PIT · Expected Move
VanEck Commodity Strategy ETF · ETF
The expected move for PIT 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).
PIT 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 PIT Expected Move
30-Day Straddle
$5.42
7-Day Straddle
$5.42
30-Day ATM IV
27.8%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to PIT'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.
PIT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.42 | $5.42 | 27.8% | 58% |
| 20261021 | $5.33 | $5.33 | 27.7% | 57% |
| 20261020 | $5.88 | $5.88 | 29.5% | 68% |
| 20261019 | $6.12 | $6.12 | 30.7% | 75% |
| 20261016 | $5.88 | $4.50 | 28.1% | 60% |
| 20261015 | $6.15 | $3.83 | 29.4% | 68% |
| 20261014 | $6.10 | $2.78 | 28.6% | 63% |
| 20261013 | $6.10 | $3.20 | 28.0% | 59% |
| 20261012 | $6.50 | $3.17 | 29.9% | 71% |
| 20261009 | $6.25 | $3.28 | 28.4% | 62% |
| 20261008 | $6.12 | $3.30 | 27.1% | 54% |
| 20261007 | $6.08 | $3.42 | 27.9% | 58% |
| 20261006 | $6.47 | $3.72 | 28.8% | 64% |
| 20261005 | $6.47 | $3.55 | 28.7% | 63% |
| 20261002 | $3.50 | $3.50 | 27.7% | 57% |
| 20261001 | $3.90 | $3.90 | 28.3% | 55% |
| 20260930 | $3.90 | $3.90 | 28.2% | 54% |
| 20260929 | $3.92 | $3.92 | 28.7% | 57% |
| 20260928 | $4.17 | $4.17 | 28.4% | 55% |
| 20260925 | $4.50 | $4.50 | 28.3% | 55% |
| 20260924 | $4.70 | $4.70 | 27.7% | 52% |
| 20260923 | $4.85 | $4.85 | 28.3% | 55% |
| 20260922 | $4.70 | $4.70 | 27.8% | 48% |
| 20260921 | $4.82 | $4.82 | 27.8% | 48% |
| 20260918 | $5.12 | $3.75 | 27.6% | 45% |
| 20260917 | $4.78 | $2.35 | 26.3% | 39% |
| 20260916 | $5.58 | $2.65 | 29.1% | 53% |
| 20260915 | $5.83 | $2.92 | 29.5% | 55% |
| 20260914 | $5.78 | $2.75 | 29.6% | 55% |
| 20260911 | $5.57 | $3.03 | 27.7% | 46% |
| 20260910 | $5.82 | $3.17 | 28.0% | 47% |
| 20260909 | $5.80 | $3.28 | 27.9% | 46% |
| 20260908 | $5.78 | $3.30 | 27.9% | 47% |
| 20260904 | $5.30 | $3.25 | 27.0% | 42% |
| 20260903 | $5.68 | $3.45 | 27.6% | 45% |
| 20260902 | $3.65 | $3.65 | 26.8% | 42% |
| 20260901 | $3.73 | $3.73 | 26.6% | 40% |
| 20260831 | $4.05 | $4.05 | 27.5% | 45% |
| 20260828 | $3.98 | $3.98 | 25.9% | 37% |
| 20260827 | $4.03 | $4.03 | 27.3% | 44% |
| 20260826 | $4.20 | $4.20 | 27.0% | 42% |
| 20260825 | $4.25 | $4.25 | 27.0% | 42% |
| 20260824 | $4.58 | $4.58 | 34.9% | 80% |
| 20260821 | $4.62 | $3.85 | 26.6% | 41% |
| 20260820 | $4.90 | $3.08 | 27.3% | 44% |
| 20260819 | $4.70 | $3.38 | 26.4% | 40% |
| 20260818 | $4.72 | $3.42 | 26.3% | 38% |
| 20260817 | $4.85 | $3.27 | 26.6% | 37% |
| 20260814 | $4.72 | $3.15 | 25.8% | 31% |
| 20260813 | $5.12 | $2.95 | 27.9% | 39% |
| 20260812 | $5.20 | $3.33 | 27.8% | 38% |
| 20260811 | $5.28 | $3.00 | 28.0% | 39% |
| 20260810 | $5.42 | $3.15 | 27.9% | 38% |
| 20260807 | — | — | 27.0% | 33% |
| 20260806 | $5.38 | $4.22 | 29.2% | 40% |
| 20260805 | $3.97 | $3.97 | 28.0% | 36% |
| 20260804 | $3.75 | $3.75 | 28.1% | 36% |
| 20260803 | $4.05 | $4.05 | 27.4% | 34% |
| 20260731 | $4.70 | $4.70 | 30.1% | 44% |
| 20260730 | $4.47 | $4.47 | 31.7% | 50% |
More on PIT
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.