SFY · Expected Move

SoFi Select 500 ETF · ETF

The expected move for SFY 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).

SFY 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 SFY Expected Move
30-Day Straddle
$6.30
7-Day Straddle
$6.30
30-Day ATM IV
18.4%
IV Rank
92%
Implied one-standard-deviation move through the next 30 days. Compare to SFY'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.
SFY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $6.30 $6.30 18.4% 92%
20261021 $5.38 $5.38 15.4% 49%
20261020 $5.55 $5.55 15.7% 52%
20261019 $5.53 $5.53 15.6% 44%
20261016 $6.22 $5.00 16.7% 57%
20261015 $5.62 $1.45 14.5% 31%
20261014 $5.90 $1.48 15.2% 39%
20261013 $5.55 $1.80 13.8% 23%
20261012 $5.72 $1.62 14.1% 26%
20261009 $6.10 $2.00 13.8% 22%
20261008 $6.47 $2.52 14.5% 31%
20261007 $6.28 $2.42 14.1% 26%
20261006 $6.55 $2.62 14.3% 29%
20261005 $6.85 $2.80 14.7% 33%
20261002 $3.20 $3.20 14.4% 29%
20261001 $3.48 $3.48 14.9% 36%
20260930 $3.68 $3.68 14.3% 29%
20260929 $3.58 $3.58 14.6% 32%
20260928 $3.70 $3.70 14.5% 31%
20260925 $3.85 $3.85 13.9% 24%
20260924 $4.05 $4.05 14.2% 27%
20260923 $3.95 $3.95 13.6% 20%
20260922 $4.10 $4.10 13.5% 18%
20260921 $4.17 $4.17 13.1% 14%
20260918 $4.05 $4.40 12.0% 0%
20260917 $4.40 $2.17 12.8% 0%
20260916 $4.72 $1.90 13.7% 9%
20260915 $4.92 $1.80 14.3% 17%
20260914 $4.82 $1.98 13.3% 3%
20260911 $5.12 $3.00 14.2% 16%
20260910 $5.85 $2.97 15.3% 32%
20260909 $5.72 $3.50 14.8% 25%
20260908 $5.25 $3.38 13.7% 9%
20260904 $5.45 $3.05 13.1% 0%
20260903 $5.58 $3.00 13.3% 2%
20260902 $4.07 $4.07 13.9% 11%
20260901 $3.58 $3.58 13.5% 5%
20260831 $4.15 $4.15 13.1% 0%
20260828 $4.50 $4.50 13.4% 3%
20260827 $3.83 $3.83 13.2% 0%
20260826 $4.78 $4.78 14.8% 21%
20260825 $4.92 $4.92 14.7% 20%
20260824 $4.80 $4.80 15.0% 24%
20260821 $5.45 $0.88 14.4% 15%
20260820 $5.38 $1.23 14.9% 23%
20260819 $5.70 $1.18 14.1% 11%
20260818 $6.22 $1.67 15.2% 27%
20260817 $5.15 $1.60 14.3% 14%
20260814 $5.30 $1.70 13.8% 5%
20260813 $5.88 $2.17 14.9% 16%
20260812 $5.70 $2.28 14.6% 13%
20260811 $5.85 $2.42 14.7% 15%
20260810 $6.03 $2.83 14.9% 17%
20260807 — — 14.7% 11%
20260806 $7.33 $3.60 15.3% 15%
20260805 $3.95 $3.95 15.7% 18%
20260804 $4.38 $4.38 16.4% 24%
20260803 $3.80 $3.80 15.5% 17%
20260731 $3.78 $3.78 14.8% 11%
20260730 $4.20 $4.20 16.2% 22%

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.