SMLL · Expected Move

Harbor Active Small Cap ETF · ETF

The expected move for SMLL 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).

SMLL 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 SMLL Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$1.12
30-Day ATM IV
23.5%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to SMLL'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.
SMLL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $1.23 $1.12 23.5% 23%
20261008 $1.60 $0.75 26.0% 34%
20261007 $1.80 $1.07 35.0% 76%
20261006 $1.30 $1.07 28.6% 46%
20261005 $1.52 $1.07 23.7% 24%
20261002 $0.90 $0.90 24.8% 29%
20261001 $0.90 $0.90 31.7% 61%
20260930 $1.65 $1.65 33.8% 71%
20260929 $0.85 $0.85 22.8% 20%
20260928 $0.85 $0.85 37.2% 86%
20260925 $1.80 $1.80 28.2% 45%
20260924 $1.80 $1.80 24.1% 25%
20260923 $1.20 $1.20 36.3% 82%
20260922 $1.45 $1.45 24.7% 28%
20260921 $0.90 $0.90 20.3% 8%
20260918 $1.25 $2.73 26.9% 39%
20260917 $0.93 $1.48 18.9% 2%
20260916 $0.95 $0.75 21.0% 11%
20260915 $3.90 $0.75 20.5% 9%
20260914 $1.00 $0.75 20.8% 10%
20260911 $0.93 $0.75 20.8% 10%
20260910 $1.52 $1.18 22.6% 18%
20260909 $1.10 $1.30 22.1% 15%
20260908 $1.85 $1.80 32.6% 61%
20260904 $1.48 $1.70 20.0% 6%
20260903 $1.62 $1.20 27.8% 40%
20260902 $1.05 $1.05 24.2% 24%
20260901 $1.90 $1.90 30.0% 41%
20260831 $1.27 $1.27 23.0% 16%
20260828 $1.07 $1.07 19.5% 3%
20260827 $0.80 $0.80 19.8% 4%
20260826 $1.30 $1.30 24.1% 16%
20260825 $1.10 $1.10 23.4% 14%
20260824 $0.90 $0.90 20.6% 6%
20260821 $1.00 $1.75 21.2% 7%
20260820 $2.00 $1.52 18.6% 0%
20260819 $0.95 $0.75 18.8% 0%
20260818 $1.00 $0.75 20.4% 2%
20260817 $1.18 $0.75 26.1% 19%
20260814 $1.45 $1.00 24.6% 14%
20260813 $1.38 $0.90 23.3% 11%
20260812 $1.68 $1.60 26.4% 20%
20260811 $1.30 $0.93 26.2% 19%
20260810 $2.33 $2.10 30.2% 30%
20260806 $3.98 $3.55 19.6% 0%
20260805 $2.38 $2.38 27.7% 23%
20260804 $2.15 $2.15 40.2% 59%
20260803 $0.88 $0.88 31.0% 32%
20260731 $1.65 $1.65 28.0% 24%
20260730 $2.23 $2.23 25.7% 17%
20260729 $2.50 $2.50 22.2% 7%
20260728 $2.02 $2.02 24.0% 12%
20260727 $2.38 $2.38 23.9% 12%
20260724 $2.42 $2.42 21.6% 5%
20260723 $2.40 $2.40 24.9% 15%
20260722 $2.48 $2.48 23.1% 10%
20260721 $2.53 $2.53 23.5% 11%
20260720 $1.05 $1.05 19.8% 0%
20260716 $1.38 $2.00 20.9% 0%
20260715 $1.80 $1.50 22.0% 2%

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.