ONEY · Expected Move

State Street SPDR Russell 1000 Yield Focus ETF · ETF

The expected move for ONEY 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).

ONEY 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 ONEY Expected Move
30-Day Straddle
$5.75
7-Day Straddle
$5.75
30-Day ATM IV
18.8%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to ONEY'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.
ONEY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $5.75 $5.75 18.8% 70%
20261020 $5.45 $5.45 18.7% 68%
20261019 $5.25 $5.25 17.7% 52%
20261016 $5.45 $4.25 17.2% 45%
20261015 $5.55 $4.05 17.2% 46%
20261014 $5.75 $4.00 17.7% 53%
20261013 $6.05 $4.10 17.7% 52%
20261012 $5.80 $4.40 17.7% 52%
20261009 $6.00 $4.50 19.8% 85%
20261008 $6.00 $4.25 19.7% 84%
20261007 $6.10 $4.55 19.4% 80%
20261006 $6.00 $4.50 19.3% 77%
20261005 $6.05 $4.45 19.0% 73%
20261002 $4.75 $4.75 18.0% 57%
20261001 $4.80 $4.80 18.7% 68%
20260930 $4.90 $4.90 18.8% 71%
20260929 $5.00 $5.00 18.8% 70%
20260928 $5.00 $5.00 18.4% 64%
20260925 $4.90 $4.90 17.8% 54%
20260924 $4.95 $4.95 14.2% 0%
20260923 $4.90 $4.90 16.7% 28%
20260922 $5.45 $5.45 18.4% 58%
20260921 $5.50 $5.50 17.7% 46%
20260918 $5.40 $4.85 19.2% 73%
20260917 $5.50 $4.35 18.8% 64%
20260916 $5.55 $4.35 18.9% 61%
20260915 $5.40 $4.70 17.7% 40%
20260914 $5.30 $4.75 17.3% 34%
20260911 $5.50 $4.80 17.9% 45%
20260910 $5.55 $5.00 18.4% 53%
20260909 $5.80 $5.10 18.5% 54%
20260908 $5.70 $5.00 18.4% 52%
20260904 $5.80 $4.90 17.2% 33%
20260903 $5.80 $3.42 15.7% 8%
20260902 $3.35 $3.35 16.5% 21%
20260901 $5.00 $5.00 18.2% 49%
20260831 $5.05 $5.05 16.8% 26%
20260828 $5.10 $5.10 18.1% 48%
20260827 $5.10 $5.10 17.9% 45%
20260826 $4.03 $4.03 15.2% 0%
20260825 $4.25 $4.25 16.5% 9%
20260824 $5.20 $5.20 17.5% 28%
20260821 $5.30 $4.90 17.8% 34%
20260820 $5.60 $4.00 18.0% 37%
20260819 $5.30 $4.30 17.3% 24%
20260818 $5.70 $4.25 18.4% 46%
20260817 $5.60 $4.40 18.0% 38%
20260814 $5.60 $4.45 18.0% 31%
20260813 $5.55 $4.35 17.8% 26%
20260812 $5.70 $4.60 18.3% 32%
20260811 $5.75 $4.60 18.6% 37%
20260810 $5.75 $4.45 18.4% 29%
20260807 — — 19.0% 28%
20260806 $6.50 $4.65 19.9% 36%
20260805 $4.65 $4.65 20.3% 40%
20260804 $5.05 $5.05 19.8% 34%
20260803 $4.95 $4.95 19.2% 30%
20260731 $5.70 $5.70 19.3% 30%
20260730 $4.95 $4.95 19.8% 34%
20260729 $5.15 $5.15 18.1% 20%

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.