SLYV · Expected Move
State Street SPDR S&P 600 Small Cap Value ETF · ETF
The expected move for SLYV 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).
SLYV 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 SLYV Expected Move
30-Day Straddle
$2.58
7-Day Straddle
$2.58
30-Day ATM IV
20.8%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to SLYV'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.
SLYV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.58 | $2.58 | 20.8% | 75% |
| 20261021 | $2.23 | $2.23 | 19.0% | 34% |
| 20261020 | $0.00 | $0.00 | 18.7% | 32% |
| 20261019 | $0.00 | $0.00 | 19.6% | 42% |
| 20261016 | $4.97 | $3.00 | 19.7% | 44% |
| 20261015 | $4.80 | $1.70 | 18.5% | 28% |
| 20261014 | $5.00 | $1.85 | 19.4% | 40% |
| 20261013 | $4.95 | $2.02 | 18.3% | 26% |
| 20261012 | $4.95 | $2.12 | 18.5% | 28% |
| 20261009 | $5.28 | $2.30 | 20.8% | 58% |
| 20261008 | $5.38 | $2.22 | 20.3% | 52% |
| 20261007 | $5.60 | $2.38 | 21.3% | 64% |
| 20261006 | $5.55 | $2.52 | 19.0% | 35% |
| 20261005 | $5.55 | $2.47 | 18.6% | 30% |
| 20261002 | $2.78 | $2.78 | 21.1% | 61% |
| 20261001 | $3.23 | $3.23 | 19.6% | 43% |
| 20260930 | $3.38 | $3.38 | 19.8% | 45% |
| 20260929 | $3.30 | $3.30 | 19.7% | 21% |
| 20260928 | $3.38 | $3.38 | 18.9% | 16% |
| 20260925 | $3.53 | $3.53 | 18.4% | 13% |
| 20260924 | $3.62 | $3.62 | 18.5% | 13% |
| 20260923 | $3.55 | $3.55 | 17.7% | 8% |
| 20260922 | $3.42 | $3.42 | 16.6% | 2% |
| 20260921 | $3.58 | $3.58 | 17.0% | 4% |
| 20260918 | $3.90 | $3.17 | 17.4% | 7% |
| 20260917 | $4.00 | $2.42 | 17.1% | 5% |
| 20260916 | $4.40 | $2.27 | 18.2% | 12% |
| 20260915 | $4.68 | $3.22 | 18.9% | 15% |
| 20260914 | $4.58 | $3.60 | 18.2% | 11% |
| 20260911 | $4.85 | $3.85 | 18.6% | 13% |
| 20260910 | $5.07 | $3.80 | 19.8% | 20% |
| 20260909 | $4.90 | $3.33 | 18.7% | 14% |
| 20260908 | $4.72 | $2.92 | 17.9% | 10% |
| 20260904 | $4.80 | $2.77 | 16.5% | 2% |
| 20260903 | $5.10 | $3.03 | 17.7% | 8% |
| 20260902 | $3.35 | $3.35 | 18.1% | 10% |
| 20260901 | $3.45 | $3.45 | 18.8% | 15% |
| 20260831 | $3.30 | $3.30 | 17.6% | 8% |
| 20260828 | $3.27 | $3.27 | 16.6% | 2% |
| 20260827 | $3.40 | $3.40 | 16.2% | 0% |
| 20260826 | $3.75 | $3.75 | 17.2% | 3% |
| 20260825 | $3.85 | $3.85 | 17.4% | 5% |
| 20260824 | $4.05 | $4.05 | 17.8% | 7% |
| 20260821 | $4.20 | $2.95 | 17.3% | 4% |
| 20260820 | $4.03 | $1.85 | 16.7% | 1% |
| 20260819 | $4.25 | $1.90 | 16.7% | 0% |
| 20260818 | $4.35 | $2.08 | 17.0% | 2% |
| 20260817 | $4.78 | $2.17 | 16.8% | 1% |
| 20260814 | $5.03 | $2.20 | 16.7% | 0% |
| 20260813 | $4.92 | $2.22 | 16.7% | 0% |
| 20260812 | $4.70 | $2.25 | 16.8% | 0% |
| 20260811 | $4.92 | $2.48 | 17.2% | 0% |
| 20260810 | $5.35 | $3.17 | 18.9% | 8% |
| 20260807 | — | — | 17.5% | 0% |
| 20260806 | $6.20 | $3.65 | 19.7% | 9% |
| 20260805 | $3.75 | $3.75 | 18.1% | 0% |
| 20260804 | $3.50 | $3.50 | 18.0% | 0% |
| 20260803 | $3.75 | $3.75 | 18.4% | 0% |
| 20260731 | $4.10 | $4.10 | 19.2% | 5% |
| 20260730 | $4.35 | $4.35 | 19.9% | 8% |
More on SLYV
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.