SPMD · Expected Move
State Street SPDR Portfolio S&P 400 Mid Cap ETF · ETF
The expected move for SPMD 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).
SPMD 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 SPMD Expected Move
30-Day Straddle
$2.33
7-Day Straddle
$2.33
30-Day ATM IV
17.9%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to SPMD'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.
SPMD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.33 | $2.33 | 17.9% | 27% |
| 20261021 | $3.80 | $3.80 | 22.1% | 60% |
| 20261020 | $2.25 | $2.25 | 15.3% | 6% |
| 20261019 | $2.42 | $2.42 | 15.8% | 9% |
| 20261016 | $2.30 | $2.83 | 16.6% | 14% |
| 20261015 | $2.45 | $1.45 | 17.1% | 17% |
| 20261014 | $2.92 | $1.52 | 17.5% | 19% |
| 20261013 | $2.58 | $1.52 | 17.0% | 16% |
| 20261012 | $2.80 | $1.68 | 17.9% | 22% |
| 20261009 | $2.75 | $1.70 | 19.0% | 29% |
| 20261008 | $2.67 | $1.73 | 18.3% | 24% |
| 20261007 | $3.88 | $1.80 | 19.2% | 31% |
| 20261006 | $2.83 | $1.85 | 18.4% | 26% |
| 20261005 | $4.03 | $3.45 | 20.1% | 36% |
| 20261002 | $2.05 | $2.05 | 20.6% | 39% |
| 20261001 | $1.97 | $1.97 | 16.7% | 14% |
| 20260930 | $2.10 | $2.10 | 16.4% | 12% |
| 20260929 | $2.02 | $2.02 | 17.1% | 17% |
| 20260928 | $2.15 | $2.15 | 17.6% | 20% |
| 20260925 | $2.15 | $2.15 | 16.1% | 10% |
| 20260924 | $2.10 | $2.10 | 15.8% | 8% |
| 20260923 | $2.15 | $2.15 | 15.3% | 5% |
| 20260922 | $2.17 | $2.17 | 16.2% | 11% |
| 20260921 | $2.30 | $2.30 | 16.0% | 10% |
| 20260918 | $2.33 | $3.17 | 16.8% | 15% |
| 20260917 | $2.42 | $1.60 | 18.4% | 25% |
| 20260916 | $2.35 | $1.75 | 15.8% | 8% |
| 20260915 | $2.60 | $1.80 | 16.8% | 15% |
| 20260914 | $2.47 | $1.88 | 16.7% | 14% |
| 20260911 | $2.70 | $1.90 | 18.0% | 23% |
| 20260910 | $2.60 | $4.80 | 18.8% | 28% |
| 20260909 | $2.70 | $3.58 | 18.6% | 26% |
| 20260908 | $2.67 | $1.98 | 19.8% | 34% |
| 20260904 | $2.62 | $1.93 | 18.8% | 28% |
| 20260903 | $2.77 | $1.95 | 19.8% | 34% |
| 20260902 | $2.02 | $2.02 | 23.4% | 57% |
| 20260901 | $2.08 | $2.08 | 20.6% | 40% |
| 20260831 | $2.10 | $2.10 | 22.9% | 55% |
| 20260828 | $2.25 | $2.25 | 19.4% | 32% |
| 20260827 | $3.42 | $3.42 | 18.2% | 24% |
| 20260826 | $2.15 | $2.15 | 18.2% | 24% |
| 20260825 | $2.20 | $2.20 | 19.0% | 29% |
| 20260824 | $2.62 | $2.62 | 19.1% | 30% |
| 20260821 | $1.82 | $2.73 | 14.5% | 0% |
| 20260820 | $2.35 | $1.50 | 21.9% | 36% |
| 20260819 | $2.65 | $1.68 | 21.6% | 35% |
| 20260818 | $2.35 | $1.55 | 21.0% | 31% |
| 20260817 | $2.42 | $1.70 | 17.2% | 10% |
| 20260814 | $3.60 | $3.38 | 18.8% | 19% |
| 20260813 | $2.55 | $3.38 | 19.5% | 23% |
| 20260812 | $2.75 | $1.93 | 19.7% | 24% |
| 20260811 | $2.88 | $3.30 | 22.8% | 42% |
| 20260810 | $3.65 | $2.73 | 23.7% | 47% |
| 20260807 | — | — | 23.7% | 46% |
| 20260806 | $4.95 | $3.72 | 26.1% | 60% |
| 20260805 | $3.58 | $3.58 | 26.7% | 63% |
| 20260804 | $2.83 | $2.83 | 22.5% | 35% |
| 20260803 | $4.00 | $4.00 | 22.9% | 37% |
| 20260731 | $2.00 | $2.00 | 18.9% | 17% |
| 20260730 | $1.73 | $1.73 | 19.4% | 20% |
More on SPMD
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.