SPRX · Expected Move
Spear Alpha ETF · ETF
The expected move for SPRX 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).
SPRX 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 SPRX Expected Move
30-Day Straddle
$5.03
7-Day Straddle
$5.03
30-Day ATM IV
60.5%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to SPRX'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.
SPRX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.03 | $5.03 | 60.5% | 66% |
| 20261021 | $0.00 | $0.00 | 59.5% | 60% |
| 20261020 | $0.00 | $0.00 | 61.3% | 70% |
| 20261019 | $0.00 | $0.00 | 61.8% | 73% |
| 20261016 | $5.85 | $5.55 | 59.8% | 62% |
| 20261015 | $6.00 | $1.90 | 57.3% | 49% |
| 20261014 | $5.67 | $1.98 | 52.2% | 22% |
| 20261013 | $6.35 | $2.30 | 53.8% | 31% |
| 20261012 | $6.78 | $2.40 | 57.6% | 51% |
| 20261009 | $7.30 | $2.77 | 54.4% | 35% |
| 20261008 | $6.95 | $2.62 | 52.4% | 24% |
| 20261007 | $7.72 | $3.22 | 54.4% | 35% |
| 20261006 | $8.18 | $3.55 | 54.9% | 43% |
| 20261005 | $8.20 | $3.70 | 55.9% | 48% |
| 20261002 | $4.88 | $4.88 | 57.7% | 56% |
| 20261001 | $8.20 | $8.20 | 66.9% | 100% |
| 20260930 | $4.47 | $4.47 | 56.8% | 56% |
| 20260929 | $4.83 | $4.83 | 57.5% | 60% |
| 20260928 | $5.05 | $5.05 | 58.0% | 62% |
| 20260925 | $5.03 | $5.03 | 55.5% | 50% |
| 20260924 | $5.03 | $5.03 | 54.0% | 43% |
| 20260923 | $5.15 | $5.15 | 53.6% | 41% |
| 20260922 | $5.33 | $5.33 | 53.2% | 39% |
| 20260921 | $5.25 | $5.25 | 52.3% | 34% |
| 20260918 | $5.10 | $10.35 | 50.2% | 25% |
| 20260917 | $5.45 | $2.10 | 53.9% | 42% |
| 20260916 | $5.45 | $2.17 | 55.3% | 49% |
| 20260915 | $5.47 | $2.27 | 56.3% | 54% |
| 20260914 | $5.60 | $2.60 | 56.5% | 55% |
| 20260911 | $6.20 | $2.95 | 55.7% | 51% |
| 20260910 | $6.40 | $3.17 | 57.9% | 61% |
| 20260909 | $6.32 | $3.70 | 55.0% | 48% |
| 20260908 | $6.67 | $3.52 | 56.9% | 56% |
| 20260904 | $6.55 | $3.65 | 54.0% | 43% |
| 20260903 | $6.45 | $3.77 | 53.7% | 42% |
| 20260902 | $3.85 | $3.85 | 56.3% | 54% |
| 20260901 | $4.17 | $4.17 | 57.4% | 59% |
| 20260831 | $4.38 | $4.38 | 56.7% | 56% |
| 20260828 | $4.85 | $4.85 | 57.3% | 58% |
| 20260827 | $5.05 | $5.05 | 56.2% | 53% |
| 20260826 | $5.10 | $5.10 | 56.4% | 54% |
| 20260825 | $5.20 | $5.20 | 57.1% | 58% |
| 20260824 | $5.17 | $5.17 | 57.1% | 57% |
| 20260821 | $5.50 | $8.00 | 54.5% | 45% |
| 20260820 | $5.58 | $2.03 | 54.0% | 43% |
| 20260819 | $5.22 | $1.90 | 50.5% | 26% |
| 20260818 | $5.85 | $2.08 | 52.5% | 36% |
| 20260817 | $5.85 | $2.38 | 48.5% | 17% |
| 20260814 | $5.90 | $2.48 | 48.1% | 15% |
| 20260813 | $6.45 | $2.80 | 52.1% | 34% |
| 20260812 | $6.45 | $3.12 | 51.5% | 31% |
| 20260811 | $7.10 | $3.40 | 56.2% | 53% |
| 20260810 | $6.80 | $3.53 | 54.7% | 46% |
| 20260807 | — | — | 55.2% | 48% |
| 20260806 | $7.35 | $4.22 | 58.3% | 63% |
| 20260805 | $4.45 | $4.45 | 58.2% | 63% |
| 20260804 | $4.97 | $4.97 | 58.6% | 65% |
| 20260803 | $4.83 | $4.83 | 60.4% | 73% |
| 20260731 | $4.93 | $4.93 | 60.3% | 73% |
| 20260730 | $4.83 | $4.83 | 58.8% | 66% |
More on SPRX
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.