SPSB · Expected Move

State Street SPDR Portfolio Short Term Corporate Bond ETF · ETF

The expected move for SPSB 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).

SPSB straddle price & implied vol

60 sessions

Bars: 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 SPSB Expected Move
30-Day Straddle
$0.53
7-Day Straddle
$0.53
30-Day ATM IV
13.4%
IV Rank
60%
Implied one-standard-deviation move through the next 30 days. Compare to SPSB'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.
SPSB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.53 $0.53 13.4% 60%
20261020 $2.88 $2.88 12.9% 57%
20261019 $2.88 $2.88 12.6% 55%
20261016 $0.47 $0.40 11.2% 48%
20261015 $0.47 $0.42 5.6% 16%
20261014 $0.47 $2.88 11.1% 47%
20261013 $0.47 $0.45 5.3% 14%
20261012 $2.88 $2.85 10.4% 43%
20261009 $2.88 $2.88 12.3% 54%
20261008 $0.47 $0.42 8.4% 32%
20261007 $0.47 $1.10 12.5% 55%
20261006 $2.88 $3.38 10.7% 45%
20261005 $2.93 $2.93 12.8% 57%
20261002 $2.93 $2.93 12.8% 57%
20261001 $1.02 $1.02 11.2% 48%
20260930 $1.18 $1.18 12.3% 54%
20260929 $2.98 $2.98 19.7% 95%
20260928 $2.92 $2.92 13.0% 58%
20260925 $2.88 $2.88 17.2% 81%
20260924 $1.62 $1.62 15.2% 70%
20260923 $1.15 $1.15 6.3% 20%
20260922 $0.42 $0.42 7.7% 28%
20260921 $0.30 $0.30 9.3% 37%
20260918 $0.45 $0.38 7.0% 24%
20260917 $2.77 $2.75 13.3% 59%
20260916 $0.40 $0.38 4.8% 12%
20260915 $0.42 $0.98 6.1% 19%
20260914 $0.40 $0.38 5.4% 15%
20260911 $2.75 $3.45 14.2% 64%
20260910 $0.35 $0.35 7.4% 26%
20260909 $2.57 $0.25 12.2% 54%
20260908 $2.62 $2.57 12.6% 56%
20260904 $0.25 $0.25 16.8% 63%
20260903 $0.22 $0.22 11.5% 39%
20260902 $2.60 $2.60 20.5% 80%
20260901 $0.25 $0.25 10.6% 35%
20260831 $0.20 $0.20 5.1% 11%
20260828 $0.22 $0.22 5.2% 11%
20260827 $0.17 $0.17 5.5% 13%
20260826 $0.17 $0.17 13.7% 49%
20260825 $0.17 $0.17 12.3% 43%
20260824 $0.17 $0.17 7.8% 23%
20260821 $0.17 $0.85 9.2% 29%
20260820 $0.17 $2.42 7.0% 19%
20260819 $0.88 $0.60 10.5% 35%
20260818 $0.17 $0.15 5.8% 14%
20260817 $0.17 $2.45 5.9% 14%
20260814 $0.93 $0.15 5.5% 13%
20260813 $0.17 $0.67 7.9% 23%
20260812 $0.68 $0.88 13.6% 49%
20260811 $0.22 $0.17 6.5% 17%
20260810 $0.22 $0.17 6.2% 16%
20260807 — — 9.3% 29%
20260806 $0.22 $0.17 5.6% 13%
20260805 $0.70 $0.70 8.4% 25%
20260804 $0.23 $0.23 8.3% 25%
20260803 $0.17 $0.17 8.4% 25%
20260731 $0.20 $0.20 3.9% 5%
20260730 $0.17 $0.17 4.4% 8%
20260729 $0.20 $0.20 4.6% 8%

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.