PSK · Expected Move

State Street SPDR ICE Preferred Securities ETF · ETF

The expected move for PSK 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).

PSK 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 PSK Expected Move
30-Day Straddle
$1.35
7-Day Straddle
$1.35
30-Day ATM IV
19.1%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to PSK'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.
PSK Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.35 $1.35 19.1% 8%
20261020 $1.38 $1.38 17.3% 4%
20261019 $1.45 $1.45 17.2% 4%
20261016 $1.45 $3.15 19.3% 9%
20261015 $1.52 $0.00 18.7% 7%
20261014 $1.40 $1.10 17.6% 5%
20261013 $1.42 $1.12 21.6% 15%
20261012 $1.45 $1.12 27.0% 27%
20261009 $1.58 $1.23 21.4% 14%
20261008 $1.52 $1.23 21.9% 15%
20261007 $1.58 $1.23 26.2% 25%
20261006 $1.62 $1.25 34.2% 45%
20261005 $3.33 $1.30 20.9% 13%
20261002 $1.35 $1.35 57.3% 100%
20261001 $1.30 $1.30 20.3% 13%
20260930 $1.30 $1.30 26.2% 30%
20260929 $1.38 $1.38 21.5% 17%
20260928 $1.50 $1.50 22.0% 18%
20260925 $1.40 $1.40 17.3% 5%
20260924 $1.38 $1.38 15.6% 0%
20260923 $1.40 $1.40 17.0% 0%
20260922 $1.42 $1.42 19.2% 7%
20260921 $1.43 $1.43 19.1% 6%
20260918 $1.55 $3.17 19.9% 9%
20260917 $1.57 $1.43 36.7% 58%
20260916 $1.50 $1.33 37.1% 59%
20260915 $1.52 $1.38 37.6% 60%
20260914 $1.60 $1.40 32.8% 46%
20260911 $1.65 $1.45 36.2% 56%
20260910 $1.65 $1.38 38.7% 64%
20260909 $1.65 $1.45 51.1% 100%
20260908 $1.68 $1.55 35.7% 58%
20260904 $1.73 $1.52 49.2% 76%
20260903 $1.77 $1.52 48.5% 75%
20260902 $1.58 $1.58 37.8% 49%
20260901 $1.10 $1.10 43.2% 62%
20260831 $3.40 $3.40 33.4% 39%
20260828 $3.30 $3.30 30.1% 31%
20260827 $3.27 $3.27 30.5% 32%
20260826 $3.25 $3.25 30.0% 31%
20260825 $3.22 $3.22 30.0% 31%
20260824 $3.30 $3.30 28.9% 28%
20260821 $1.57 $1.48 32.6% 37%
20260820 $1.58 $3.05 28.2% 26%
20260819 $1.58 $1.45 31.5% 34%
20260818 $1.62 $3.05 32.5% 37%
20260817 $1.58 $1.43 37.2% 48%
20260814 $1.60 $1.43 23.7% 16%
20260813 $1.55 $1.35 25.0% 19%
20260812 $1.52 $1.32 23.0% 14%
20260811 $1.52 $3.05 22.9% 14%
20260810 $1.82 $1.52 22.4% 13%
20260807 — — 20.1% 7%
20260806 $4.80 $1.32 18.1% 3%
20260805 $1.48 $1.48 24.5% 18%
20260804 $1.62 $1.62 22.0% 12%
20260803 $1.68 $1.68 28.3% 27%
20260731 $1.73 $1.73 23.3% 15%
20260730 $1.68 $1.68 23.9% 16%
20260729 $1.10 $1.10 23.3% 15%

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.