SMLV · Expected Move
State Street SPDR US Small Cap Low Volatility Index ETF · ETF
The expected move for SMLV 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).
SMLV 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 SMLV Expected Move
30-Day Straddle
$5.60
7-Day Straddle
$5.60
30-Day ATM IV
16.3%
IV Rank
71%
Implied one-standard-deviation move through the next 30 days. Compare to SMLV'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.
SMLV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $5.60 | $5.60 | 16.3% | 71% |
| 20261020 | $4.90 | $4.90 | 13.4% | 20% |
| 20261019 | $4.97 | $4.97 | 13.6% | 22% |
| 20261016 | $5.30 | $4.60 | 14.1% | 28% |
| 20261015 | $6.70 | $6.50 | 17.1% | 64% |
| 20261014 | $5.30 | $2.12 | 13.8% | 24% |
| 20261013 | $6.65 | $5.25 | 16.9% | 61% |
| 20261012 | $5.20 | $2.83 | 13.2% | 16% |
| 20261009 | $5.55 | $2.70 | 14.0% | 26% |
| 20261008 | $6.90 | $5.40 | 17.8% | 72% |
| 20261007 | $5.70 | $2.70 | 14.2% | 28% |
| 20261006 | $6.60 | $5.60 | 16.8% | 60% |
| 20261005 | $5.90 | $3.85 | 14.8% | 36% |
| 20261002 | $3.85 | $3.85 | 15.0% | 38% |
| 20261001 | $3.58 | $3.58 | 14.6% | 34% |
| 20260930 | $4.38 | $4.38 | 15.2% | 41% |
| 20260929 | $3.75 | $3.75 | 14.5% | 32% |
| 20260928 | $3.95 | $3.95 | 14.6% | 34% |
| 20260925 | $6.70 | $6.70 | 16.6% | 58% |
| 20260924 | $4.25 | $4.25 | 14.8% | 36% |
| 20260923 | $6.45 | $6.45 | 16.2% | 53% |
| 20260922 | $3.92 | $3.92 | 14.7% | 35% |
| 20260921 | $4.95 | $4.95 | 13.3% | 18% |
| 20260918 | $4.30 | $3.70 | 14.4% | 31% |
| 20260917 | $4.10 | $2.15 | 14.3% | 30% |
| 20260916 | $4.58 | $2.38 | 13.0% | 14% |
| 20260915 | $5.30 | $5.00 | 15.1% | 39% |
| 20260914 | $4.82 | $2.65 | 13.1% | 15% |
| 20260911 | $4.88 | $2.67 | 13.5% | 20% |
| 20260910 | $5.72 | $3.10 | 15.0% | 38% |
| 20260909 | $6.10 | $5.10 | 15.9% | 49% |
| 20260908 | $5.55 | $3.00 | 13.1% | 15% |
| 20260904 | $5.25 | $3.12 | 13.6% | 22% |
| 20260903 | $5.17 | $3.03 | 12.4% | 7% |
| 20260902 | $3.38 | $3.38 | 14.0% | 26% |
| 20260901 | $4.00 | $4.00 | 13.6% | 21% |
| 20260831 | $3.60 | $3.60 | 13.2% | 17% |
| 20260828 | $3.50 | $3.50 | 11.8% | 0% |
| 20260827 | $3.73 | $3.73 | 12.1% | 3% |
| 20260826 | $3.65 | $3.65 | 11.8% | 0% |
| 20260825 | $4.03 | $4.03 | 12.4% | 5% |
| 20260824 | $4.15 | $4.15 | 12.8% | 10% |
| 20260821 | $4.12 | $3.70 | 12.1% | 2% |
| 20260820 | $4.60 | $2.00 | 13.0% | 12% |
| 20260819 | $4.38 | $2.08 | 12.0% | 0% |
| 20260818 | $5.90 | $5.00 | 14.5% | 28% |
| 20260817 | $5.40 | $5.00 | 13.9% | 20% |
| 20260814 | $5.55 | $5.00 | 14.7% | 29% |
| 20260813 | $4.80 | $2.45 | 12.4% | 0% |
| 20260812 | $5.50 | $5.00 | 14.7% | 29% |
| 20260811 | $5.35 | $2.83 | 13.6% | 15% |
| 20260810 | $5.47 | $2.52 | 13.2% | 9% |
| 20260807 | — | — | 12.4% | 0% |
| 20260806 | $5.80 | $3.15 | 13.0% | 2% |
| 20260805 | $5.20 | $5.20 | 15.6% | 24% |
| 20260804 | $4.20 | $4.20 | 14.1% | 11% |
| 20260803 | $3.45 | $3.45 | 12.8% | 0% |
| 20260731 | $3.80 | $3.80 | 12.9% | 0% |
| 20260730 | $5.55 | $5.55 | 15.4% | 19% |
| 20260729 | $6.70 | $6.70 | 17.9% | 43% |
More on SMLV
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.