SPGI · Expected Move
S&P Global Inc.
The expected move for SPGI 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).
SPGI 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 SPGI Expected Move
30-Day Straddle
$32.45
7-Day Straddle
$14.05
30-Day ATM IV
33.1%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to SPGI'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.
SPGI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $32.45 | $14.05 | 33.1% | 75% |
| 20261015 | $29.50 | $13.85 | 31.1% | 59% |
| 20261014 | $29.10 | $14.60 | 31.3% | 60% |
| 20261013 | $28.85 | $13.60 | 30.3% | 53% |
| 20261012 | $28.40 | $9.30 | 28.9% | 42% |
| 20261009 | $26.55 | $10.25 | 28.6% | 39% |
| 20261008 | $27.40 | $11.85 | 29.6% | 47% |
| 20261007 | $25.35 | $12.80 | 28.1% | 35% |
| 20261006 | $25.40 | $13.45 | 28.4% | 37% |
| 20261005 | $27.70 | $9.03 | 30.5% | 54% |
| 20261002 | $24.50 | $10.32 | 28.9% | 42% |
| 20261001 | $26.55 | $12.40 | 30.6% | 55% |
| 20260930 | $27.15 | $13.60 | 30.1% | 51% |
| 20260929 | $26.65 | $14.20 | 28.7% | 40% |
| 20260928 | $28.40 | $10.85 | 29.6% | 48% |
| 20260925 | $24.80 | $11.88 | 27.4% | 30% |
| 20260924 | $24.85 | $14.30 | 27.2% | 28% |
| 20260923 | $26.20 | $13.80 | 27.6% | 31% |
| 20260922 | $25.65 | $15.10 | 26.8% | 25% |
| 20260921 | $26.00 | $9.80 | 27.2% | 28% |
| 20260918 | $29.75 | $12.65 | 24.5% | 6% |
| 20260917 | $35.20 | $12.35 | 26.2% | 20% |
| 20260916 | $32.00 | $15.05 | 28.2% | 36% |
| 20260915 | $36.10 | $17.70 | 28.4% | 38% |
| 20260914 | $35.10 | $11.15 | 28.4% | 38% |
| 20260911 | $24.35 | $22.62 | 27.3% | 29% |
| 20260910 | $26.20 | $25.60 | 28.5% | 38% |
| 20260909 | $27.35 | $16.20 | 29.3% | 45% |
| 20260908 | $27.95 | $26.10 | 28.0% | 35% |
| 20260904 | $26.30 | $13.65 | 26.8% | 25% |
| 20260903 | $26.50 | $13.90 | 26.2% | 20% |
| 20260902 | $28.20 | $15.70 | 27.6% | 31% |
| 20260901 | $27.45 | $16.30 | 26.9% | 26% |
| 20260831 | $26.40 | $10.45 | 25.5% | 15% |
| 20260828 | $24.60 | $11.05 | 25.4% | 14% |
| 20260827 | $25.30 | $14.10 | 25.7% | 17% |
| 20260826 | $23.30 | $14.40 | 23.6% | 0% |
| 20260825 | $26.50 | $17.90 | 25.6% | 2% |
| 20260824 | $27.65 | $10.05 | 26.8% | 12% |
| 20260821 | $30.70 | $9.57 | 25.8% | 4% |
| 20260820 | $34.25 | $13.45 | 26.3% | 7% |
| 20260819 | $31.10 | $13.65 | 25.5% | 1% |
| 20260818 | $32.00 | $16.10 | 25.3% | 0% |
| 20260817 | $32.25 | $23.50 | 26.9% | 10% |
| 20260814 | $23.65 | $23.20 | 25.5% | 0% |
| 20260813 | $25.80 | $12.70 | 27.9% | 10% |
| 20260812 | $24.75 | $24.65 | 26.5% | 0% |
| 20260811 | $26.30 | $13.40 | 27.6% | 2% |
| 20260810 | $27.85 | $10.50 | 28.9% | 12% |
| 20260807 | — | — | 29.2% | 14% |
| 20260806 | $28.90 | $17.70 | 31.3% | 30% |
| 20260805 | $29.45 | $19.45 | 31.6% | 32% |
| 20260804 | $30.75 | $18.85 | 32.0% | 35% |
| 20260803 | $31.15 | $27.15 | 31.6% | 33% |
| 20260731 | $26.75 | $12.20 | 30.3% | 22% |
| 20260730 | $27.60 | $13.32 | 30.4% | 23% |
| 20260729 | $32.30 | $29.30 | 33.7% | 48% |
| 20260728 | $33.25 | $27.75 | 33.5% | 47% |
| 20260727 | $36.00 | $28.75 | 35.5% | 62% |
| 20260724 | $34.65 | $24.65 | 36.3% | 68% |
More on SPGI
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.