SMB · Expected Move
VanEck Short Muni ETF · ETF
The expected move for SMB 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).
SMB 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 SMB Expected Move
30-Day Straddle
$0.75
7-Day Straddle
$0.75
30-Day ATM IV
215.2%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to SMB'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.
SMB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.75 | $0.75 | 215.2% | 100% |
| 20261020 | $0.72 | $0.72 | 28.9% | 20% |
| 20261019 | $0.00 | $0.00 | 110.8% | 100% |
| 20261016 | $0.80 | $0.88 | 30.0% | 29% |
| 20261015 | $1.42 | $1.27 | 29.6% | 28% |
| 20261014 | $1.45 | $1.27 | 23.6% | 20% |
| 20261013 | $1.45 | $1.27 | 27.7% | 26% |
| 20261012 | $1.48 | $1.30 | 23.5% | 20% |
| 20261009 | $1.50 | $1.30 | 30.5% | 29% |
| 20261008 | $1.52 | $1.32 | 26.0% | 23% |
| 20261007 | $1.52 | $1.32 | 26.3% | 24% |
| 20261006 | $1.52 | $1.32 | 22.6% | 19% |
| 20261005 | $2.23 | $1.95 | 31.0% | 30% |
| 20261002 | $1.35 | $1.35 | 26.0% | 23% |
| 20261001 | $1.35 | $1.35 | 31.9% | 31% |
| 20260930 | $1.38 | $1.38 | 29.6% | 28% |
| 20260929 | $1.40 | $1.40 | 26.9% | 24% |
| 20260928 | $1.38 | $1.38 | 26.0% | 23% |
| 20260925 | $1.38 | $1.38 | 25.6% | 23% |
| 20260924 | $1.32 | $1.32 | 20.2% | 15% |
| 20260923 | $1.27 | $1.27 | 21.3% | 17% |
| 20260922 | $1.32 | $1.32 | 22.9% | 19% |
| 20260921 | $1.32 | $1.32 | 18.7% | 13% |
| 20260918 | $1.55 | $3.20 | 17.9% | 12% |
| 20260917 | $1.55 | $1.55 | 17.0% | 11% |
| 20260916 | $1.52 | $1.52 | 12.6% | 5% |
| 20260915 | $1.55 | $1.52 | 20.6% | 16% |
| 20260914 | $1.57 | $1.52 | 17.6% | 12% |
| 20260911 | $1.57 | $1.50 | 22.3% | 19% |
| 20260910 | $1.57 | $1.52 | 22.4% | 19% |
| 20260909 | $1.62 | $1.55 | 19.3% | 14% |
| 20260908 | $1.68 | $1.57 | 22.5% | 19% |
| 20260904 | $1.68 | $1.57 | 25.8% | 23% |
| 20260903 | $1.73 | $1.57 | 25.6% | 23% |
| 20260902 | $1.57 | $1.57 | 25.0% | 22% |
| 20260901 | $1.57 | $1.57 | 27.5% | 25% |
| 20260831 | $1.60 | $1.60 | 26.7% | 24% |
| 20260828 | $1.62 | $1.62 | 28.7% | 27% |
| 20260827 | $1.60 | $1.60 | 29.4% | 28% |
| 20260826 | $1.60 | $1.60 | 30.0% | 29% |
| 20260825 | $1.60 | $1.60 | 30.7% | 29% |
| 20260824 | $1.60 | $1.60 | 31.3% | 30% |
| 20260821 | $1.62 | $2.38 | 33.1% | 33% |
| 20260820 | $1.62 | $1.60 | 33.6% | 33% |
| 20260819 | $1.62 | $1.60 | 34.2% | 34% |
| 20260818 | $1.62 | $1.62 | 33.7% | 33% |
| 20260817 | $1.65 | $1.62 | 33.1% | 33% |
| 20260814 | $1.68 | $1.62 | 34.1% | 34% |
| 20260813 | $1.70 | $1.62 | 34.1% | 34% |
| 20260812 | $1.65 | $1.57 | 34.1% | 34% |
| 20260811 | $0.98 | $0.93 | 34.1% | 34% |
| 20260810 | $1.12 | $0.98 | 34.1% | 34% |
| 20260807 | — | — | 34.2% | 34% |
| 20260806 | $3.02 | $5.55 | 34.0% | 34% |
| 20260805 | $0.95 | $0.95 | 34.2% | 34% |
| 20260804 | $0.98 | $0.98 | 34.2% | 34% |
| 20260803 | $0.98 | $0.98 | 34.2% | 34% |
| 20260731 | $1.00 | $1.00 | 34.2% | 34% |
| 20260730 | $1.02 | $1.02 | 34.2% | 34% |
| 20260729 | $1.02 | $1.02 | 8.9% | 1% |
More on SMB
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