SIMS · Expected Move
State Street SPDR S&P Kensho Intelligent Structures ETF · ETF
The expected move for SIMS 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).
SIMS 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 SIMS Expected Move
30-Day Straddle
$3.45
7-Day Straddle
$2.77
30-Day ATM IV
32.5%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to SIMS'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.
SIMS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261111 | $3.45 | $2.77 | 32.5% | 46% |
| 20261110 | $3.40 | $2.75 | 32.2% | 46% |
| 20261109 | $3.60 | $3.02 | 31.8% | 44% |
| 20261106 | $3.60 | $2.95 | 33.6% | 51% |
| 20261105 | $4.40 | $2.78 | 33.8% | 51% |
| 20261104 | $2.95 | $2.95 | 25.5% | 22% |
| 20261103 | $2.98 | $2.98 | 24.4% | 18% |
| 20261102 | $2.98 | $2.98 | 23.7% | 16% |
| 20261030 | $2.98 | $2.98 | 22.9% | 13% |
| 20261029 | $2.80 | $2.80 | 28.4% | 32% |
| 20261028 | $2.97 | $2.97 | 28.4% | 32% |
| 20261027 | $2.97 | $2.97 | 28.3% | 32% |
| 20261026 | $3.05 | $3.05 | 29.3% | 35% |
| 20261023 | $3.15 | $3.15 | 26.0% | 24% |
| 20261022 | $3.12 | $3.12 | 25.6% | 22% |
| 20261021 | $3.03 | $3.03 | 23.5% | 15% |
| 20261020 | $3.08 | $3.08 | 21.6% | 9% |
| 20261019 | $3.10 | $3.10 | 22.4% | 11% |
| 20261016 | $2.95 | $2.20 | 21.2% | 7% |
| 20261015 | $3.03 | $2.17 | 20.9% | 6% |
| 20261014 | $2.95 | $2.22 | 21.2% | 7% |
| 20261013 | $2.98 | $2.27 | 19.2% | 0% |
| 20261012 | $3.12 | $2.42 | 43.2% | 81% |
| 20261009 | $3.12 | $2.45 | 47.1% | 97% |
| 20261008 | $3.15 | $2.40 | 41.3% | 74% |
| 20261007 | $3.15 | $2.42 | 40.0% | 69% |
| 20261006 | $3.25 | $2.50 | 43.3% | 82% |
| 20261005 | $3.25 | $2.50 | 42.0% | 77% |
| 20261002 | $2.60 | $2.60 | 41.1% | 73% |
| 20261001 | $2.27 | $2.27 | 38.5% | 63% |
| 20260930 | $2.42 | $2.42 | 47.8% | 100% |
| 20260929 | $2.50 | $2.50 | 36.3% | 69% |
| 20260928 | $2.50 | $2.50 | 36.4% | 70% |
| 20260925 | $2.52 | $2.52 | 42.1% | 100% |
| 20260924 | $2.52 | $2.52 | 34.8% | 66% |
| 20260923 | $2.55 | $2.55 | 37.0% | 79% |
| 20260922 | $2.62 | $2.62 | 37.2% | 80% |
| 20260921 | $2.58 | $2.58 | 36.9% | 78% |
| 20260918 | $2.65 | $5.00 | 36.4% | 76% |
| 20260917 | $2.72 | $2.02 | 35.7% | 72% |
| 20260916 | $2.62 | $2.00 | 32.3% | 52% |
| 20260915 | $2.83 | $2.12 | 34.7% | 66% |
| 20260914 | $2.78 | $2.15 | 35.4% | 70% |
| 20260911 | $3.00 | $2.25 | 36.7% | 78% |
| 20260910 | $2.92 | $2.27 | 35.9% | 73% |
| 20260909 | $2.95 | $2.27 | 34.1% | 63% |
| 20260908 | $3.05 | $2.35 | 35.3% | 66% |
| 20260904 | $3.08 | $2.35 | 35.2% | 66% |
| 20260903 | $3.08 | $2.40 | 33.7% | 58% |
| 20260902 | $2.45 | $2.45 | 31.3% | 41% |
| 20260901 | $2.50 | $2.50 | 31.3% | 42% |
| 20260831 | $2.55 | $2.55 | 30.6% | 38% |
| 20260828 | $2.53 | $2.53 | 27.1% | 21% |
| 20260827 | $2.62 | $2.62 | 33.8% | 54% |
| 20260826 | $2.62 | $2.62 | 33.2% | 46% |
| 20260825 | $2.67 | $2.67 | 32.4% | 42% |
| 20260824 | $2.62 | $2.62 | 32.3% | 42% |
| 20260821 | $2.73 | $2.90 | 35.3% | 55% |
| 20260820 | $2.67 | $1.95 | 33.4% | 46% |
| 20260819 | $2.77 | $2.05 | 40.7% | 78% |
More on SIMS
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.