SPLB · Expected Move
State Street SPDR Portfolio Long Term Corporate Bond ETF · ETF
The expected move for SPLB 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).
SPLB 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 SPLB Expected Move
30-Day Straddle
$0.55
7-Day Straddle
$0.55
30-Day ATM IV
11.2%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to SPLB'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.
SPLB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.55 | $0.55 | 11.2% | 9% |
| 20261020 | $0.57 | $0.57 | 11.6% | 11% |
| 20261019 | $0.95 | $0.95 | 15.3% | 26% |
| 20261016 | $0.62 | $1.25 | 11.9% | 12% |
| 20261015 | $0.57 | $0.17 | 23.9% | 62% |
| 20261014 | $1.15 | $0.78 | 16.6% | 31% |
| 20261013 | $0.75 | $0.45 | 13.1% | 17% |
| 20261012 | $0.72 | $0.88 | 11.0% | 9% |
| 20261009 | $0.75 | $0.50 | 15.8% | 28% |
| 20261008 | $0.75 | $0.65 | 17.5% | 35% |
| 20261007 | $0.78 | $0.42 | 16.8% | 32% |
| 20261006 | $1.15 | $0.88 | 18.2% | 38% |
| 20261005 | $0.78 | $0.42 | 26.8% | 74% |
| 20261002 | $0.48 | $0.48 | 13.9% | 21% |
| 20261001 | $0.53 | $0.53 | 19.6% | 44% |
| 20260930 | $0.95 | $0.95 | 25.8% | 69% |
| 20260929 | $1.23 | $1.23 | 18.3% | 38% |
| 20260928 | $0.65 | $0.65 | 13.3% | 18% |
| 20260925 | $0.53 | $0.53 | 19.8% | 45% |
| 20260924 | $0.48 | $0.48 | 11.2% | 9% |
| 20260923 | $0.42 | $0.42 | 10.4% | 6% |
| 20260922 | $0.45 | $0.45 | 10.5% | 6% |
| 20260921 | $0.93 | $0.93 | 15.8% | 28% |
| 20260918 | $0.45 | $0.20 | 10.1% | 5% |
| 20260917 | $0.53 | $0.83 | 10.2% | 5% |
| 20260916 | $0.93 | $0.20 | 18.5% | 39% |
| 20260915 | $0.38 | $0.58 | 9.3% | 2% |
| 20260914 | $0.47 | $0.17 | 9.6% | 3% |
| 20260911 | $0.95 | $0.20 | 18.0% | 37% |
| 20260910 | $1.35 | $1.12 | 18.7% | 40% |
| 20260909 | $0.53 | $0.38 | 10.9% | 8% |
| 20260908 | $1.00 | $0.35 | 18.8% | 41% |
| 20260904 | $1.02 | $0.42 | 17.8% | 37% |
| 20260903 | $0.57 | $0.42 | 12.1% | 13% |
| 20260902 | $0.70 | $0.70 | 12.4% | 14% |
| 20260901 | $0.85 | $0.85 | 21.6% | 52% |
| 20260831 | $0.95 | $0.95 | 17.1% | 34% |
| 20260828 | $1.12 | $1.12 | 17.2% | 34% |
| 20260827 | $0.53 | $0.53 | 19.7% | 44% |
| 20260826 | $2.90 | $2.90 | 18.9% | 41% |
| 20260825 | $0.50 | $0.50 | 20.4% | 47% |
| 20260824 | $0.78 | $0.78 | 24.2% | 63% |
| 20260821 | $0.95 | $0.82 | 15.8% | 28% |
| 20260820 | $0.95 | $0.75 | 25.8% | 69% |
| 20260819 | $0.60 | $0.50 | 18.2% | 38% |
| 20260818 | $0.95 | $0.35 | 14.9% | 24% |
| 20260817 | $0.85 | $0.30 | 13.6% | 19% |
| 20260814 | $0.60 | $0.45 | 16.1% | 29% |
| 20260813 | $0.65 | $0.58 | 18.6% | 40% |
| 20260812 | $1.07 | $0.47 | 22.2% | 54% |
| 20260811 | $0.88 | $0.88 | 22.6% | 56% |
| 20260810 | $0.68 | $0.47 | 18.6% | 40% |
| 20260807 | — | — | 31.2% | 92% |
| 20260806 | $0.65 | $2.98 | 24.1% | 62% |
| 20260805 | $0.57 | $0.57 | 17.1% | 33% |
| 20260804 | $0.55 | $0.55 | 21.7% | 53% |
| 20260803 | $1.23 | $1.23 | 19.0% | 41% |
| 20260731 | $0.50 | $0.50 | 16.7% | 32% |
| 20260730 | $1.15 | $1.15 | 17.2% | 34% |
| 20260729 | $0.95 | $0.95 | 18.8% | 41% |
More on SPLB
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.