SPIP · Expected Move
State Street SPDR Portfolio TIPS ETF · ETF
The expected move for SPIP 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).
SPIP 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 SPIP Expected Move
30-Day Straddle
$0.88
7-Day Straddle
$0.88
30-Day ATM IV
23.2%
IV Rank
73%
Implied one-standard-deviation move through the next 30 days. Compare to SPIP'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.
SPIP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.88 | $0.88 | 23.2% | 73% |
| 20261020 | $0.45 | $0.45 | 7.7% | 11% |
| 20261019 | $0.50 | $0.50 | 10.6% | 22% |
| 20261016 | $0.55 | $0.33 | 8.9% | 16% |
| 20261015 | $1.27 | $0.38 | 12.7% | 31% |
| 20261014 | $1.05 | $0.48 | 13.2% | 33% |
| 20261013 | $0.40 | $0.90 | 9.3% | 17% |
| 20261012 | $0.68 | $0.50 | 21.7% | 67% |
| 20261009 | $0.62 | $0.35 | 10.0% | 20% |
| 20261008 | $0.68 | $0.50 | 12.4% | 30% |
| 20261007 | $0.67 | $0.85 | 12.0% | 28% |
| 20261006 | $1.05 | $0.28 | 18.6% | 55% |
| 20261005 | $0.70 | $0.70 | 11.0% | 24% |
| 20261002 | $0.47 | $0.47 | 11.3% | 25% |
| 20261001 | $0.33 | $0.33 | 16.3% | 40% |
| 20260930 | $0.47 | $0.47 | 10.3% | 19% |
| 20260929 | $0.35 | $0.35 | 13.4% | 25% |
| 20260928 | $0.53 | $0.53 | 21.9% | 51% |
| 20260925 | $0.53 | $0.53 | 19.0% | 42% |
| 20260924 | $1.27 | $1.27 | 15.6% | 32% |
| 20260923 | $0.50 | $0.50 | 13.6% | 26% |
| 20260922 | $0.75 | $0.75 | 14.0% | 27% |
| 20260921 | $0.77 | $0.77 | 7.8% | 8% |
| 20260918 | $0.68 | $0.35 | 23.0% | 54% |
| 20260917 | $1.15 | $0.17 | 14.3% | 28% |
| 20260916 | $0.78 | $0.75 | 9.9% | 15% |
| 20260915 | $0.88 | $1.02 | 11.1% | 18% |
| 20260914 | $0.40 | $0.23 | 18.4% | 40% |
| 20260911 | $0.78 | $0.15 | 16.7% | 35% |
| 20260910 | $0.40 | $0.25 | 6.5% | 4% |
| 20260909 | $0.38 | $0.20 | 6.1% | 3% |
| 20260908 | $1.12 | $0.60 | 13.5% | 25% |
| 20260904 | $0.38 | $0.55 | 5.9% | 3% |
| 20260903 | $0.55 | $0.62 | 7.6% | 8% |
| 20260902 | $0.60 | $0.60 | 5.5% | 1% |
| 20260901 | $0.62 | $0.62 | 7.1% | 6% |
| 20260831 | $0.25 | $0.25 | 6.1% | 3% |
| 20260828 | $0.68 | $0.68 | 6.3% | 4% |
| 20260827 | $0.35 | $0.35 | 9.8% | 14% |
| 20260826 | $0.22 | $0.22 | 7.1% | 6% |
| 20260825 | $0.50 | $0.50 | 8.1% | 9% |
| 20260824 | $0.30 | $0.30 | 6.4% | 4% |
| 20260821 | $0.72 | $0.12 | 6.2% | 4% |
| 20260820 | $0.65 | $0.23 | 12.6% | 23% |
| 20260819 | $0.40 | $0.33 | 7.0% | 6% |
| 20260818 | $0.75 | $0.12 | 6.7% | 5% |
| 20260817 | $0.30 | $0.12 | 5.0% | 0% |
| 20260814 | $0.38 | $0.15 | 6.1% | 0% |
| 20260813 | $0.40 | $0.45 | 7.2% | 1% |
| 20260812 | $0.38 | $0.53 | 7.0% | 0% |
| 20260811 | $0.38 | $0.55 | 7.9% | 2% |
| 20260810 | $0.43 | $0.65 | 18.5% | 36% |
| 20260807 | — | — | 8.5% | 4% |
| 20260806 | $1.38 | $1.10 | 29.8% | 73% |
| 20260805 | $0.83 | $0.83 | 7.2% | 0% |
| 20260804 | $0.60 | $0.60 | 12.4% | 16% |
| 20260803 | $0.67 | $0.67 | 12.9% | 18% |
| 20260731 | $0.72 | $0.72 | 9.9% | 8% |
| 20260730 | $1.12 | $1.12 | 11.6% | 14% |
| 20260729 | $0.38 | $0.38 | 9.3% | 7% |
More on SPIP
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.