QUS · Expected Move
State Street SPDR MSCI USA StrategicFactors ETF · ETF
The expected move for QUS 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).
QUS 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 QUS Expected Move
30-Day Straddle
$3.97
7-Day Straddle
$3.97
30-Day ATM IV
8.9%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to QUS'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.
QUS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.97 | $3.97 | 8.9% | 10% |
| 20261020 | $5.20 | $5.20 | 11.7% | 57% |
| 20261019 | $5.75 | $5.75 | 12.0% | 49% |
| 20261016 | $6.80 | $3.50 | 13.5% | 68% |
| 20261015 | $5.57 | $1.93 | 11.0% | 35% |
| 20261014 | $5.25 | $2.35 | 10.7% | 31% |
| 20261013 | $5.80 | $2.50 | 11.3% | 39% |
| 20261012 | $4.30 | $2.55 | 8.5% | 3% |
| 20261009 | $6.05 | $2.25 | 11.2% | 37% |
| 20261008 | $5.97 | $2.95 | 11.4% | 41% |
| 20261007 | $6.45 | $3.15 | 11.7% | 44% |
| 20261006 | $5.70 | $2.55 | 10.4% | 27% |
| 20261005 | $6.35 | $3.95 | 11.4% | 41% |
| 20261002 | $4.00 | $4.00 | 11.6% | 43% |
| 20261001 | $3.48 | $3.48 | 11.7% | 44% |
| 20260930 | $3.98 | $3.98 | 12.5% | 55% |
| 20260929 | $3.18 | $3.18 | 10.2% | 24% |
| 20260928 | $3.82 | $3.82 | 11.5% | 41% |
| 20260925 | $4.58 | $4.58 | 10.9% | 34% |
| 20260924 | $4.17 | $4.17 | 10.9% | 33% |
| 20260923 | $5.05 | $5.05 | 11.4% | 41% |
| 20260922 | $5.42 | $5.42 | 10.2% | 24% |
| 20260921 | $4.08 | $4.08 | 10.9% | 34% |
| 20260918 | $4.35 | $3.00 | 10.1% | 23% |
| 20260917 | $5.03 | $1.92 | 11.2% | 37% |
| 20260916 | $5.72 | $2.62 | 12.9% | 60% |
| 20260915 | $6.47 | $3.15 | 11.9% | 47% |
| 20260914 | $5.05 | $3.15 | 12.0% | 48% |
| 20260911 | $6.30 | $3.45 | 10.2% | 24% |
| 20260910 | $5.40 | $3.00 | 11.4% | 40% |
| 20260909 | $6.00 | $2.30 | 10.7% | 31% |
| 20260908 | $4.50 | $3.23 | 10.7% | 31% |
| 20260904 | $4.03 | $3.58 | 8.3% | 0% |
| 20260903 | $5.75 | $3.50 | 10.1% | 11% |
| 20260902 | $3.95 | $3.95 | 11.4% | 32% |
| 20260901 | $3.90 | $3.90 | 11.5% | 34% |
| 20260831 | $3.90 | $3.90 | 10.1% | 12% |
| 20260828 | $4.07 | $4.07 | 10.2% | 14% |
| 20260827 | $4.12 | $4.12 | 9.9% | 9% |
| 20260826 | $4.20 | $4.20 | 11.6% | 35% |
| 20260825 | $4.67 | $4.67 | 11.3% | 30% |
| 20260824 | $3.53 | $3.53 | 9.4% | 1% |
| 20260821 | $4.30 | $2.73 | 9.7% | 5% |
| 20260820 | $5.12 | $2.55 | 12.2% | 43% |
| 20260819 | $5.30 | $2.77 | 10.9% | 25% |
| 20260818 | $4.80 | $2.10 | 10.6% | 20% |
| 20260817 | $5.05 | $3.00 | 11.2% | 28% |
| 20260814 | $5.90 | $2.30 | 11.7% | 24% |
| 20260813 | $4.85 | $2.83 | 9.8% | 5% |
| 20260812 | $5.45 | $3.35 | 10.9% | 16% |
| 20260811 | $5.95 | $3.28 | 12.1% | 28% |
| 20260810 | $4.67 | $2.77 | 9.3% | 0% |
| 20260807 | — | — | 12.0% | 17% |
| 20260806 | $6.28 | $4.03 | 12.4% | 19% |
| 20260805 | $3.88 | $3.88 | 12.6% | 21% |
| 20260804 | $5.10 | $5.10 | 12.2% | 17% |
| 20260803 | $3.55 | $3.55 | 11.0% | 8% |
| 20260731 | $4.60 | $4.60 | 12.6% | 21% |
| 20260730 | $4.58 | $4.58 | 12.5% | 20% |
| 20260729 | $5.60 | $5.60 | 14.3% | 34% |
More on QUS
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.