SPD · Expected Move
Simplify US Equity PLUS Downside Convexity ETF · ETF
The expected move for SPD 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).
SPD 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 SPD Expected Move
30-Day Straddle
$2.33
7-Day Straddle
$2.33
30-Day ATM IV
17.3%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to SPD'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.
SPD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.33 | $2.33 | 17.3% | 6% |
| 20261020 | $2.38 | $2.38 | 17.8% | 7% |
| 20261019 | $2.38 | $2.38 | 17.6% | 7% |
| 20261016 | $2.47 | $3.00 | 17.9% | 8% |
| 20261015 | $2.45 | $1.80 | 15.9% | 2% |
| 20261014 | $2.70 | $2.83 | 17.1% | 6% |
| 20261013 | $2.55 | $1.88 | 15.0% | 0% |
| 20261012 | $2.62 | $1.90 | 15.8% | 0% |
| 20261009 | $2.67 | $2.00 | 17.6% | 0% |
| 20261008 | $2.62 | $1.93 | 46.6% | 79% |
| 20261007 | $2.70 | $2.02 | 42.8% | 64% |
| 20261006 | $2.67 | $2.00 | 45.9% | 76% |
| 20261005 | $2.70 | $1.97 | 47.8% | 83% |
| 20261002 | $2.05 | $2.05 | 48.8% | 87% |
| 20261001 | $2.10 | $2.10 | 47.9% | 84% |
| 20260930 | $2.12 | $2.12 | 45.3% | 74% |
| 20260929 | $2.15 | $2.15 | 45.3% | 77% |
| 20260928 | $2.15 | $2.15 | 45.1% | 77% |
| 20260925 | $2.20 | $2.20 | 44.5% | 76% |
| 20260924 | $2.25 | $2.25 | 44.1% | 75% |
| 20260923 | $2.17 | $2.17 | 43.7% | 74% |
| 20260922 | $2.25 | $2.25 | 35.1% | 47% |
| 20260921 | $2.08 | $2.08 | 33.2% | 41% |
| 20260918 | $2.50 | $2.00 | 35.9% | 49% |
| 20260917 | $3.73 | $2.05 | 35.4% | 50% |
| 20260916 | $2.55 | $1.88 | 25.9% | 20% |
| 20260915 | $2.73 | $2.25 | 34.3% | 42% |
| 20260914 | $2.67 | $2.15 | 33.6% | 40% |
| 20260911 | $2.73 | $2.20 | 38.4% | 49% |
| 20260910 | $2.83 | $2.27 | 38.8% | 50% |
| 20260909 | $2.77 | $2.25 | 39.9% | 53% |
| 20260908 | $2.80 | $2.28 | 40.0% | 53% |
| 20260904 | $2.88 | $2.38 | 45.0% | 66% |
| 20260903 | $2.78 | $2.17 | 41.0% | 56% |
| 20260902 | $2.35 | $2.35 | 44.1% | 64% |
| 20260901 | $2.33 | $2.33 | 45.0% | 66% |
| 20260831 | $2.40 | $2.40 | 42.3% | 59% |
| 20260828 | $2.40 | $2.40 | 44.3% | 64% |
| 20260827 | $2.28 | $2.28 | 43.8% | 63% |
| 20260826 | $2.42 | $2.42 | 47.7% | 73% |
| 20260825 | $2.48 | $2.48 | 47.1% | 71% |
| 20260824 | $2.45 | $2.45 | 48.7% | 75% |
| 20260821 | $2.50 | $3.62 | 49.8% | 78% |
| 20260820 | $2.47 | $1.90 | 52.2% | 84% |
| 20260819 | $2.38 | $1.92 | 49.2% | 76% |
| 20260818 | $2.48 | $2.02 | 48.4% | 74% |
| 20260817 | $2.45 | $1.92 | 45.5% | 67% |
| 20260814 | $2.55 | $2.00 | 45.7% | 68% |
| 20260813 | $2.58 | $2.00 | 38.2% | 49% |
| 20260812 | $2.62 | $2.08 | 47.5% | 72% |
| 20260811 | $2.60 | $2.05 | 46.5% | 70% |
| 20260810 | $3.90 | $3.08 | 46.7% | 70% |
| 20260806 | $4.00 | $3.25 | 47.3% | 72% |
| 20260805 | $3.20 | $3.20 | 47.5% | 72% |
| 20260804 | $3.05 | $3.05 | 35.3% | 41% |
| 20260803 | $3.10 | $3.10 | 47.3% | 72% |
| 20260731 | $3.35 | $3.35 | 47.3% | 72% |
| 20260730 | $3.40 | $3.40 | 46.5% | 70% |
| 20260729 | $3.38 | $3.38 | 42.4% | 59% |
| 20260728 | $3.45 | $3.45 | 50.1% | 79% |
More on SPD
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.