ONEO · Expected Move

State Street SPDR Russell 1000 Momentum Focus ETF · ETF

The expected move for ONEO 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).

ONEO 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 ONEO Expected Move
30-Day Straddle
$9.25
7-Day Straddle
$9.25
30-Day ATM IV
54.2%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to ONEO'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.
ONEO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260708 $9.25 $9.25 54.2% 50%
20260707 $9.25 $9.25 89.2% 100%
20260706 $9.25 $9.25 87.2% 100%
20260702 $9.25 $9.25 74.0% 100%
20260701 $9.25 $9.25 72.3% 100%
20260630 $9.25 $9.25 70.7% 100%
20260629 $9.25 $9.25 67.5% 100%
20260626 $9.25 $9.25 61.4% 97%
20260625 $9.25 $9.25 62.8% 100%
20260624 $9.25 $9.25 34.8% 40%
20260623 $9.25 $9.25 33.4% 36%
20260622 $9.25 $9.25 58.2% 100%
20260618 $9.25 $8.60 53.3% 100%
20260617 $9.25 $8.60 31.2% 35%
20260616 $9.25 $8.60 53.2% 100%
20260615 $9.25 $8.60 52.9% 100%
20260613 $9.25 $8.60 — —
20260612 $9.25 $8.60 49.1% 100%
20260611 $9.25 $8.60 27.8% 30%
20260610 $9.25 $7.48 31.0% 41%
20260609 $9.25 $8.60 29.7% 36%
20260608 $9.25 $8.60 27.2% 28%
20260605 $9.25 $8.60 27.7% 29%
20260604 $9.25 $8.60 47.6% 100%
20260603 $9.25 $8.60 47.0% 100%
20260602 $8.60 $8.60 40.0% 100%
20260601 $8.60 $8.60 28.0% 75%
20260529 $8.60 $8.60 24.3% 43%
20260528 $8.60 $8.60 25.9% 57%
20260527 $8.60 $8.60 26.5% 62%
20260526 $8.60 $8.60 25.6% 54%
20260522 $7.48 $7.48 30.2% 95%
20260521 $6.62 $6.62 27.3% 72%
20260520 $6.62 $6.62 25.1% 54%
20260519 $6.60 $6.60 23.2% 38%
20260518 $6.45 $6.45 20.1% 13%
20260515 $6.45 $4.50 19.4% 8%
20260514 $6.80 $4.97 25.3% 55%
20260513 $6.62 $4.60 24.6% 50%
20260512 $6.62 $4.60 24.3% 47%
20260511 $6.80 $4.97 24.8% 51%
20260510 $6.80 $4.97 — —
20260508 $6.80 $4.97 25.9% 60%
20260507 $6.45 $4.50 24.7% 51%
20260506 $7.48 $5.62 26.3% 63%
20260505 $6.62 $4.60 25.7% 58%
20260504 $6.60 $4.55 24.5% 49%
20260502 $4.70 $4.70 — —
20260501 $4.70 $4.70 26.5% 65%
20260430 $4.75 $4.75 27.9% 76%
20260429 $5.00 $5.00 27.2% 71%
20260428 $5.05 $5.05 27.5% 73%
20260427 $5.30 $5.30 23.5% 40%
20260424 $5.35 $5.35 23.6% 42%
20260423 $5.30 $5.30 24.2% 46%
20260422 $5.45 $5.45 24.5% 49%
20260421 $5.45 $5.45 24.5% 49%
20260420 $5.40 $5.40 29.6% 90%
20260417 $5.50 $3.20 25.0% 53%
20260416 $5.50 $3.55 24.9% 52%

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.