SMZ · Expected Move

Tradr 2X Short SMR Daily ETF · ETF

The expected move for SMZ 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).

SMZ straddle price & implied vol

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current SMZ Expected Move
30-Day Straddle
$4.33
7-Day Straddle
$4.33
Avg IV
200.6%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to SMZ'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.
SMZ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $4.33 $4.33 200.6% 38%
20261001 $4.20 $4.20 173.6% 18%
20260930 $4.47 $4.47 158.8% 7%
20260929 $4.50 $4.50 204.1% 40%
20260928 $4.70 $4.70 148.8% 0%
20260925 $4.45 $4.45 168.2% 13%
20260924 $4.72 $4.72 158.4% 6%
20260923 $4.45 $4.45 154.2% 3%
20260922 $4.47 $4.47 189.6% 29%
20260921 $4.83 $4.83 187.5% 27%
20260918 $5.53 $4.05 155.9% 4%
20260917 $5.12 $1.58 171.1% 15%
20260916 $6.25 $1.95 196.5% 34%
20260915 $6.15 $2.30 172.7% 17%
20260914 $6.28 $2.67 157.0% 5%
20260911 $6.15 $2.58 158.3% 6%
20260910 $5.22 $2.50 183.0% 24%
20260909 $4.83 $2.62 178.1% 21%
20260908 $4.88 $2.72 200.9% 37%
20260904 $6.17 $3.45 159.4% 7%
20260903 $6.60 $3.75 150.1% 0%
20260902 $4.03 $4.03 242.5% 58%
20260901 $4.50 $4.50 242.3% 58%
20260831 $4.62 $4.62 220.5% 37%
20260828 $5.12 $5.12 207.8% 25%
20260827 $5.15 $5.15 222.2% 39%
20260826 $5.60 $5.60 199.2% 17%
20260825 $5.45 $5.45 217.6% 34%
20260824 $6.50 $6.50 198.2% 16%
20260821 $6.20 $3.50 195.6% 13%
20260820 $6.83 $1.48 187.0% 5%
20260819 $6.15 $2.30 185.6% 4%
20260818 $7.62 $2.48 184.4% 3%
20260817 $7.30 $2.58 192.0% 10%
20260814 $7.57 $3.35 183.0% 1%
20260813 $6.50 $3.33 196.1% 14%
20260812 $7.70 $3.70 200.6% 18%
20260811 $7.67 $3.77 206.9% 24%
20260810 $9.35 $5.05 193.4% 11%
20260806 $10.10 $6.45 215.8% 33%
20260805 $7.08 $7.08 263.0% 78%
20260804 $7.45 $7.45 259.6% 75%
20260803 $8.43 $8.43 274.3% 89%
20260731 $10.00 $10.00 235.2% 51%
20260730 $9.62 $9.62 247.6% 63%
20260729 $13.80 $13.80 252.7% 68%
20260728 $12.75 $12.75 242.8% 58%
20260727 $11.50 $11.50 250.4% 66%
20260724 $13.30 $13.30 239.4% 55%
20260723 $12.30 $12.30 221.1% 38%
20260722 $12.85 $12.85 238.2% 54%
20260721 $11.50 $11.50 239.0% 55%
20260720 $15.60 $15.60 260.8% 76%
20260716 $17.90 $4.25 253.8% 69%
20260715 $15.00 $3.62 222.7% 39%
20260714 $14.90 $4.43 219.5% 36%
20260713 $15.30 $4.82 237.9% 54%
20260710 $14.00 $4.90 226.6% 43%
20260709 $14.60 $5.83 245.7% 61%

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.