SLX · Expected Move

VanEck Steel ETF · ETF

The expected move for SLX 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).

SLX straddle price & implied vol

60 sessions

Bars: 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 SLX Expected Move
30-Day Straddle
$8.60
7-Day Straddle
$5.95
30-Day ATM IV
33.5%
IV Rank
89%
Implied one-standard-deviation move through the next 30 days. Compare to SLX'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.
SLX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $8.60 $5.95 33.5% 89%
20261106 $8.70 $5.80 34.5% 98%
20261105 $8.30 $5.90 32.2% 74%
20261104 $5.72 $5.72 29.9% 48%
20261103 $5.90 $5.90 29.7% 46%
20261102 $5.90 $5.90 29.9% 49%
20261030 $5.65 $5.65 28.4% 32%
20261029 $5.88 $5.88 28.3% 32%
20261028 $5.62 $5.62 27.4% 22%
20261027 $6.10 $6.10 29.1% 40%
20261026 $5.95 $5.95 28.5% 34%
20261023 $6.70 $6.70 29.9% 48%
20261022 $6.45 $6.45 28.8% 37%
20261021 $6.33 $6.33 26.8% 16%
20261020 $6.38 $6.38 27.0% 17%
20261019 $7.33 $7.33 30.0% 45%
20261016 $7.05 $4.90 26.6% 12%
20261015 $6.35 $3.58 25.4% 1%
20261014 $6.95 $4.25 27.7% 22%
20261013 $6.90 $5.00 26.1% 8%
20261012 $7.10 $5.05 26.6% 12%
20261009 $8.20 $4.60 28.8% 33%
20261008 $8.32 $4.25 30.5% 49%
20261007 $8.00 $5.20 30.3% 47%
20261006 $8.55 $4.95 28.7% 32%
20261005 $8.20 $5.12 29.1% 36%
20261002 $5.62 $5.62 29.4% 38%
20261001 $5.35 $5.35 28.8% 33%
20260930 $5.70 $5.70 28.7% 32%
20260929 $4.55 $4.55 28.2% 27%
20260928 $5.95 $5.95 29.0% 35%
20260925 $5.35 $5.35 26.6% 12%
20260924 $5.50 $5.50 28.1% 26%
20260923 $5.95 $5.95 28.1% 27%
20260922 $5.50 $5.50 25.3% 0%
20260921 $6.38 $6.38 28.2% 22%
20260918 $6.40 $4.40 27.3% 13%
20260917 $6.50 $4.95 26.7% 7%
20260916 $6.75 $5.20 28.0% 20%
20260915 $6.72 $5.05 27.5% 15%
20260914 $6.75 $2.58 26.1% 1%
20260911 $7.60 $3.50 28.7% 27%
20260910 $8.18 $5.28 30.3% 44%
20260909 $7.53 $4.53 27.1% 11%
20260908 $8.25 $4.72 28.8% 28%
20260904 $8.15 $5.65 27.9% 19%
20260903 $8.82 $5.47 29.0% 30%
20260902 $5.28 $5.28 28.2% 22%
20260901 $6.15 $6.15 30.9% 49%
20260831 $6.22 $6.22 28.9% 29%
20260828 $5.35 $5.35 26.5% 5%
20260827 $5.10 $5.10 26.0% 0%
20260826 $5.80 $5.80 28.9% 21%
20260825 $5.95 $5.95 28.3% 15%
20260824 $6.95 $6.95 30.9% 44%
20260821 $7.60 $2.92 28.8% 19%
20260820 $6.83 $4.80 29.0% 23%
20260819 $6.90 $5.00 27.6% 7%
20260818 $7.90 $3.00 29.5% 28%
20260817 $7.58 $4.88 29.4% 27%

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.