SLYG · Expected Move
State Street SPDR S&P 600 Small Cap Growth ETF · ETF
The expected move for SLYG 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).
SLYG 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 SLYG Expected Move
30-Day Straddle
$4.72
7-Day Straddle
$4.72
30-Day ATM IV
18.8%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to SLYG'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.
SLYG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.72 | $4.72 | 18.8% | 42% |
| 20261020 | $5.10 | $5.10 | 18.2% | 30% |
| 20261019 | $4.75 | $4.75 | 18.4% | 30% |
| 20261016 | $5.10 | $2.60 | 19.3% | 39% |
| 20261015 | $5.03 | $1.65 | 17.2% | 16% |
| 20261014 | $5.15 | $1.65 | 18.7% | 33% |
| 20261013 | $5.05 | $3.28 | 18.0% | 25% |
| 20261012 | $5.03 | $2.12 | 17.9% | 24% |
| 20261009 | $5.30 | $2.02 | 18.3% | 28% |
| 20261008 | $5.85 | $2.25 | 18.7% | 33% |
| 20261007 | $6.08 | $2.35 | 18.6% | 32% |
| 20261006 | $5.62 | $3.98 | 18.2% | 27% |
| 20261005 | $5.62 | $2.85 | 17.9% | 24% |
| 20261002 | $2.83 | $2.83 | 18.1% | 26% |
| 20261001 | $3.38 | $3.38 | 19.1% | 37% |
| 20260930 | $3.40 | $3.40 | 19.1% | 36% |
| 20260929 | $3.35 | $3.35 | 18.6% | 31% |
| 20260928 | $3.38 | $3.38 | 17.9% | 24% |
| 20260925 | $3.65 | $3.65 | 17.8% | 23% |
| 20260924 | $3.67 | $3.67 | 17.7% | 22% |
| 20260923 | $3.60 | $3.60 | 17.2% | 17% |
| 20260922 | $3.62 | $3.62 | 16.6% | 10% |
| 20260921 | $3.77 | $3.77 | 16.4% | 8% |
| 20260918 | $3.97 | $3.50 | 16.4% | 8% |
| 20260917 | $4.18 | $1.50 | 16.6% | 11% |
| 20260916 | $4.22 | $1.50 | 16.9% | 14% |
| 20260915 | $4.62 | $2.05 | 18.0% | 25% |
| 20260914 | $4.70 | $2.22 | 17.9% | 24% |
| 20260911 | $5.03 | $2.40 | 18.2% | 28% |
| 20260910 | $5.28 | $2.72 | 19.1% | 37% |
| 20260909 | $4.97 | $2.52 | 17.6% | 21% |
| 20260908 | $5.00 | $2.60 | 17.0% | 14% |
| 20260904 | $4.92 | $2.62 | 15.6% | 0% |
| 20260903 | $5.15 | $2.83 | 16.2% | 6% |
| 20260902 | $3.17 | $3.17 | 16.8% | 12% |
| 20260901 | $3.33 | $3.33 | 17.2% | 16% |
| 20260831 | $3.33 | $3.33 | 16.4% | 7% |
| 20260828 | $3.38 | $3.38 | 15.9% | 2% |
| 20260827 | $3.50 | $3.50 | 15.9% | 2% |
| 20260826 | $3.78 | $3.78 | 16.6% | 9% |
| 20260825 | $3.88 | $3.88 | 16.7% | 11% |
| 20260824 | $4.10 | $4.10 | 17.0% | 14% |
| 20260821 | $4.28 | $3.38 | 16.7% | 11% |
| 20260820 | $4.10 | $3.40 | 15.7% | 0% |
| 20260819 | $4.33 | $2.88 | 16.2% | 0% |
| 20260818 | $4.70 | $3.10 | 17.3% | 12% |
| 20260817 | $4.57 | $2.02 | 16.3% | 0% |
| 20260814 | $4.68 | $2.33 | 16.3% | 0% |
| 20260813 | $5.03 | $2.52 | 17.1% | 0% |
| 20260812 | $5.15 | $3.05 | 17.6% | 0% |
| 20260811 | $5.32 | $4.82 | 18.4% | 0% |
| 20260810 | $5.60 | $4.20 | 19.2% | 5% |
| 20260807 | — | — | 18.7% | 0% |
| 20260806 | $6.05 | $4.33 | 19.2% | 1% |
| 20260805 | $3.75 | $3.75 | 19.1% | 1% |
| 20260804 | $3.65 | $3.65 | 19.1% | 1% |
| 20260803 | $4.42 | $4.42 | 19.0% | 0% |
| 20260731 | $4.58 | $4.58 | 20.7% | 11% |
| 20260730 | $4.40 | $4.40 | 19.5% | 2% |
| 20260729 | $4.70 | $4.70 | 21.8% | 17% |
More on SLYG
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.