SNPE · Expected Move
Xtrackers S&P 500 Scored & Screened ETF · ETF
The expected move for SNPE 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).
SNPE 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 SNPE Expected Move
30-Day Straddle
$2.17
7-Day Straddle
$2.17
30-Day ATM IV
13.6%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to SNPE'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.
SNPE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.17 | $2.17 | 13.6% | 7% |
| 20261020 | $2.48 | $2.48 | 14.5% | 13% |
| 20261019 | $2.42 | $2.42 | 14.5% | 13% |
| 20261016 | $2.58 | $2.95 | 15.1% | 18% |
| 20261015 | $2.38 | $3.12 | 13.5% | 6% |
| 20261014 | $2.67 | $4.90 | 14.2% | 11% |
| 20261013 | $2.40 | $1.20 | 13.1% | 2% |
| 20261012 | $2.47 | $1.30 | 13.2% | 4% |
| 20261009 | $2.67 | $1.32 | 14.8% | 16% |
| 20261008 | $2.75 | $3.08 | 14.5% | 14% |
| 20261007 | $2.77 | $1.52 | 15.0% | 18% |
| 20261006 | $2.97 | $1.60 | 14.4% | 13% |
| 20261005 | $2.88 | $1.40 | 16.5% | 29% |
| 20261002 | $1.55 | $1.55 | 16.3% | 28% |
| 20261001 | $1.73 | $1.73 | 15.6% | 22% |
| 20260930 | $1.73 | $1.73 | 15.9% | 25% |
| 20260929 | $3.35 | $3.35 | 17.7% | 39% |
| 20260928 | $1.80 | $1.80 | 15.1% | 18% |
| 20260925 | $1.88 | $1.88 | 14.9% | 17% |
| 20260924 | $1.77 | $1.77 | 14.5% | 14% |
| 20260923 | $1.80 | $1.80 | 15.1% | 18% |
| 20260922 | $1.77 | $1.77 | 15.1% | 18% |
| 20260921 | $1.85 | $1.85 | 15.1% | 19% |
| 20260918 | $1.98 | $2.75 | 14.2% | 11% |
| 20260917 | $3.58 | $1.38 | 14.4% | 13% |
| 20260916 | $2.38 | $1.30 | 15.1% | 18% |
| 20260915 | $2.38 | $1.52 | 14.7% | 13% |
| 20260914 | $2.33 | $1.52 | 14.2% | 10% |
| 20260911 | $2.30 | $1.65 | 15.3% | 17% |
| 20260910 | $3.00 | $1.75 | 17.9% | 28% |
| 20260909 | $2.25 | $1.62 | 15.3% | 14% |
| 20260908 | $2.10 | $1.52 | 14.7% | 11% |
| 20260904 | $2.27 | $1.57 | 13.9% | 6% |
| 20260903 | $2.22 | $3.12 | 13.5% | 4% |
| 20260902 | $1.55 | $1.55 | 15.2% | 13% |
| 20260901 | $1.68 | $1.68 | 17.3% | 24% |
| 20260831 | $4.80 | $4.80 | 14.4% | 9% |
| 20260828 | $1.68 | $1.68 | 13.7% | 5% |
| 20260827 | $3.38 | $3.38 | 13.2% | 3% |
| 20260826 | $3.22 | $3.22 | 14.4% | 9% |
| 20260825 | $1.90 | $1.90 | 14.0% | 7% |
| 20260824 | $3.45 | $3.45 | 15.1% | 13% |
| 20260821 | $2.00 | $3.40 | 15.5% | 15% |
| 20260820 | $1.90 | $1.15 | 16.2% | 19% |
| 20260819 | $1.93 | $1.33 | 17.7% | 26% |
| 20260818 | $2.02 | $1.23 | 17.8% | 27% |
| 20260817 | $2.10 | $1.23 | 15.5% | 15% |
| 20260814 | $2.05 | $1.27 | 13.5% | 4% |
| 20260813 | $2.08 | $1.30 | 12.7% | 0% |
| 20260812 | $2.30 | $1.52 | 15.8% | 0% |
| 20260811 | $2.73 | $4.80 | 18.4% | 2% |
| 20260810 | $3.50 | $2.62 | 21.4% | 22% |
| 20260806 | $3.60 | $2.80 | 21.1% | 20% |
| 20260805 | $2.70 | $2.70 | 21.6% | 23% |
| 20260804 | $2.58 | $2.58 | 18.1% | 0% |
| 20260803 | $2.38 | $2.38 | 19.9% | 11% |
| 20260731 | $2.78 | $2.78 | 21.7% | 23% |
| 20260730 | $2.95 | $2.95 | 23.5% | 35% |
| 20260729 | $3.05 | $3.05 | 23.0% | 32% |
| 20260728 | $3.12 | $3.12 | 22.6% | 29% |
More on SNPE
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.