SPBO · Expected Move
State Street SPDR Portfolio Corporate Bond ETF · ETF
The expected move for SPBO 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).
SPBO 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 SPBO Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$4.90
30-Day ATM IV
20.2%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to SPBO'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.
SPBO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.90 | $4.90 | 20.2% | 29% |
| 20261020 | $1.12 | $1.12 | 23.7% | 39% |
| 20261019 | $1.17 | $1.17 | 17.4% | 21% |
| 20261016 | $1.18 | $2.52 | 21.7% | 33% |
| 20261015 | $1.18 | $2.88 | 15.8% | 16% |
| 20261014 | $2.93 | $3.15 | 23.4% | 38% |
| 20261013 | $1.23 | $2.88 | 16.5% | 18% |
| 20261012 | $3.25 | $1.10 | 18.5% | 24% |
| 20261009 | $3.25 | $1.12 | 20.6% | 30% |
| 20261008 | $3.23 | $3.12 | 19.4% | 26% |
| 20261007 | $4.90 | $4.90 | 21.5% | 32% |
| 20261006 | $1.38 | $3.15 | 20.2% | 29% |
| 20261005 | $3.25 | $2.88 | 18.8% | 25% |
| 20261002 | $4.90 | $4.90 | 27.5% | 49% |
| 20261001 | $4.90 | $4.90 | 18.4% | 24% |
| 20260930 | $1.15 | $1.15 | 20.1% | 28% |
| 20260929 | $2.88 | $2.88 | 20.8% | 30% |
| 20260928 | $1.18 | $1.18 | 20.2% | 29% |
| 20260925 | $1.15 | $1.15 | 18.1% | 23% |
| 20260924 | $2.85 | $2.85 | 15.0% | 14% |
| 20260923 | $1.02 | $1.02 | 13.0% | 8% |
| 20260922 | $1.12 | $1.12 | 14.7% | 13% |
| 20260921 | $2.92 | $2.92 | 13.9% | 11% |
| 20260918 | $1.12 | $2.48 | 10.6% | 2% |
| 20260917 | $1.12 | $1.00 | 11.4% | 4% |
| 20260916 | $1.15 | $0.98 | 13.6% | 10% |
| 20260915 | $1.12 | $0.97 | 10.0% | 0% |
| 20260914 | $1.15 | $0.97 | 10.6% | 0% |
| 20260911 | $2.97 | $1.00 | 14.3% | 9% |
| 20260910 | $1.17 | $0.97 | 13.1% | 5% |
| 20260909 | $1.20 | $2.97 | 13.6% | 7% |
| 20260908 | $1.23 | $1.05 | 17.4% | 18% |
| 20260904 | $1.27 | $1.10 | 14.7% | 10% |
| 20260903 | $1.27 | $1.10 | 15.5% | 12% |
| 20260902 | $1.07 | $1.07 | 13.9% | 7% |
| 20260901 | $2.85 | $2.85 | 16.2% | 14% |
| 20260831 | $2.88 | $2.88 | 18.0% | 19% |
| 20260828 | $1.20 | $1.20 | 14.7% | 10% |
| 20260827 | $0.88 | $0.88 | 14.9% | 10% |
| 20260826 | $2.85 | $2.85 | 19.8% | 25% |
| 20260825 | $2.82 | $2.82 | 18.2% | 20% |
| 20260824 | $3.12 | $3.12 | 13.8% | 7% |
| 20260821 | $1.20 | $3.10 | 13.6% | 7% |
| 20260820 | $1.20 | $3.10 | 13.7% | 7% |
| 20260819 | $2.85 | $1.20 | 13.2% | 5% |
| 20260818 | $3.08 | $3.05 | 17.0% | 17% |
| 20260817 | $1.20 | $1.12 | 11.4% | 0% |
| 20260814 | $1.23 | $1.20 | 12.8% | 0% |
| 20260813 | $1.25 | $1.18 | 16.3% | 8% |
| 20260812 | $2.92 | $2.85 | 14.4% | 2% |
| 20260811 | $1.55 | $1.12 | 13.8% | 0% |
| 20260810 | $1.88 | $3.08 | 20.2% | 10% |
| 20260807 | — | — | 20.4% | 10% |
| 20260806 | $3.52 | $3.45 | 37.1% | 70% |
| 20260805 | $3.42 | $3.42 | 21.3% | 14% |
| 20260804 | $1.73 | $1.73 | 20.4% | 10% |
| 20260803 | $1.72 | $1.72 | 20.8% | 12% |
| 20260731 | $1.73 | $1.73 | 22.2% | 17% |
| 20260730 | $1.80 | $1.80 | 22.7% | 19% |
| 20260729 | $1.77 | $1.77 | 21.8% | 16% |
More on SPBO
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.