SPMB · Expected Move
State Street SPDR Portfolio Mortgage Backed Bond ETF · ETF
The expected move for SPMB 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).
SPMB 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 SPMB Expected Move
30-Day Straddle
$1.45
7-Day Straddle
$1.45
30-Day ATM IV
29.4%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to SPMB'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.
SPMB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.45 | $1.45 | 29.4% | 23% |
| 20261020 | $1.50 | $1.50 | 48.5% | 49% |
| 20261019 | $3.10 | $3.10 | 51.8% | 53% |
| 20261016 | $3.35 | $4.90 | 26.8% | 19% |
| 20261015 | $1.38 | $1.48 | 61.4% | 66% |
| 20261014 | $3.15 | $4.90 | 38.3% | 35% |
| 20261013 | $4.90 | $4.90 | 45.2% | 44% |
| 20261012 | $3.28 | $1.38 | 46.7% | 46% |
| 20261009 | $3.30 | $3.08 | 27.1% | 20% |
| 20261008 | $3.28 | $3.15 | 27.4% | 20% |
| 20261007 | $4.90 | $3.10 | 28.9% | 22% |
| 20261006 | $3.25 | $1.35 | 25.9% | 18% |
| 20261005 | $1.62 | $1.35 | 43.9% | 42% |
| 20261002 | $3.18 | $3.18 | 41.0% | 39% |
| 20261001 | $1.38 | $1.38 | 39.0% | 36% |
| 20260930 | $1.35 | $1.35 | 37.2% | 34% |
| 20260929 | $1.38 | $1.38 | 38.0% | 35% |
| 20260928 | $1.38 | $1.38 | 35.8% | 32% |
| 20260925 | $3.02 | $3.02 | 35.3% | 31% |
| 20260924 | $1.35 | $1.35 | 31.1% | 25% |
| 20260923 | $1.48 | $1.48 | 30.6% | 25% |
| 20260922 | $1.45 | $1.45 | 27.5% | 20% |
| 20260921 | $3.00 | $3.00 | 25.0% | 17% |
| 20260918 | $1.45 | $1.45 | 23.6% | 15% |
| 20260917 | $3.25 | $1.42 | 17.2% | 6% |
| 20260916 | $1.48 | $1.45 | 17.0% | 6% |
| 20260915 | $4.80 | $1.45 | 17.1% | 6% |
| 20260914 | $1.50 | $3.00 | 16.7% | 6% |
| 20260911 | $3.02 | $3.22 | 21.0% | 12% |
| 20260910 | $1.48 | $3.00 | 22.3% | 13% |
| 20260909 | $1.43 | $1.32 | 19.3% | 9% |
| 20260908 | $1.45 | $1.30 | 25.6% | 17% |
| 20260904 | $1.48 | $1.27 | 24.2% | 15% |
| 20260903 | $1.48 | $1.30 | 27.2% | 19% |
| 20260902 | $3.12 | $3.12 | 21.6% | 12% |
| 20260901 | $3.10 | $3.10 | 24.1% | 15% |
| 20260831 | $1.30 | $1.30 | 20.7% | 11% |
| 20260828 | $1.25 | $1.25 | 25.9% | 18% |
| 20260827 | $1.30 | $1.30 | 23.1% | 14% |
| 20260826 | $1.30 | $1.30 | 22.3% | 13% |
| 20260825 | $4.80 | $4.80 | 25.7% | 17% |
| 20260824 | $1.33 | $1.33 | 22.2% | 13% |
| 20260821 | $1.33 | $1.23 | 23.5% | 15% |
| 20260820 | $1.33 | $1.23 | 19.8% | 10% |
| 20260819 | $1.33 | $1.23 | 22.1% | 13% |
| 20260818 | $3.05 | $1.25 | 23.5% | 15% |
| 20260817 | $1.38 | $1.23 | 20.4% | 11% |
| 20260814 | $1.40 | $3.02 | 31.4% | 25% |
| 20260813 | $3.08 | $3.00 | 23.7% | 15% |
| 20260812 | $1.45 | $1.27 | 26.2% | 18% |
| 20260811 | $1.20 | $1.10 | 25.1% | 17% |
| 20260810 | $1.38 | $2.97 | 28.0% | 20% |
| 20260807 | — | — | 23.4% | 14% |
| 20260806 | $1.40 | $3.00 | 22.1% | 13% |
| 20260805 | $1.20 | $1.20 | 22.8% | 14% |
| 20260804 | $3.00 | $3.00 | 21.9% | 12% |
| 20260803 | $1.25 | $1.25 | 21.2% | 11% |
| 20260731 | $1.27 | $1.27 | 22.8% | 14% |
| 20260730 | $1.25 | $1.25 | 24.7% | 16% |
| 20260729 | $1.27 | $1.27 | 24.9% | 16% |
More on SPMB
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.