13.80 15.5% 21%
20260908 $26.50 $14.15 14.8% 12%
20260904 $27.05 $14.55 14.0% 0%
20260903 $27.25 $15.95 14.2% 3%
20260902 $16.70 $16.70 14.7% 9%
20260901 $18.10 $18.10 15.4% 19%
20260831 $17.50 $17.50 14.3% 3%
20260828 $18.20 $18.20 14.3% 3%
20260827 $18.75 $18.75 14.0% 0%
20260826 $20.20 $20.20 14.6% 5%
20260825 $20.60 $20.60 14.7% 5%
20260824 $21.75 $21.75 15.2% 11%
20260821 $22.25 $2.33 14.5% 4%
20260820 $24.55 $5.15 15.5% 13%
20260819 $23.00 $5.90 14.2% 0%
20260818 $23.85 $6.85 14.6% 3%
20260817 $24.90 $7.70 14.7% 4%
20260814 $25.95 $9.62 14.1% 0%
20260813 $26.05 $10.60 14.4% 0%
20260812 $26.90 $11.73 14.5% 0%
20260811 $28.80 $13.50 15.6% 5%
20260810 $28.60 $13.85 15.3% 2%
20260807 — — 15.0% 0%
20260806 $31.00 $16.90 15.8% 2%
20260805 $17.50 $17.50 15.8% 2%
20260804 $18.35 $18.35 15.7% 1%
20260803 $17.90 $17.90 15.6% 0%
20260731 $21.95 $21.95 16.5% 8%
20260730 $23.05 $23.05 17.0% 11%

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.