SHE · Expected Move
State Street SPDR MSCI USA Gender Diversity ETF · ETF
The expected move for SHE 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).
SHE 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 SHE Expected Move
30-Day Straddle
$5.83
7-Day Straddle
$5.83
30-Day ATM IV
16.7%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to SHE'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.
SHE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.83 | $5.83 | 16.7% | 67% |
| 20261021 | $5.30 | $5.30 | 14.9% | 33% |
| 20261020 | $5.45 | $5.45 | 14.7% | 19% |
| 20261019 | $5.72 | $5.72 | 15.7% | 30% |
| 20261016 | $6.58 | $5.10 | 16.9% | 44% |
| 20261015 | $5.75 | $1.27 | 14.1% | 12% |
| 20261014 | $6.12 | $1.57 | 15.3% | 25% |
| 20261013 | $5.78 | $1.68 | 14.0% | 10% |
| 20261012 | $6.00 | $1.78 | 14.1% | 11% |
| 20261009 | $6.15 | $1.88 | 14.1% | 11% |
| 20261008 | $6.40 | $2.22 | 14.4% | 15% |
| 20261007 | $6.70 | $2.42 | 14.5% | 16% |
| 20261006 | $6.70 | $2.58 | 14.6% | 17% |
| 20261005 | $6.90 | $5.00 | 16.8% | 43% |
| 20261002 | $3.20 | $3.20 | 14.7% | 19% |
| 20261001 | $3.70 | $3.70 | 15.8% | 31% |
| 20260930 | $4.72 | $4.72 | 15.4% | 27% |
| 20260929 | $3.88 | $3.88 | 15.3% | 25% |
| 20260928 | $3.50 | $3.50 | 15.1% | 23% |
| 20260925 | $3.92 | $3.92 | 13.9% | 9% |
| 20260924 | $4.28 | $4.28 | 14.5% | 16% |
| 20260923 | $3.85 | $3.85 | 14.0% | 10% |
| 20260922 | $4.08 | $4.08 | 13.3% | 2% |
| 20260921 | $4.43 | $4.43 | 13.8% | 8% |
| 20260918 | $4.80 | $5.00 | 13.4% | 3% |
| 20260917 | $5.15 | $1.30 | 14.6% | 17% |
| 20260916 | $5.75 | $1.90 | 16.2% | 36% |
| 20260915 | $5.70 | $2.17 | 15.8% | 32% |
| 20260914 | $5.55 | $2.17 | 15.3% | 25% |
| 20260911 | $5.72 | $2.38 | 14.6% | 18% |
| 20260910 | $6.53 | $3.28 | 16.5% | 40% |
| 20260909 | $6.05 | $2.92 | 15.1% | 23% |
| 20260908 | $6.07 | $2.90 | 14.5% | 16% |
| 20260904 | $5.80 | $2.92 | 13.1% | 0% |
| 20260903 | $6.15 | $3.25 | 13.8% | 8% |
| 20260902 | $3.48 | $3.48 | 14.3% | 14% |
| 20260901 | $3.98 | $3.98 | 15.1% | 23% |
| 20260831 | $3.62 | $3.62 | 13.6% | 6% |
| 20260828 | $3.83 | $3.83 | 13.2% | 0% |
| 20260827 | $3.90 | $3.90 | 13.1% | 0% |
| 20260826 | $4.47 | $4.47 | 14.4% | 12% |
| 20260825 | $4.58 | $4.58 | 14.4% | 12% |
| 20260824 | $4.72 | $4.72 | 14.2% | 9% |
| 20260821 | $4.72 | $5.00 | 13.8% | 4% |
| 20260820 | $5.07 | $1.27 | 14.3% | 11% |
| 20260819 | $4.97 | $1.32 | 13.7% | 3% |
| 20260818 | $6.00 | $5.00 | 15.6% | 27% |
| 20260817 | $5.35 | $1.90 | 13.9% | 5% |
| 20260814 | $5.40 | $1.80 | 13.7% | 3% |
| 20260813 | $5.67 | $2.15 | 14.0% | 6% |
| 20260812 | $6.60 | $5.05 | 16.3% | 32% |
| 20260811 | $6.12 | $2.73 | 14.6% | 13% |
| 20260810 | $6.15 | $2.80 | 14.5% | 11% |
| 20260807 | — | — | 14.1% | 5% |
| 20260806 | $6.68 | $3.60 | 14.9% | 11% |
| 20260805 | $3.75 | $3.75 | 15.0% | 11% |
| 20260804 | $3.97 | $3.97 | 15.4% | 14% |
| 20260803 | $3.60 | $3.60 | 14.4% | 7% |
| 20260731 | $4.50 | $4.50 | 15.2% | 12% |
| 20260730 | $4.88 | $4.88 | 16.4% | 21% |
More on SHE
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.