SPLG · Expected Move
SPDR Portfolio S&P 500 ETF · ETF
The expected move for SPLG 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).
SPLG 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 SPLG Expected Move
30-Day Straddle
$2.40
7-Day Straddle
$2.40
30-Day ATM IV
15.8%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to SPLG'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.
SPLG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251030 | $2.40 | $2.40 | 15.8% | 34% |
| 20251029 | $2.38 | $2.38 | 15.7% | 33% |
| 20251028 | $2.27 | $2.27 | 14.2% | 21% |
| 20251027 | $2.17 | $2.17 | 17.5% | 48% |
| 20251024 | $2.20 | $2.20 | 13.2% | 13% |
| 20251023 | $2.48 | $2.48 | 14.0% | 20% |
| 20251022 | $2.62 | $2.62 | 14.7% | 25% |
| 20251021 | $2.65 | $2.65 | 14.5% | 24% |
| 20251020 | $2.78 | $2.78 | 14.9% | 27% |
| 20251017 | $3.40 | $0.15 | 17.0% | 44% |
| 20251016 | $3.70 | $0.78 | 19.3% | 62% |
| 20251015 | $3.45 | $0.95 | 16.8% | 42% |
| 20251014 | $3.35 | $1.05 | 16.8% | 42% |
| 20251013 | $3.50 | $1.07 | 17.2% | 45% |
| 20251010 | $3.70 | $1.70 | 18.3% | 54% |
| 20251009 | $3.03 | $1.10 | 13.8% | 18% |
| 20251008 | $3.20 | $1.15 | 13.8% | 18% |
| 20251007 | $3.20 | $1.33 | 14.4% | 23% |
| 20251006 | $3.22 | $1.32 | 19.0% | 60% |
| 20251003 | $1.45 | $1.45 | 13.5% | 16% |
| 20251002 | $1.52 | $1.52 | 13.6% | 16% |
| 20251001 | $1.35 | $1.35 | 13.3% | 14% |
| 20250930 | $1.80 | $1.80 | 13.5% | 15% |
| 20250929 | $1.77 | $1.77 | 13.6% | 17% |
| 20250926 | $1.80 | $1.80 | 13.1% | 12% |
| 20250925 | $2.03 | $2.03 | 13.8% | 18% |
| 20250924 | $2.08 | $2.08 | 20.8% | 75% |
| 20250923 | $2.23 | $2.23 | 14.1% | 20% |
| 20250922 | $2.10 | $2.10 | 13.2% | 13% |
| 20250919 | $2.27 | $0.40 | 12.3% | 6% |
| 20250918 | $2.20 | $0.40 | 12.5% | 8% |
| 20250917 | $2.23 | $0.80 | 12.4% | 7% |
| 20250916 | $2.33 | $0.90 | 12.8% | 10% |
| 20250915 | $2.23 | $0.93 | 12.2% | 5% |
| 20250912 | $2.40 | $1.05 | 15.0% | 28% |
| 20250911 | $2.48 | $1.20 | 11.8% | 2% |
| 20250910 | $2.38 | $1.12 | 12.2% | 5% |
| 20250909 | $2.65 | $1.45 | 17.0% | 44% |
| 20250908 | $2.60 | $1.27 | 18.4% | 55% |
| 20250905 | $2.65 | $1.42 | 12.5% | 7% |
| 20250904 | $2.77 | $1.60 | 13.5% | 15% |
| 20250903 | $1.62 | $1.62 | 13.2% | 13% |
| 20250902 | $2.00 | $2.00 | 14.1% | 20% |
| 20250829 | $1.75 | $1.75 | 12.7% | 8% |
| 20250828 | $1.77 | $1.77 | 11.6% | 0% |
| 20250827 | $1.85 | $1.85 | 12.4% | 3% |
| 20250826 | $1.85 | $1.85 | 12.2% | 2% |
| 20250825 | $1.90 | $1.90 | 12.3% | 3% |
| 20250822 | $1.95 | $1.95 | 11.8% | 0% |
| 20250821 | $2.38 | $2.38 | 14.2% | 11% |
| 20250820 | $2.33 | $2.33 | 16.9% | 19% |
| 20250819 | $2.33 | $2.33 | 24.0% | 47% |
| 20250818 | $2.17 | $2.17 | 12.3% | 1% |
| 20250815 | $2.30 | $0.55 | 12.5% | 1% |
| 20250814 | $2.27 | $0.35 | 12.1% | 0% |
| 20250813 | $2.30 | $0.48 | 22.4% | 29% |
| 20250812 | $2.35 | $0.62 | 12.1% | 0% |
| 20250811 | $2.65 | $0.93 | 13.6% | 3% |
| 20250808 | $2.62 | $1.02 | 12.8% | 0% |
| 20250807 | $3.00 | $1.27 | 13.9% | 3% |
More on SPLG
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.