SPEM · Expected Move
State Street SPDR Portfolio Emerging Markets ETF · ETF
The expected move for SPEM 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).
SPEM 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 SPEM Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
50.5%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to SPEM'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.
SPEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 50.5% | 100% |
| 20261020 | $0.00 | $0.00 | 38.5% | 67% |
| 20261019 | $0.00 | $0.00 | 48.4% | 100% |
| 20261016 | $2.35 | $1.38 | 18.1% | 0% |
| 20261015 | $2.38 | $1.50 | 21.4% | 15% |
| 20261014 | $2.58 | $1.67 | 19.2% | 2% |
| 20261013 | $2.40 | $1.65 | 21.9% | 18% |
| 20261012 | $2.45 | $1.68 | 21.6% | 16% |
| 20261009 | $2.50 | $1.73 | 22.4% | 21% |
| 20261008 | $2.47 | $1.73 | 21.0% | 12% |
| 20261007 | $2.55 | $1.75 | 21.9% | 18% |
| 20261006 | $2.60 | $1.43 | 23.8% | 29% |
| 20261005 | $2.58 | $1.88 | 24.1% | 31% |
| 20261002 | $1.40 | $1.40 | 20.0% | 6% |
| 20261001 | $1.95 | $1.95 | 21.2% | 13% |
| 20260930 | $1.95 | $1.95 | 21.3% | 14% |
| 20260929 | $2.00 | $2.00 | 21.0% | 13% |
| 20260928 | $1.97 | $1.97 | 20.7% | 11% |
| 20260925 | $2.03 | $2.03 | 22.1% | 19% |
| 20260924 | $2.15 | $2.15 | 21.2% | 14% |
| 20260923 | $2.28 | $2.28 | 21.5% | 16% |
| 20260922 | $2.25 | $2.25 | 24.7% | 34% |
| 20260921 | $2.25 | $2.25 | 24.2% | 31% |
| 20260918 | $2.05 | $0.97 | 23.9% | 30% |
| 20260917 | $2.38 | $1.05 | 25.9% | 42% |
| 20260916 | $2.35 | $1.65 | 24.5% | 33% |
| 20260915 | $2.42 | $1.85 | 20.8% | 11% |
| 20260914 | $2.40 | $1.77 | 22.0% | 18% |
| 20260911 | $2.50 | $1.90 | 25.4% | 38% |
| 20260910 | $2.50 | $1.93 | 26.2% | 43% |
| 20260909 | $2.88 | $1.92 | 27.3% | 49% |
| 20260908 | $2.92 | $2.05 | 25.6% | 40% |
| 20260904 | $2.52 | $1.98 | 22.2% | 19% |
| 20260903 | $2.48 | $1.95 | 23.2% | 25% |
| 20260902 | $2.05 | $2.05 | 22.6% | 22% |
| 20260901 | $2.08 | $2.08 | 22.5% | 21% |
| 20260831 | $2.05 | $2.05 | 22.4% | 21% |
| 20260828 | $2.08 | $2.08 | 22.2% | 20% |
| 20260827 | $2.17 | $2.17 | 22.1% | 19% |
| 20260826 | $2.27 | $2.27 | 21.8% | 17% |
| 20260825 | $2.30 | $2.30 | 21.3% | 14% |
| 20260824 | $2.33 | $2.33 | 22.1% | 19% |
| 20260821 | $1.95 | $3.38 | 20.8% | 11% |
| 20260820 | $2.38 | $1.65 | 20.9% | 12% |
| 20260819 | $2.73 | $1.35 | 20.8% | 12% |
| 20260818 | $2.67 | $2.02 | 20.8% | 11% |
| 20260817 | $2.85 | $2.17 | 19.8% | 5% |
| 20260814 | $2.83 | $2.15 | 19.8% | 6% |
| 20260813 | $3.02 | $2.22 | 19.5% | 4% |
| 20260812 | $3.05 | $2.30 | 19.3% | 2% |
| 20260811 | $2.48 | $1.38 | 18.9% | 0% |
| 20260810 | $2.65 | $1.50 | 19.5% | 0% |
| 20260807 | — | — | 20.6% | 0% |
| 20260806 | $3.02 | $1.85 | 21.5% | 6% |
| 20260805 | $1.98 | $1.98 | 22.2% | 11% |
| 20260804 | $2.08 | $2.08 | 23.8% | 21% |
| 20260803 | $2.15 | $2.15 | 22.8% | 14% |
| 20260731 | $2.17 | $2.17 | 22.3% | 11% |
| 20260730 | $2.27 | $2.27 | 22.5% | 13% |
| 20260729 | $2.52 | $2.52 | 24.0% | 22% |
More on SPEM
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.