SPIB · Expected Move
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF · ETF
The expected move for SPIB 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).
SPIB 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 SPIB Expected Move
30-Day Straddle
$0.97
7-Day Straddle
$0.97
30-Day ATM IV
7.7%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to SPIB'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.
SPIB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.97 | $0.97 | 7.7% | 18% |
| 20261021 | $0.50 | $0.50 | 24.9% | 100% |
| 20261020 | $0.53 | $0.53 | 15.0% | 64% |
| 20261019 | $2.93 | $2.93 | 15.6% | 67% |
| 20261016 | $1.05 | $0.50 | 7.1% | 18% |
| 20261015 | $1.02 | $2.90 | 6.8% | 16% |
| 20261014 | $0.68 | $2.80 | 15.0% | 64% |
| 20261013 | $0.53 | $0.40 | 14.6% | 61% |
| 20261012 | $0.53 | $2.80 | 15.1% | 65% |
| 20261009 | $1.00 | $0.40 | 16.4% | 72% |
| 20261008 | $0.53 | $2.78 | 14.8% | 63% |
| 20261007 | $1.02 | $0.80 | 8.4% | 26% |
| 20261006 | $0.55 | $0.38 | 18.3% | 83% |
| 20261005 | $0.50 | $0.33 | 13.6% | 56% |
| 20261002 | $0.75 | $0.75 | 7.0% | 17% |
| 20261001 | $0.38 | $0.38 | 12.7% | 51% |
| 20260930 | $0.38 | $0.38 | 10.2% | 36% |
| 20260929 | $0.40 | $0.40 | 12.5% | 49% |
| 20260928 | $0.40 | $0.40 | 8.9% | 29% |
| 20260925 | $0.93 | $0.93 | 15.1% | 64% |
| 20260924 | $0.93 | $0.93 | 11.3% | 42% |
| 20260923 | $0.68 | $0.68 | 8.4% | 25% |
| 20260922 | $1.20 | $1.20 | 11.7% | 45% |
| 20260921 | $0.45 | $0.45 | 12.8% | 51% |
| 20260918 | $0.65 | $2.67 | 9.2% | 30% |
| 20260917 | $0.42 | $2.73 | 12.7% | 51% |
| 20260916 | $0.47 | $0.42 | 5.4% | 8% |
| 20260915 | $0.57 | $0.45 | 12.5% | 49% |
| 20260914 | $0.88 | $2.80 | 10.2% | 36% |
| 20260911 | $0.45 | $0.38 | 9.6% | 33% |
| 20260910 | $0.42 | $0.38 | 6.2% | 13% |
| 20260909 | $0.30 | $0.20 | 5.0% | 6% |
| 20260908 | $2.62 | $0.60 | 4.6% | 4% |
| 20260904 | $0.28 | $0.20 | 4.0% | 0% |
| 20260903 | $0.77 | $0.17 | 4.0% | 0% |
| 20260902 | $0.22 | $0.22 | 4.0% | 0% |
| 20260901 | $0.25 | $0.25 | 5.4% | 7% |
| 20260831 | $0.23 | $0.23 | 4.3% | 1% |
| 20260828 | $0.25 | $0.25 | 4.3% | 1% |
| 20260827 | $0.28 | $0.28 | 4.7% | 3% |
| 20260826 | $1.12 | $1.12 | 9.7% | 32% |
| 20260825 | $0.33 | $0.33 | 10.3% | 36% |
| 20260824 | $2.57 | $2.57 | 10.1% | 35% |
| 20260821 | $0.73 | $2.52 | 4.5% | 2% |
| 20260820 | $0.30 | $0.20 | 5.2% | 6% |
| 20260819 | $0.33 | $0.22 | 12.5% | 49% |
| 20260818 | $0.72 | $2.45 | 17.2% | 77% |
| 20260817 | $0.33 | $0.62 | 5.0% | 5% |
| 20260814 | $0.78 | $0.25 | 5.1% | 6% |
| 20260813 | $0.40 | $1.10 | 7.0% | 17% |
| 20260812 | $0.78 | $0.62 | 9.6% | 32% |
| 20260811 | $0.38 | $0.22 | 4.6% | 3% |
| 20260810 | $0.40 | $0.32 | 4.7% | 3% |
| 20260807 | — | — | 12.4% | 48% |
| 20260806 | $0.42 | $0.25 | 4.9% | 5% |
| 20260805 | $0.30 | $0.30 | 13.4% | 54% |
| 20260804 | $0.95 | $0.95 | 5.7% | 9% |
| 20260803 | $0.25 | $0.25 | 4.9% | 4% |
| 20260731 | $0.78 | $0.78 | 9.5% | 31% |
| 20260730 | $0.28 | $0.28 | 13.8% | 57% |
More on SPIB
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.