SGDM · Expected Move

Sprott Gold Miners ETF · ETF

The expected move for SGDM 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).

SGDM 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 SGDM Expected Move
30-Day Straddle
$6.65
7-Day Straddle
$6.65
30-Day ATM IV
39.8%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to SGDM'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.
SGDM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $6.65 $6.65 39.8% 11%
20261020 $6.62 $6.62 39.2% 5%
20261019 $4.00 $4.00 41.4% 24%
20261016 $7.38 $4.00 40.5% 16%
20261015 $7.62 $1.98 42.1% 30%
20261014 $7.50 $2.25 42.4% 33%
20261013 $7.40 $2.42 38.5% 0%
20261012 $7.80 $2.62 39.8% 0%
20261009 $8.15 $3.20 40.2% 2%
20261008 $8.00 $3.50 40.0% 0%
20261007 $8.10 $3.65 41.1% 6%
20261006 $8.40 $3.83 40.4% 0%
20261005 $8.50 $3.77 40.5% 0%
20261002 $4.80 $4.80 41.1% 4%
20261001 $4.72 $4.72 41.3% 6%
20260930 $4.75 $4.75 41.2% 5%
20260929 $5.42 $5.42 41.9% 13%
20260928 $5.57 $5.57 42.7% 21%
20260925 $6.20 $6.20 42.2% 15%
20260924 $6.45 $6.45 42.0% 14%
20260923 $6.72 $6.72 42.3% 16%
20260922 $7.10 $7.10 42.9% 23%
20260921 $7.17 $7.17 43.0% 23%
20260918 $7.47 $4.80 42.3% 16%
20260917 $7.90 $1.93 44.1% 35%
20260916 $8.05 $3.23 44.8% 42%
20260915 $8.10 $3.20 44.2% 36%
20260914 $8.45 $3.40 45.6% 50%
20260911 $8.55 $3.98 43.0% 24%
20260910 $9.10 $4.67 45.6% 51%
20260909 $9.40 $5.10 45.3% 48%
20260908 $9.80 $5.22 46.2% 57%
20260904 $9.85 $5.50 43.8% 32%
20260903 $10.50 $5.90 44.8% 42%
20260902 $5.90 $5.90 44.0% 34%
20260901 $6.43 $6.43 46.2% 57%
20260831 $6.03 $6.03 43.4% 28%
20260828 $7.18 $7.18 45.9% 53%
20260827 $7.77 $7.77 46.9% 64%
20260826 $8.00 $8.00 47.1% 66%
20260825 $8.90 $8.90 48.9% 84%
20260824 $9.10 $9.10 50.4% 100%
20260821 $9.10 $5.80 48.3% 100%
20260820 $8.90 $2.25 47.4% 92%
20260819 $8.60 $3.20 45.9% 70%
20260818 $7.18 $2.38 41.9% 13%
20260817 $7.50 $2.73 41.6% 8%
20260814 $7.95 $3.52 42.7% 13%
20260813 $7.98 $3.73 43.1% 16%
20260812 $8.32 $4.08 43.4% 18%
20260811 $8.60 $4.35 44.6% 25%
20260810 $8.60 $4.85 44.5% 25%
20260807 — — 42.1% 9%
20260806 $8.40 $5.20 44.2% 21%
20260805 $5.22 $5.22 44.9% 25%
20260804 $4.90 $4.90 42.3% 10%
20260803 $5.05 $5.05 44.0% 20%
20260731 $5.12 $5.12 43.6% 18%
20260730 $5.53 $5.53 43.8% 19%
20260729 $5.20 $5.20 42.4% 10%

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.