ROKT · Expected Move
State Street SPDR S&P Kensho Final Frontiers ETF · ETF
The expected move for ROKT 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).
ROKT 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 ROKT Expected Move
30-Day Straddle
$6.95
7-Day Straddle
$6.95
30-Day ATM IV
31.2%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to ROKT'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.
ROKT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $6.95 | $6.95 | 31.2% | 36% |
| 20261021 | $6.45 | $6.45 | 27.5% | 11% |
| 20261020 | $6.28 | $6.28 | 26.6% | 6% |
| 20261019 | $6.10 | $6.10 | 25.6% | 0% |
| 20261016 | $7.05 | $4.90 | 28.5% | 14% |
| 20261015 | $7.30 | $4.85 | 28.8% | 15% |
| 20261014 | $8.03 | $2.90 | 31.3% | 30% |
| 20261013 | $7.80 | $4.90 | 29.2% | 18% |
| 20261012 | $7.60 | $4.85 | 28.4% | 13% |
| 20261009 | $7.78 | $4.92 | 29.2% | 18% |
| 20261008 | $7.90 | $4.92 | 29.4% | 19% |
| 20261007 | $8.88 | $5.20 | 32.4% | 37% |
| 20261006 | $8.53 | $4.95 | 29.5% | 20% |
| 20261005 | $8.22 | $5.12 | 28.7% | 15% |
| 20261002 | $5.30 | $5.30 | 28.3% | 13% |
| 20261001 | $5.65 | $5.65 | 29.5% | 22% |
| 20260930 | $5.88 | $5.88 | 30.3% | 27% |
| 20260929 | $6.35 | $6.35 | 31.5% | 35% |
| 20260928 | $5.95 | $5.95 | 29.6% | 23% |
| 20260925 | $4.92 | $4.92 | 26.3% | 4% |
| 20260924 | $5.93 | $5.93 | 28.2% | 15% |
| 20260923 | $6.30 | $6.30 | 29.4% | 22% |
| 20260922 | $6.85 | $6.85 | 30.9% | 31% |
| 20260921 | $6.65 | $6.65 | 28.9% | 19% |
| 20260918 | $6.88 | $3.55 | 29.3% | 22% |
| 20260917 | $6.88 | $3.85 | 28.4% | 16% |
| 20260916 | $6.68 | $4.10 | 27.5% | 11% |
| 20260915 | $6.50 | $4.40 | 26.7% | 6% |
| 20260914 | $7.07 | $4.78 | 28.5% | 17% |
| 20260911 | $7.28 | $5.08 | 28.0% | 14% |
| 20260910 | $7.60 | $5.25 | 29.2% | 21% |
| 20260909 | $8.30 | $5.58 | 31.8% | 36% |
| 20260908 | $7.30 | $5.38 | 27.2% | 9% |
| 20260904 | $7.75 | $5.62 | 27.7% | 12% |
| 20260903 | $8.50 | $5.25 | 28.8% | 18% |
| 20260902 | $5.90 | $5.90 | 28.7% | 18% |
| 20260901 | $5.50 | $5.50 | 27.7% | 12% |
| 20260831 | $6.00 | $6.00 | 29.3% | 21% |
| 20260828 | $6.42 | $6.42 | 29.8% | 24% |
| 20260827 | $6.18 | $6.18 | 26.9% | 7% |
| 20260826 | $6.03 | $6.03 | 26.7% | 6% |
| 20260825 | $7.35 | $7.35 | 30.9% | 31% |
| 20260824 | $6.95 | $6.95 | 30.1% | 26% |
| 20260821 | $6.90 | $3.35 | 27.3% | 9% |
| 20260820 | $7.93 | $3.55 | 30.3% | 30% |
| 20260819 | $8.18 | $3.92 | 30.3% | 30% |
| 20260818 | $7.42 | $4.07 | 26.5% | 8% |
| 20260817 | $8.03 | $4.88 | 27.6% | 14% |
| 20260814 | $8.65 | $5.28 | 28.8% | 21% |
| 20260813 | $8.72 | $5.40 | 29.4% | 25% |
| 20260812 | $8.97 | $5.05 | 29.7% | 26% |
| 20260811 | $8.95 | $5.40 | 29.4% | 25% |
| 20260810 | $9.48 | $5.97 | 30.9% | 33% |
| 20260807 | — | — | 30.9% | 33% |
| 20260806 | $9.85 | $6.45 | 30.7% | 32% |
| 20260805 | $6.55 | $6.55 | 31.9% | 39% |
| 20260804 | $6.83 | $6.83 | 31.2% | 35% |
| 20260803 | $7.08 | $7.08 | 32.3% | 41% |
| 20260731 | $7.30 | $7.30 | 32.7% | 43% |
| 20260730 | $7.40 | $7.40 | 32.9% | 44% |
More on ROKT
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.