SDY · Expected Move
State Street SPDR S&P Dividend ETF · ETF
The expected move for SDY 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).
SDY 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 SDY Expected Move
30-Day Straddle
$5.20
7-Day Straddle
$5.20
30-Day ATM IV
14.3%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to SDY'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.
SDY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.20 | $5.20 | 14.3% | 58% |
| 20261021 | $4.25 | $4.25 | 11.9% | 19% |
| 20261020 | $4.55 | $4.55 | 12.5% | 28% |
| 20261019 | $4.53 | $4.53 | 12.2% | 24% |
| 20261016 | $4.47 | $1.82 | 11.7% | 15% |
| 20261015 | $4.15 | $0.85 | 10.8% | 0% |
| 20261014 | $4.85 | $1.93 | 12.5% | 12% |
| 20261013 | $5.38 | $2.27 | 13.9% | 41% |
| 20261012 | $5.28 | $2.62 | 13.6% | 33% |
| 20261009 | $6.03 | $2.50 | 15.0% | 62% |
| 20261008 | $5.92 | $2.83 | 14.0% | 42% |
| 20261007 | $6.55 | $3.60 | 16.2% | 87% |
| 20261006 | $5.97 | $2.85 | 14.1% | 44% |
| 20261005 | $6.47 | $3.08 | 15.3% | 68% |
| 20261002 | $3.40 | $3.40 | 16.3% | 89% |
| 20261001 | $4.42 | $4.42 | 16.3% | 89% |
| 20260930 | $4.40 | $4.40 | 16.0% | 84% |
| 20260929 | $4.03 | $4.03 | 16.3% | 90% |
| 20260928 | $4.67 | $4.67 | 15.2% | 67% |
| 20260925 | $4.38 | $4.38 | 15.0% | 64% |
| 20260924 | $5.15 | $5.15 | 16.8% | 100% |
| 20260923 | $4.17 | $4.17 | 14.7% | 63% |
| 20260922 | $4.50 | $4.50 | 14.9% | 68% |
| 20260921 | $4.70 | $4.70 | 14.9% | 68% |
| 20260918 | $5.25 | $2.12 | 15.7% | 87% |
| 20260917 | $5.10 | $1.92 | 14.3% | 53% |
| 20260916 | $4.72 | $2.33 | 13.8% | 42% |
| 20260915 | $5.15 | $2.88 | 14.2% | 51% |
| 20260914 | $5.17 | $2.80 | 14.2% | 53% |
| 20260911 | $5.58 | $2.90 | 15.0% | 70% |
| 20260910 | $6.05 | $3.33 | 15.9% | 91% |
| 20260909 | $5.95 | $3.57 | 15.5% | 81% |
| 20260908 | $5.65 | $3.35 | 14.8% | 67% |
| 20260904 | $5.65 | $3.35 | 13.5% | 37% |
| 20260903 | $5.93 | $3.15 | 13.5% | 37% |
| 20260902 | $3.08 | $3.08 | 12.5% | 13% |
| 20260901 | $3.97 | $3.97 | 14.5% | 58% |
| 20260831 | $3.35 | $3.35 | 13.4% | 32% |
| 20260828 | $4.42 | $4.42 | 13.2% | 28% |
| 20260827 | $3.92 | $3.92 | 13.4% | 33% |
| 20260826 | $4.42 | $4.42 | 13.5% | 37% |
| 20260825 | $4.00 | $4.00 | 12.7% | 16% |
| 20260824 | $4.28 | $4.28 | 12.9% | 23% |
| 20260821 | $4.78 | $1.07 | 13.7% | 39% |
| 20260820 | $4.88 | $1.85 | 13.7% | 40% |
| 20260819 | $4.53 | $1.58 | 12.5% | 13% |
| 20260818 | $5.28 | $1.57 | 14.6% | 61% |
| 20260817 | $5.22 | $2.15 | 14.2% | 52% |
| 20260814 | $5.78 | $2.48 | 13.9% | 31% |
| 20260813 | $5.00 | $2.90 | 13.1% | 16% |
| 20260812 | $6.40 | $3.27 | 15.9% | 53% |
| 20260811 | $5.12 | $3.17 | 13.0% | 14% |
| 20260810 | $6.42 | $3.50 | 15.3% | 45% |
| 20260807 | — | — | 13.6% | 20% |
| 20260806 | $6.85 | $3.70 | 14.8% | 33% |
| 20260805 | $4.15 | $4.15 | 13.7% | 20% |
| 20260804 | $3.90 | $3.90 | 13.3% | 16% |
| 20260803 | $4.25 | $4.25 | 15.4% | 41% |
| 20260731 | $4.30 | $4.30 | 14.5% | 30% |
| 20260730 | $4.33 | $4.33 | 14.1% | 25% |
More on SDY
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.