SJNK · Expected Move
State Street SPDR Bloomberg Short Term High Yield Bond ETF · ETF
The expected move for SJNK 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).
SJNK 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 SJNK Expected Move
30-Day Straddle
$0.82
7-Day Straddle
$0.82
30-Day ATM IV
10.6%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to SJNK'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.
SJNK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.82 | $0.82 | 10.6% | 8% |
| 20261020 | $0.68 | $0.68 | 9.5% | 4% |
| 20261019 | $0.95 | $0.95 | 9.7% | 5% |
| 20261016 | $0.75 | $0.93 | 8.9% | 3% |
| 20261015 | $0.75 | $0.75 | 9.1% | 3% |
| 20261014 | $0.75 | $0.75 | 8.6% | 2% |
| 20261013 | $0.75 | $0.75 | 9.7% | 5% |
| 20261012 | $0.75 | $2.88 | 9.8% | 5% |
| 20261009 | $0.75 | $0.75 | 11.7% | 11% |
| 20261008 | $0.47 | $0.75 | 17.3% | 28% |
| 20261007 | $0.75 | $0.75 | 15.1% | 21% |
| 20261006 | $1.25 | $0.75 | 15.0% | 21% |
| 20261005 | $0.75 | $0.75 | 12.1% | 12% |
| 20261002 | $0.75 | $0.75 | 16.1% | 24% |
| 20261001 | $0.75 | $0.75 | 15.5% | 23% |
| 20260930 | $0.75 | $0.75 | 16.9% | 27% |
| 20260929 | $0.75 | $0.75 | 18.2% | 31% |
| 20260928 | $0.75 | $0.75 | 13.9% | 18% |
| 20260925 | $0.85 | $0.85 | 14.2% | 19% |
| 20260924 | $0.85 | $0.85 | 9.8% | 5% |
| 20260923 | $1.10 | $1.10 | 41.3% | 100% |
| 20260922 | $1.18 | $1.18 | 30.3% | 100% |
| 20260921 | $0.85 | $0.85 | 10.2% | 11% |
| 20260918 | $1.35 | $1.52 | 14.0% | 31% |
| 20260917 | $0.85 | $0.60 | 8.5% | 3% |
| 20260916 | $0.82 | $0.62 | 8.3% | 2% |
| 20260915 | $1.20 | $0.62 | 14.7% | 35% |
| 20260914 | $0.90 | $0.30 | 8.0% | 0% |
| 20260911 | $1.15 | $1.75 | 15.8% | 35% |
| 20260910 | $1.15 | $0.75 | 14.6% | 28% |
| 20260909 | $0.75 | $1.75 | 13.8% | 23% |
| 20260908 | $1.25 | $0.75 | 13.8% | 23% |
| 20260904 | $0.75 | $0.75 | 12.9% | 18% |
| 20260903 | $0.75 | $0.75 | 14.0% | 24% |
| 20260902 | $0.75 | $0.75 | 14.5% | 27% |
| 20260901 | $0.93 | $0.93 | 19.1% | 54% |
| 20260831 | $0.95 | $0.95 | 25.5% | 91% |
| 20260828 | $1.25 | $1.25 | 14.6% | 28% |
| 20260827 | $1.25 | $1.25 | 16.5% | 39% |
| 20260826 | $0.30 | $0.30 | 21.8% | 69% |
| 20260825 | $0.57 | $0.57 | 13.3% | 21% |
| 20260824 | $1.25 | $1.25 | 19.7% | 57% |
| 20260821 | $0.42 | $0.97 | 18.9% | 52% |
| 20260820 | $0.75 | $0.47 | 18.6% | 51% |
| 20260819 | $0.55 | $0.47 | 25.1% | 88% |
| 20260818 | $0.75 | $0.47 | 18.4% | 49% |
| 20260817 | $0.55 | $0.62 | 13.5% | 17% |
| 20260814 | $0.82 | $0.60 | 14.8% | 23% |
| 20260813 | $0.55 | $0.47 | 17.7% | 37% |
| 20260812 | $0.55 | $0.47 | 15.0% | 24% |
| 20260811 | $0.77 | $1.82 | 13.0% | 15% |
| 20260810 | $0.57 | $0.47 | 22.1% | 57% |
| 20260807 | — | — | 17.4% | 35% |
| 20260806 | $0.57 | $1.88 | 21.7% | 55% |
| 20260805 | $1.25 | $1.25 | 23.0% | 61% |
| 20260804 | $0.42 | $0.42 | 20.2% | 48% |
| 20260803 | $3.38 | $3.38 | 19.3% | 44% |
| 20260731 | $0.78 | $0.78 | 16.4% | 30% |
| 20260730 | $0.80 | $0.80 | 17.9% | 37% |
| 20260729 | $2.05 | $2.05 | 17.2% | 35% |
More on SJNK
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.