SHLD · Expected Move
Global X Defense Tech ETF · ETF
The expected move for SHLD 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).
SHLD 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 SHLD Expected Move
30-Day Straddle
$3.88
7-Day Straddle
$3.88
30-Day ATM IV
26.1%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to SHLD'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.
SHLD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.88 | $3.88 | 26.1% | 62% |
| 20261020 | $3.70 | $3.70 | 25.5% | 56% |
| 20261019 | $3.80 | $3.80 | 25.9% | 57% |
| 20261016 | $3.88 | $0.43 | 25.2% | 51% |
| 20261015 | $3.38 | $0.78 | 22.2% | 19% |
| 20261014 | $3.55 | $1.23 | 23.7% | 31% |
| 20261013 | $3.88 | $1.52 | 24.5% | 38% |
| 20261012 | $3.70 | $1.45 | 24.2% | 35% |
| 20261009 | $3.75 | $1.73 | 23.3% | 28% |
| 20261008 | $3.33 | $1.48 | 21.2% | 11% |
| 20261007 | $3.92 | $2.08 | 24.9% | 41% |
| 20261006 | $3.88 | $1.73 | 22.9% | 25% |
| 20261005 | $4.03 | $1.77 | 23.0% | 26% |
| 20261002 | $1.70 | $1.70 | 21.9% | 17% |
| 20261001 | $2.20 | $2.20 | 24.7% | 39% |
| 20260930 | $2.38 | $2.38 | 27.0% | 57% |
| 20260929 | $2.30 | $2.30 | 23.0% | 25% |
| 20260928 | $2.75 | $2.75 | 25.1% | 42% |
| 20260925 | $2.90 | $2.90 | 24.2% | 35% |
| 20260924 | $2.67 | $2.67 | 24.1% | 34% |
| 20260923 | $3.12 | $3.12 | 24.8% | 40% |
| 20260922 | $3.17 | $3.17 | 25.3% | 44% |
| 20260921 | $3.40 | $3.40 | 25.2% | 43% |
| 20260918 | $3.48 | $1.53 | 24.8% | 40% |
| 20260917 | $3.45 | $1.23 | 24.4% | 37% |
| 20260916 | $3.62 | $2.40 | 24.9% | 41% |
| 20260915 | $3.75 | $1.90 | 25.0% | 42% |
| 20260914 | $3.85 | $2.15 | 25.3% | 44% |
| 20260911 | $3.77 | $2.32 | 24.9% | 40% |
| 20260910 | $3.97 | $2.73 | 25.7% | 47% |
| 20260909 | $4.47 | $3.27 | 27.8% | 64% |
| 20260908 | $3.97 | $2.38 | 24.8% | 40% |
| 20260904 | $3.83 | $2.42 | 22.9% | 25% |
| 20260903 | $3.97 | $2.28 | 22.7% | 23% |
| 20260902 | $2.05 | $2.05 | 26.2% | 51% |
| 20260901 | $2.67 | $2.67 | 24.5% | 37% |
| 20260831 | $2.67 | $2.67 | 23.2% | 27% |
| 20260828 | $2.70 | $2.70 | 22.8% | 24% |
| 20260827 | $2.77 | $2.77 | 22.9% | 25% |
| 20260826 | $3.20 | $3.20 | 24.5% | 38% |
| 20260825 | $3.25 | $3.25 | 23.1% | 27% |
| 20260824 | $3.58 | $3.58 | 26.0% | 49% |
| 20260821 | $3.40 | $0.47 | 23.1% | 26% |
| 20260820 | $3.33 | $1.60 | 21.8% | 16% |
| 20260819 | $3.08 | $1.27 | 19.7% | 0% |
| 20260818 | $3.73 | $1.25 | 22.5% | 9% |
| 20260817 | $3.80 | $1.20 | 23.1% | 13% |
| 20260814 | $4.07 | $1.90 | 23.3% | 16% |
| 20260813 | $4.20 | $1.92 | 23.8% | 20% |
| 20260812 | $4.15 | $2.08 | 23.4% | 17% |
| 20260811 | $4.80 | $1.92 | 25.0% | 32% |
| 20260810 | $4.47 | $2.42 | 24.5% | 27% |
| 20260807 | — | — | 23.5% | 14% |
| 20260806 | $4.47 | $2.73 | 24.8% | 23% |
| 20260805 | $2.98 | $2.98 | 25.0% | 24% |
| 20260804 | $2.97 | $2.97 | 27.1% | 40% |
| 20260803 | $3.20 | $3.20 | 26.0% | 32% |
| 20260731 | $3.23 | $3.23 | 25.7% | 29% |
| 20260730 | $3.05 | $3.05 | 24.6% | 21% |
| 20260729 | $3.08 | $3.08 | 25.9% | 31% |
More on SHLD
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.