RWR · Expected Move

State Street SPDR Dow Jones REIT ETF · ETF

The expected move for RWR 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).

RWR 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 RWR Expected Move
30-Day Straddle
$4.60
7-Day Straddle
$2.30
30-Day ATM IV
17.6%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to RWR'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.
RWR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $4.60 $2.30 17.6% 75%
20261015 $4.70 $2.02 18.3% 83%
20261014 $4.72 $2.12 18.0% 80%
20261013 $5.03 $1.80 18.6% 88%
20261012 $4.90 $2.52 16.7% 63%
20261009 $5.10 $2.50 18.4% 86%
20261008 $5.12 $2.30 17.8% 77%
20261007 $5.33 $2.95 18.9% 92%
20261006 $5.80 $2.75 19.4% 99%
20261005 $5.55 $2.55 18.5% 87%
20261002 $3.00 $3.00 17.0% 66%
20261001 $3.10 $3.10 17.9% 78%
20260930 $3.50 $3.50 17.7% 76%
20260929 $3.12 $3.12 16.5% 60%
20260928 $3.27 $3.27 18.4% 86%
20260925 $3.65 $3.65 17.5% 72%
20260924 $3.83 $3.83 17.1% 68%
20260923 $3.67 $3.67 16.7% 62%
20260922 $4.33 $4.33 18.1% 81%
20260921 $3.40 $3.40 15.8% 50%
20260918 $3.83 $4.80 15.9% 52%
20260917 $4.08 $1.95 16.9% 64%
20260916 $3.98 $1.95 15.5% 46%
20260915 $4.45 $2.33 17.6% 75%
20260914 $5.00 $2.00 18.6% 87%
20260911 $5.30 $2.45 19.5% 100%
20260910 $5.20 $2.35 17.6% 94%
20260909 $4.97 $3.25 17.7% 95%
20260908 $4.78 $2.42 16.8% 80%
20260904 $5.10 $2.60 16.3% 72%
20260903 $5.15 $2.92 17.2% 86%
20260902 $3.00 $3.00 15.7% 62%
20260901 $2.70 $2.70 15.7% 62%
20260831 $2.95 $2.95 15.4% 45%
20260828 $3.10 $3.10 14.8% 37%
20260827 $3.42 $3.42 14.2% 29%
20260826 $3.02 $3.02 15.1% 40%
20260825 $3.45 $3.45 14.1% 26%
20260824 $3.22 $3.22 14.0% 26%
20260821 $3.53 $2.20 13.8% 22%
20260820 $3.62 $1.85 13.8% 23%
20260819 $3.55 $1.90 13.6% 21%
20260818 $3.90 $1.83 14.0% 26%
20260817 $3.85 $2.00 14.6% 34%
20260814 $4.30 $2.38 15.5% 45%
20260813 $4.58 $2.48 15.3% 43%
20260812 $4.45 $2.45 15.5% 45%
20260811 $4.30 $2.38 15.2% 41%
20260810 $4.40 $3.20 16.9% 61%
20260807 — — 16.6% 42%
20260806 $5.55 $3.95 17.7% 53%
20260805 $3.02 $3.02 15.3% 29%
20260804 $2.88 $2.88 14.6% 24%
20260803 $3.83 $3.83 17.9% 54%
20260731 $4.00 $4.00 17.4% 49%
20260730 $3.75 $3.75 15.7% 34%
20260729 $4.35 $4.35 16.6% 42%
20260728 $3.72 $3.72 15.9% 35%
20260727 $3.58 $3.58 16.4% 40%
20260724 $3.88 $3.88 14.9% 26%

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.