SGDJ · Expected Move
Sprott Junior Gold Miners ETF · ETF
The expected move for SGDJ 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).
SGDJ 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 SGDJ Expected Move
30-Day Straddle
$7.85
7-Day Straddle
$7.85
30-Day ATM IV
45.6%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to SGDJ'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.
SGDJ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $7.85 | $7.85 | 45.6% | 49% |
| 20261021 | $8.15 | $8.15 | 43.2% | 24% |
| 20261020 | $8.38 | $8.38 | 43.1% | 23% |
| 20261019 | $8.60 | $8.60 | 44.4% | 36% |
| 20261016 | $9.05 | $3.23 | 43.7% | 29% |
| 20261015 | $9.00 | $1.98 | 42.8% | 20% |
| 20261014 | $8.90 | $2.33 | 43.5% | 27% |
| 20261013 | $9.35 | $2.72 | 42.8% | 19% |
| 20261012 | $9.65 | $3.28 | 42.8% | 20% |
| 20261009 | $9.80 | $3.90 | 40.9% | 0% |
| 20261008 | $10.25 | $4.38 | 43.6% | 14% |
| 20261007 | $9.95 | $4.55 | 43.2% | 8% |
| 20261006 | $10.60 | $4.72 | 43.0% | 5% |
| 20261005 | $10.65 | $5.57 | 44.1% | 19% |
| 20261002 | $5.85 | $5.85 | 42.5% | 0% |
| 20261001 | $6.10 | $6.10 | 44.6% | 19% |
| 20260930 | $6.53 | $6.53 | 43.6% | 6% |
| 20260929 | $6.58 | $6.58 | 44.1% | 13% |
| 20260928 | $7.20 | $7.20 | 45.2% | 27% |
| 20260925 | $7.77 | $7.77 | 44.4% | 17% |
| 20260924 | $8.10 | $8.10 | 45.4% | 30% |
| 20260923 | $8.40 | $8.40 | 44.6% | 20% |
| 20260922 | $8.60 | $8.60 | 43.8% | 9% |
| 20260921 | $8.90 | $8.90 | 44.9% | 23% |
| 20260918 | $9.15 | $1.55 | 43.1% | 0% |
| 20260917 | $9.75 | $2.08 | 45.8% | 15% |
| 20260916 | $9.75 | $3.65 | 47.0% | 34% |
| 20260915 | $9.90 | $3.75 | 46.0% | 18% |
| 20260914 | $10.55 | $4.33 | 47.7% | 48% |
| 20260911 | $11.20 | $4.95 | 47.0% | 35% |
| 20260910 | $11.45 | $5.50 | 47.2% | 39% |
| 20260909 | $12.25 | $6.38 | 48.8% | 66% |
| 20260908 | $12.25 | $6.53 | 48.0% | 53% |
| 20260904 | $12.80 | $7.20 | 47.2% | 38% |
| 20260903 | $13.25 | $7.50 | 46.9% | 34% |
| 20260902 | $7.72 | $7.72 | 47.4% | 41% |
| 20260901 | $7.22 | $7.22 | 46.6% | 27% |
| 20260831 | $8.20 | $8.20 | 47.5% | 44% |
| 20260828 | $8.80 | $8.80 | 47.5% | 41% |
| 20260827 | $9.20 | $9.20 | 47.3% | 37% |
| 20260826 | $9.40 | $9.40 | 47.6% | 42% |
| 20260825 | $10.05 | $10.05 | 48.1% | 48% |
| 20260824 | $10.60 | $10.60 | 50.2% | 75% |
| 20260821 | $11.25 | $1.82 | 50.4% | 73% |
| 20260820 | $11.05 | $2.45 | 49.9% | 65% |
| 20260819 | $10.60 | $2.85 | 47.4% | 32% |
| 20260818 | $9.55 | $2.97 | 46.6% | 18% |
| 20260817 | $10.10 | $3.85 | 46.1% | 11% |
| 20260814 | $10.60 | $4.58 | 46.9% | 12% |
| 20260813 | $10.55 | $5.12 | 46.9% | 12% |
| 20260812 | $10.90 | $5.65 | 46.6% | 10% |
| 20260811 | $11.05 | $5.75 | 47.1% | 13% |
| 20260810 | $11.05 | $6.38 | 46.2% | 8% |
| 20260807 | — | — | 46.9% | 11% |
| 20260806 | $10.95 | $6.65 | 47.7% | 16% |
| 20260805 | $6.82 | $6.82 | 47.1% | 13% |
| 20260804 | $6.32 | $6.32 | 45.0% | 0% |
| 20260803 | $6.20 | $6.20 | 45.3% | 1% |
| 20260731 | $6.65 | $6.65 | 47.3% | 12% |
| 20260730 | $6.72 | $6.72 | 45.8% | 4% |
More on SGDJ
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.