SPAB · Expected Move
State Street SPDR Portfolio Aggregate Bond ETF · ETF
The expected move for SPAB 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).
SPAB 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 SPAB Expected Move
30-Day Straddle
$0.55
7-Day Straddle
$0.55
30-Day ATM IV
9.3%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to SPAB'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.
SPAB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.55 | $0.55 | 9.3% | 10% |
| 20261020 | $0.55 | $0.55 | 9.4% | 10% |
| 20261019 | $0.65 | $0.65 | 8.7% | 8% |
| 20261016 | $0.62 | $2.83 | 8.9% | 9% |
| 20261015 | $0.62 | $2.88 | 15.3% | 21% |
| 20261014 | $0.58 | $0.53 | 15.9% | 22% |
| 20261013 | $0.58 | $0.85 | 11.7% | 14% |
| 20261012 | $0.45 | $0.57 | 14.4% | 19% |
| 20261009 | $1.07 | $0.93 | 10.6% | 12% |
| 20261008 | $0.65 | $0.47 | 9.6% | 10% |
| 20261007 | $0.57 | $0.40 | 13.1% | 17% |
| 20261006 | $0.62 | $1.25 | 15.7% | 22% |
| 20261005 | $0.60 | $0.22 | 12.3% | 15% |
| 20261002 | $0.40 | $0.40 | 12.3% | 15% |
| 20261001 | $0.95 | $0.95 | 16.1% | 23% |
| 20260930 | $0.78 | $0.78 | 16.0% | 23% |
| 20260929 | $0.50 | $0.50 | 13.5% | 18% |
| 20260928 | $1.07 | $1.07 | 19.3% | 26% |
| 20260925 | $2.95 | $2.95 | 23.6% | 33% |
| 20260924 | $0.58 | $0.58 | 11.5% | 12% |
| 20260923 | $0.53 | $0.53 | 12.7% | 14% |
| 20260922 | $0.80 | $0.80 | 15.9% | 20% |
| 20260921 | $0.43 | $0.43 | 16.7% | 21% |
| 20260918 | $0.25 | $0.33 | 17.6% | 23% |
| 20260917 | $0.43 | $2.62 | 9.9% | 9% |
| 20260916 | $0.50 | $0.35 | 8.6% | 7% |
| 20260915 | $0.50 | $0.35 | 8.6% | 7% |
| 20260914 | $0.38 | $2.67 | 14.4% | 17% |
| 20260911 | $0.90 | $0.33 | 15.4% | 19% |
| 20260910 | $0.53 | $0.30 | 10.6% | 10% |
| 20260909 | $0.28 | $0.73 | 5.3% | 1% |
| 20260908 | $0.50 | $0.15 | 20.6% | 22% |
| 20260904 | $0.30 | $0.62 | 4.6% | 0% |
| 20260903 | $0.82 | $0.30 | 4.8% | 0% |
| 20260902 | $0.20 | $0.20 | 4.5% | 0% |
| 20260901 | $0.20 | $0.20 | 4.7% | 0% |
| 20260831 | $0.17 | $0.17 | 6.0% | 1% |
| 20260828 | $0.70 | $0.70 | 10.3% | 6% |
| 20260827 | $0.28 | $0.28 | 23.5% | 24% |
| 20260826 | $0.30 | $0.30 | 7.9% | 3% |
| 20260825 | $0.35 | $0.35 | 10.7% | 7% |
| 20260824 | $0.40 | $0.40 | 7.5% | 3% |
| 20260821 | $0.43 | $0.40 | 8.8% | 4% |
| 20260820 | $0.85 | $0.68 | 14.7% | 12% |
| 20260819 | $0.45 | $0.28 | 14.6% | 12% |
| 20260818 | $0.33 | $0.17 | 5.6% | 0% |
| 20260817 | $0.40 | $0.15 | 6.8% | 2% |
| 20260814 | $0.80 | $0.22 | 6.0% | 1% |
| 20260813 | $0.80 | $0.72 | 6.5% | 1% |
| 20260812 | $0.35 | $0.20 | 6.3% | 1% |
| 20260811 | $0.47 | $0.20 | 9.0% | 5% |
| 20260810 | $0.38 | $0.20 | 6.0% | 1% |
| 20260807 | — | — | 12.6% | 10% |
| 20260806 | $0.40 | $0.28 | 6.6% | 1% |
| 20260805 | $0.83 | $0.83 | 7.9% | 3% |
| 20260804 | $0.30 | $0.30 | 7.1% | 2% |
| 20260803 | $0.38 | $0.38 | 6.3% | 1% |
| 20260731 | $0.35 | $0.35 | 5.6% | 0% |
| 20260730 | $0.17 | $0.17 | 15.3% | 12% |
| 20260729 | $0.28 | $0.28 | 6.3% | 0% |
More on SPAB
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.