SPEU · Expected Move
State Street SPDR Portfolio Europe ETF · ETF
The expected move for SPEU 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).
SPEU 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 SPEU Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$1.20
30-Day ATM IV
15.5%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to SPEU'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.
SPEU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.08 | $1.20 | 15.5% | 19% |
| 20261008 | $2.10 | $1.18 | 15.2% | 17% |
| 20261007 | $2.10 | $1.25 | 15.2% | 17% |
| 20261006 | $2.02 | $1.23 | 15.9% | 22% |
| 20261005 | $2.38 | $1.30 | 15.9% | 23% |
| 20261002 | $1.43 | $1.43 | 15.2% | 17% |
| 20261001 | $1.32 | $1.32 | 17.4% | 35% |
| 20260930 | $1.33 | $1.33 | 15.9% | 23% |
| 20260929 | $1.45 | $1.45 | 14.3% | 10% |
| 20260928 | $1.48 | $1.48 | 15.1% | 17% |
| 20260925 | $1.43 | $1.43 | 14.9% | 14% |
| 20260924 | $1.70 | $1.70 | 14.3% | 10% |
| 20260923 | $1.77 | $1.77 | 14.3% | 10% |
| 20260922 | $1.60 | $1.60 | 14.3% | 10% |
| 20260921 | $1.65 | $1.65 | 15.6% | 20% |
| 20260918 | $1.62 | $0.95 | 15.6% | 20% |
| 20260917 | $1.80 | $1.07 | 18.3% | 42% |
| 20260916 | $1.73 | $1.05 | 14.7% | 14% |
| 20260915 | $1.80 | $1.15 | 15.0% | 16% |
| 20260914 | $1.77 | $1.12 | 14.1% | 9% |
| 20260911 | $1.80 | $1.12 | 14.4% | 11% |
| 20260910 | $2.15 | $1.45 | 15.3% | 18% |
| 20260909 | $1.85 | $1.23 | 14.3% | 10% |
| 20260908 | $2.08 | $1.43 | 14.0% | 7% |
| 20260904 | $3.38 | $1.23 | 21.9% | 71% |
| 20260903 | $1.93 | $1.27 | 14.3% | 10% |
| 20260902 | $3.10 | $3.10 | 18.3% | 43% |
| 20260901 | $1.45 | $1.45 | 14.0% | 7% |
| 20260831 | $1.35 | $1.35 | 13.7% | 5% |
| 20260828 | $1.32 | $1.32 | 13.1% | 0% |
| 20260827 | $1.43 | $1.43 | 14.5% | 10% |
| 20260826 | $1.65 | $1.65 | 14.0% | 6% |
| 20260825 | $1.58 | $1.58 | 13.7% | 4% |
| 20260824 | $1.62 | $1.62 | 13.6% | 3% |
| 20260821 | $1.78 | $0.97 | 13.9% | 5% |
| 20260820 | $1.68 | $0.95 | 13.6% | 3% |
| 20260819 | $1.73 | $1.00 | 14.3% | 8% |
| 20260818 | $1.70 | $1.02 | 14.1% | 6% |
| 20260817 | $5.12 | $1.05 | 25.5% | 90% |
| 20260814 | $1.82 | $1.10 | 13.9% | 5% |
| 20260813 | $1.83 | $1.15 | 13.6% | 3% |
| 20260812 | $3.60 | $1.18 | 14.0% | 6% |
| 20260811 | $2.05 | $1.05 | 14.2% | 8% |
| 20260810 | $2.05 | $1.18 | 14.1% | 7% |
| 20260807 | — | — | 13.2% | 0% |
| 20260806 | $2.15 | $5.00 | 14.0% | 0% |
| 20260805 | $1.33 | $1.33 | 14.5% | 2% |
| 20260804 | $1.35 | $1.35 | 14.2% | 0% |
| 20260803 | $1.55 | $1.55 | 15.2% | 4% |
| 20260731 | $1.60 | $1.60 | 15.0% | 3% |
| 20260730 | $1.68 | $1.68 | 14.7% | 0% |
| 20260729 | $1.75 | $1.75 | 16.1% | 9% |
| 20260728 | $1.80 | $1.80 | 15.7% | 5% |
| 20260727 | $1.85 | $1.85 | 22.9% | 61% |
| 20260724 | $1.88 | $1.88 | 16.0% | 8% |
| 20260723 | $2.08 | $2.08 | 16.2% | 15% |
| 20260722 | $1.98 | $1.98 | 15.3% | 13% |
| 20260721 | $2.02 | $2.02 | 16.0% | 17% |
| 20260720 | $2.08 | $2.08 | 15.3% | 12% |
| 20260716 | $2.10 | $0.82 | 15.3% | 13% |
More on SPEU
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.