SPGM · Expected Move
State Street SPDR Portfolio MSCI Global Stock Market ETF · ETF
The expected move for SPGM 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).
SPGM 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 SPGM Expected Move
30-Day Straddle
$2.67
7-Day Straddle
$2.67
30-Day ATM IV
16.2%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to SPGM'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.
SPGM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.67 | $2.67 | 16.2% | 31% |
| 20261020 | $2.80 | $2.80 | 15.0% | 11% |
| 20261019 | $0.00 | $0.00 | 19.1% | 83% |
| 20261016 | $2.85 | $2.73 | 14.8% | 6% |
| 20261015 | $2.80 | $1.77 | 14.6% | 3% |
| 20261014 | $3.15 | $1.75 | 14.8% | 7% |
| 20261013 | $3.10 | $1.88 | 15.9% | 24% |
| 20261012 | $3.17 | $2.00 | 16.1% | 28% |
| 20261009 | $3.35 | $2.00 | 17.5% | 51% |
| 20261008 | $3.17 | $2.02 | 17.6% | 51% |
| 20261007 | $3.42 | $2.10 | 17.6% | 53% |
| 20261006 | $3.35 | $2.10 | 16.9% | 40% |
| 20261005 | $3.33 | $2.12 | 16.6% | 36% |
| 20261002 | $2.25 | $2.25 | 18.0% | 59% |
| 20261001 | $2.33 | $2.33 | 16.6% | 36% |
| 20260930 | $2.55 | $2.55 | 16.1% | 28% |
| 20260929 | $2.33 | $2.33 | 16.0% | 26% |
| 20260928 | $2.38 | $2.38 | 16.1% | 28% |
| 20260925 | $2.35 | $2.35 | 15.6% | 19% |
| 20260924 | $2.53 | $2.53 | 16.1% | 28% |
| 20260923 | $2.60 | $2.60 | 16.2% | 29% |
| 20260922 | $2.47 | $2.47 | 16.8% | 40% |
| 20260921 | $2.62 | $2.62 | 17.1% | 44% |
| 20260918 | $2.78 | $3.47 | 18.0% | 58% |
| 20260917 | $2.85 | $1.95 | 17.8% | 55% |
| 20260916 | $2.77 | $1.92 | 15.9% | 24% |
| 20260915 | $3.05 | $2.25 | 16.6% | 35% |
| 20260914 | $2.92 | $2.10 | 16.6% | 36% |
| 20260911 | $3.15 | $2.30 | 16.7% | 38% |
| 20260910 | $3.30 | $2.35 | 17.5% | 50% |
| 20260909 | $3.38 | $2.42 | 17.6% | 51% |
| 20260908 | $3.20 | $2.25 | 17.8% | 56% |
| 20260904 | $3.20 | $2.33 | 17.6% | 51% |
| 20260903 | $3.17 | $2.30 | 17.5% | 50% |
| 20260902 | $2.53 | $2.53 | 17.6% | 52% |
| 20260901 | $2.40 | $2.40 | 17.8% | 56% |
| 20260831 | $2.58 | $2.58 | 17.7% | 48% |
| 20260828 | $2.33 | $2.33 | 17.6% | 32% |
| 20260827 | $2.50 | $2.50 | 17.4% | 30% |
| 20260826 | $2.45 | $2.45 | 17.8% | 33% |
| 20260825 | $2.58 | $2.58 | 17.9% | 34% |
| 20260824 | $2.67 | $2.67 | 18.0% | 36% |
| 20260821 | $2.62 | $3.42 | 17.8% | 29% |
| 20260820 | $2.83 | $1.88 | 17.9% | 30% |
| 20260819 | $2.80 | $1.95 | 18.1% | 32% |
| 20260818 | $2.98 | $2.17 | 17.7% | 28% |
| 20260817 | $2.90 | $2.10 | 16.2% | 15% |
| 20260814 | $2.85 | $2.08 | 15.1% | 5% |
| 20260813 | $2.80 | $2.10 | 14.4% | 0% |
| 20260812 | $3.00 | $2.15 | 15.3% | 7% |
| 20260811 | $2.85 | $1.73 | 16.5% | 18% |
| 20260810 | $3.08 | $3.55 | 16.4% | 16% |
| 20260807 | — | — | 15.8% | 11% |
| 20260806 | $4.15 | $3.72 | 17.1% | 23% |
| 20260805 | $2.35 | $2.35 | 17.8% | 29% |
| 20260804 | $2.30 | $2.30 | 16.9% | 21% |
| 20260803 | $2.52 | $2.52 | 17.2% | 24% |
| 20260731 | $2.50 | $2.50 | 17.2% | 23% |
| 20260730 | $2.58 | $2.58 | 17.5% | 26% |
| 20260729 | $2.98 | $2.98 | 16.9% | 21% |
More on SPGM
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.