SMCF · Expected Move
Themes US Small Cap Cash Flow Champions ETF · ETF
The expected move for SMCF 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).
SMCF 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 SMCF Expected Move
30-Day Straddle
$5.75
7-Day Straddle
$5.75
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to SMCF'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.
SMCF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $5.75 | $5.75 | — | — |
| 20261015 | $5.75 | $5.75 | — | — |
| 20261014 | $5.75 | $5.75 | — | — |
| 20261013 | $5.75 | $5.75 | — | — |
| 20261012 | $5.75 | $5.75 | — | — |
| 20261009 | $5.75 | $5.75 | 115.1% | 100% |
| 20261008 | $5.75 | $5.75 | 108.2% | 100% |
| 20261007 | $5.75 | $5.75 | 102.5% | 100% |
| 20261006 | $5.75 | $5.75 | 97.7% | 100% |
| 20261005 | $5.75 | $5.75 | 93.5% | 100% |
| 20261002 | $5.75 | $5.75 | 83.8% | 100% |
| 20261001 | $5.75 | $5.75 | 81.2% | 100% |
| 20260930 | $5.75 | $5.75 | 78.8% | 100% |
| 20260929 | $5.75 | $5.75 | 76.7% | 100% |
| 20260928 | $5.75 | $5.75 | 74.7% | 100% |
| 20260925 | $5.75 | $5.75 | — | — |
| 20260924 | $5.75 | $5.75 | — | — |
| 20260923 | $5.75 | $5.75 | — | — |
| 20260922 | $5.75 | $5.75 | — | — |
| 20260921 | $2.38 | $2.38 | 30.7% | 52% |
| 20260918 | $2.40 | $5.00 | 31.6% | 56% |
| 20260917 | $2.48 | $2.25 | 31.3% | 55% |
| 20260916 | $2.52 | $2.25 | 30.9% | 53% |
| 20260915 | $2.70 | $2.45 | 30.5% | 51% |
| 20260914 | $2.58 | $2.42 | 30.8% | 52% |
| 20260911 | $2.62 | $2.42 | 35.3% | 74% |
| 20260910 | $2.88 | $2.62 | 35.0% | 73% |
| 20260909 | $2.70 | $2.52 | 36.5% | 80% |
| 20260908 | $2.77 | $5.00 | 40.5% | 100% |
| 20260904 | $2.38 | $1.88 | 34.7% | 78% |
| 20260903 | $2.38 | $1.90 | 34.4% | 76% |
| 20260902 | $1.85 | $1.85 | 36.2% | 86% |
| 20260901 | $1.93 | $1.93 | 28.8% | 46% |
| 20260831 | $1.92 | $1.92 | 32.9% | 68% |
| 20260828 | $1.95 | $1.95 | 37.5% | 93% |
| 20260827 | $1.98 | $1.98 | 37.4% | 92% |
| 20260826 | $2.00 | $2.00 | 37.6% | 94% |
| 20260825 | $2.00 | $2.00 | 36.0% | 85% |
| 20260824 | $2.10 | $2.10 | 38.3% | 97% |
| 20260821 | $2.12 | $5.00 | 38.8% | 100% |
| 20260820 | $2.15 | $1.60 | 33.2% | 71% |
| 20260819 | $2.12 | $1.52 | 38.5% | 100% |
| 20260818 | $2.28 | $1.70 | 36.0% | 90% |
| 20260817 | $2.25 | $1.55 | 32.4% | 70% |
| 20260814 | $2.28 | $1.67 | 29.6% | 54% |
| 20260813 | $2.25 | $1.62 | 31.8% | 66% |
| 20260812 | $2.33 | $1.75 | 37.0% | 96% |
| 20260811 | $2.42 | $1.85 | 37.7% | 100% |
| 20260810 | $3.10 | $2.33 | 36.0% | 94% |
| 20260807 | — | — | 37.0% | 100% |
| 20260806 | $3.17 | $2.55 | 28.8% | 38% |
| 20260805 | $2.50 | $2.50 | 25.9% | 25% |
| 20260804 | $2.45 | $2.45 | 23.5% | 15% |
| 20260803 | $2.58 | $2.58 | 23.6% | 15% |
| 20260731 | $2.75 | $2.75 | 24.0% | 17% |
| 20260730 | $2.88 | $2.88 | 23.9% | 17% |
| 20260729 | $2.88 | $2.88 | 23.2% | 13% |
| 20260728 | $2.83 | $2.83 | 21.5% | 6% |
| 20260727 | $2.85 | $2.85 | 23.9% | 16% |
| 20260724 | $0.00 | $0.00 | 22.4% | 10% |
More on SMCF
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.