SHM · Expected Move
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF · ETF
The expected move for SHM 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).
SHM 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 SHM Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
49.6%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to SHM'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.
SHM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 49.6% | 100% |
| 20261020 | $0.75 | $0.75 | 14.0% | 29% |
| 20261019 | $0.75 | $0.75 | 19.0% | 43% |
| 20261016 | $1.55 | $3.10 | 13.3% | 27% |
| 20261015 | $1.55 | $1.23 | 12.7% | 25% |
| 20261014 | $1.55 | $1.23 | 10.9% | 20% |
| 20261013 | $1.57 | $1.23 | 11.6% | 22% |
| 20261012 | $1.60 | $1.30 | 10.9% | 20% |
| 20261009 | $1.62 | $1.27 | 11.9% | 23% |
| 20261008 | $1.70 | $1.35 | 12.6% | 25% |
| 20261007 | $1.73 | $1.40 | 10.6% | 20% |
| 20261006 | $1.73 | $1.32 | 9.9% | 18% |
| 20261005 | $2.33 | $1.90 | 20.3% | 46% |
| 20261002 | $1.32 | $1.32 | 20.1% | 46% |
| 20261001 | $1.38 | $1.38 | 15.6% | 33% |
| 20260930 | $1.42 | $1.42 | 13.5% | 27% |
| 20260929 | $1.45 | $1.45 | 13.2% | 27% |
| 20260928 | $1.45 | $1.45 | 13.7% | 28% |
| 20260925 | $1.40 | $1.40 | 13.2% | 27% |
| 20260924 | $1.35 | $1.35 | 12.3% | 24% |
| 20260923 | $1.30 | $1.30 | 9.9% | 18% |
| 20260922 | $1.33 | $1.33 | 10.8% | 20% |
| 20260921 | $1.32 | $1.32 | 11.9% | 23% |
| 20260918 | $1.48 | $1.40 | 7.8% | 12% |
| 20260917 | $1.50 | $1.45 | 7.8% | 12% |
| 20260916 | $1.52 | $1.45 | 7.8% | 12% |
| 20260915 | $1.55 | $1.45 | 7.5% | 11% |
| 20260914 | $1.60 | $1.50 | 7.4% | 11% |
| 20260911 | $1.62 | $1.48 | 8.1% | 13% |
| 20260910 | $1.62 | $1.45 | 8.1% | 13% |
| 20260909 | $1.67 | $1.58 | 7.4% | 11% |
| 20260908 | $1.75 | $1.58 | 5.5% | 5% |
| 20260904 | $1.75 | $1.55 | 5.4% | 5% |
| 20260903 | $1.80 | $1.62 | 6.2% | 8% |
| 20260902 | $1.58 | $1.58 | 5.2% | 5% |
| 20260901 | $1.52 | $1.52 | 5.1% | 5% |
| 20260831 | $1.55 | $1.55 | 6.9% | 10% |
| 20260828 | $1.52 | $1.52 | 6.9% | 10% |
| 20260827 | $1.48 | $1.48 | 6.5% | 9% |
| 20260826 | $1.48 | $1.48 | 6.6% | 9% |
| 20260825 | $1.45 | $1.45 | 6.6% | 9% |
| 20260824 | $1.50 | $1.50 | 6.5% | 9% |
| 20260821 | $1.50 | $2.27 | 6.5% | 9% |
| 20260820 | $1.50 | $1.43 | 6.5% | 9% |
| 20260819 | $1.45 | $1.40 | 6.3% | 8% |
| 20260818 | $1.52 | $1.45 | 5.6% | 6% |
| 20260817 | $1.55 | $1.48 | 8.1% | 13% |
| 20260814 | $1.60 | $1.48 | 7.1% | 11% |
| 20260813 | $1.60 | $1.45 | 6.4% | 9% |
| 20260812 | $1.62 | $1.43 | 8.8% | 15% |
| 20260811 | $1.48 | $1.35 | 5.9% | 7% |
| 20260810 | $1.58 | $1.40 | 8.4% | 14% |
| 20260806 | $1.62 | $1.42 | 6.9% | 10% |
| 20260805 | $1.45 | $1.45 | 6.3% | 8% |
| 20260804 | $1.48 | $1.48 | 3.7% | 1% |
| 20260803 | $1.50 | $1.50 | 9.1% | 16% |
| 20260731 | $3.00 | $3.00 | 6.5% | 9% |
| 20260730 | $1.60 | $1.60 | 7.4% | 11% |
| 20260729 | $1.55 | $1.55 | 5.9% | 7% |
| 20260728 | $2.10 | $2.10 | 5.0% | 5% |
More on SHM
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.