MMTM · Expected Move
State Street SPDR S&P 1500 Momentum Tilt ETF · ETF
The expected move for MMTM 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).
MMTM 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 MMTM Expected Move
30-Day Straddle
$8.40
7-Day Straddle
$8.40
30-Day ATM IV
18.9%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to MMTM'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.
MMTM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $8.40 | $8.40 | 18.9% | 100% |
| 20261021 | $0.00 | $0.00 | 15.8% | 63% |
| 20261020 | $0.00 | $0.00 | 15.5% | 58% |
| 20261019 | $0.00 | $0.00 | 13.8% | 27% |
| 20261016 | $12.20 | $3.60 | 16.5% | 68% |
| 20261015 | $11.05 | $2.27 | 14.5% | 37% |
| 20261014 | $11.25 | $3.05 | 14.6% | 39% |
| 20261013 | $10.70 | $3.22 | 13.6% | 24% |
| 20261012 | $11.05 | $3.23 | 13.7% | 25% |
| 20261009 | $11.85 | $4.00 | 13.6% | 24% |
| 20261008 | $12.10 | $4.60 | 14.2% | 32% |
| 20261007 | $12.65 | $5.10 | 13.7% | 25% |
| 20261006 | $13.15 | $5.67 | 13.8% | 27% |
| 20261005 | $13.00 | $5.65 | 14.1% | 31% |
| 20261002 | $6.03 | $6.03 | 14.0% | 29% |
| 20261001 | $7.53 | $7.53 | 14.7% | 40% |
| 20260930 | $7.32 | $7.32 | 14.4% | 35% |
| 20260929 | $7.70 | $7.70 | 14.3% | 34% |
| 20260928 | $7.42 | $7.42 | 14.2% | 32% |
| 20260925 | $7.72 | $7.72 | 13.8% | 26% |
| 20260924 | $7.88 | $7.88 | 13.8% | 26% |
| 20260923 | $8.10 | $8.10 | 13.7% | 25% |
| 20260922 | $8.38 | $8.38 | 13.2% | 18% |
| 20260921 | $8.38 | $8.38 | 13.3% | 19% |
| 20260918 | $8.43 | $3.55 | 12.1% | 0% |
| 20260917 | $8.47 | $1.70 | 12.4% | 0% |
| 20260916 | $8.72 | $3.00 | 12.7% | 5% |
| 20260915 | $9.60 | $3.88 | 13.6% | 19% |
| 20260914 | $9.88 | $4.33 | 13.3% | 15% |
| 20260911 | $9.60 | $4.12 | 12.7% | 5% |
| 20260910 | $11.50 | $6.00 | 14.4% | 33% |
| 20260909 | $10.65 | $5.38 | 13.9% | 24% |
| 20260908 | $10.95 | $5.50 | 13.7% | 21% |
| 20260904 | $10.80 | $5.62 | 12.6% | 3% |
| 20260903 | $11.05 | $6.15 | 13.0% | 10% |
| 20260902 | $7.30 | $7.30 | 13.1% | 10% |
| 20260901 | $7.05 | $7.05 | 13.5% | 17% |
| 20260831 | $6.45 | $6.45 | 12.4% | 0% |
| 20260828 | $6.93 | $6.93 | 12.5% | 1% |
| 20260827 | $7.50 | $7.50 | 12.6% | 3% |
| 20260826 | $7.95 | $7.95 | 13.4% | 16% |
| 20260825 | $8.05 | $8.05 | 13.3% | 14% |
| 20260824 | $8.25 | $8.25 | 13.4% | 16% |
| 20260821 | $9.05 | $4.80 | 13.4% | 15% |
| 20260820 | $9.10 | $2.15 | 13.5% | 17% |
| 20260819 | $9.50 | $2.42 | 13.0% | 8% |
| 20260818 | $10.50 | $3.77 | 13.4% | 15% |
| 20260817 | $10.25 | $3.20 | 13.2% | 12% |
| 20260814 | $9.85 | $3.25 | 12.5% | 0% |
| 20260813 | $10.30 | $3.75 | 12.9% | 0% |
| 20260812 | $10.25 | $4.05 | 13.0% | 0% |
| 20260811 | $11.05 | $5.00 | 13.5% | 3% |
| 20260810 | $10.95 | $5.07 | 13.5% | 3% |
| 20260807 | — | — | 13.2% | 0% |
| 20260806 | $12.00 | $6.47 | 14.0% | 6% |
| 20260805 | $6.55 | $6.55 | 13.7% | 4% |
| 20260804 | $7.17 | $7.17 | 14.4% | 8% |
| 20260803 | $7.40 | $7.40 | 13.6% | 3% |
| 20260731 | $7.07 | $7.07 | 13.5% | 2% |
| 20260730 | $8.30 | $8.30 | 15.0% | 13% |
More on MMTM
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.