MTBA · Expected Move
Simplify MBS ETF · ETF
The expected move for MTBA 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).
MTBA 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 MTBA Expected Move
30-Day Straddle
$1.98
7-Day Straddle
$1.98
30-Day ATM IV
8.3%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to MTBA'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.
MTBA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.98 | $1.98 | 8.3% | 13% |
| 20261020 | $2.08 | $2.08 | 7.1% | 7% |
| 20261019 | $1.95 | $1.95 | 8.0% | 12% |
| 20261016 | $1.95 | $3.50 | 6.9% | 6% |
| 20261015 | $1.95 | $1.85 | 12.3% | 34% |
| 20261014 | $2.00 | $1.70 | 7.3% | 8% |
| 20261013 | $1.40 | $1.80 | 7.6% | 10% |
| 20261012 | $1.45 | $1.80 | 7.9% | 11% |
| 20261009 | $2.00 | $1.83 | 9.4% | 19% |
| 20261008 | $2.17 | $1.77 | 8.4% | 14% |
| 20261007 | $2.00 | $1.80 | 9.3% | 19% |
| 20261006 | $2.25 | $1.32 | 8.3% | 13% |
| 20261005 | $2.30 | $1.90 | 8.4% | 14% |
| 20261002 | $1.80 | $1.80 | 10.6% | 25% |
| 20261001 | $1.85 | $1.85 | 9.2% | 18% |
| 20260930 | $1.93 | $1.93 | 13.4% | 40% |
| 20260929 | $1.92 | $1.92 | 10.6% | 26% |
| 20260928 | $1.90 | $1.90 | 14.3% | 45% |
| 20260925 | $1.83 | $1.83 | 8.2% | 13% |
| 20260924 | $1.77 | $1.77 | 9.0% | 17% |
| 20260923 | $1.88 | $1.88 | 12.7% | 37% |
| 20260922 | $1.25 | $1.25 | 8.0% | 12% |
| 20260921 | $1.25 | $1.25 | 7.9% | 11% |
| 20260918 | $1.30 | $1.20 | 7.4% | 9% |
| 20260917 | $3.35 | $1.77 | 7.7% | 10% |
| 20260916 | $1.05 | $1.20 | 6.9% | 6% |
| 20260915 | $1.93 | $1.85 | 11.9% | 32% |
| 20260914 | $2.85 | $1.15 | 7.2% | 7% |
| 20260911 | $2.40 | $2.50 | 10.2% | 23% |
| 20260910 | $1.90 | $1.82 | 6.4% | 3% |
| 20260909 | $1.40 | $1.40 | 7.4% | 9% |
| 20260908 | $6.00 | $6.00 | 8.1% | 12% |
| 20260904 | $2.05 | $1.45 | 9.9% | 22% |
| 20260903 | $6.00 | $1.43 | 11.0% | 28% |
| 20260902 | $1.43 | $1.43 | 8.9% | 16% |
| 20260901 | $3.52 | $3.52 | 9.7% | 21% |
| 20260831 | $2.58 | $2.58 | 10.7% | 26% |
| 20260828 | $3.10 | $3.10 | 13.0% | 38% |
| 20260827 | $1.23 | $1.23 | 16.1% | 55% |
| 20260826 | $1.25 | $1.25 | 15.2% | 50% |
| 20260825 | $1.30 | $1.30 | 17.0% | 59% |
| 20260824 | $1.38 | $1.38 | 18.2% | 66% |
| 20260821 | $1.43 | $1.65 | 14.2% | 45% |
| 20260820 | $1.35 | $1.38 | 17.5% | 63% |
| 20260819 | $0.80 | $1.93 | 18.1% | 66% |
| 20260818 | $1.27 | $1.82 | 18.5% | 68% |
| 20260817 | $1.48 | $1.62 | 14.5% | 46% |
| 20260814 | $1.32 | $1.42 | 15.3% | 50% |
| 20260813 | $1.32 | $1.57 | 16.3% | 56% |
| 20260812 | $1.32 | $1.42 | 14.6% | 47% |
| 20260811 | $1.43 | $1.62 | 14.0% | 44% |
| 20260810 | $1.52 | $2.00 | 16.2% | 56% |
| 20260807 | — | — | 14.7% | 47% |
| 20260806 | $1.73 | $2.38 | 15.5% | 52% |
| 20260805 | $1.60 | $1.60 | 14.9% | 48% |
| 20260804 | $1.48 | $1.48 | 15.2% | 50% |
| 20260803 | $1.95 | $1.95 | 13.9% | 43% |
| 20260731 | $2.45 | $2.45 | 18.8% | 69% |
| 20260730 | $1.65 | $1.65 | 20.3% | 77% |
| 20260729 | $1.90 | $1.90 | 19.2% | 72% |
More on MTBA
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.