SPSM · Expected Move
State Street SPDR Portfolio S&P 600 Small Cap ETF · ETF
The expected move for SPSM 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).
SPSM 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 SPSM Expected Move
30-Day Straddle
$2.67
7-Day Straddle
$1.25
30-Day ATM IV
18.1%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to SPSM'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.
SPSM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $2.67 | $1.25 | 18.1% | 12% |
| 20261007 | $2.73 | $1.30 | 18.1% | 13% |
| 20261006 | $2.75 | $0.98 | 17.7% | 10% |
| 20261005 | $2.78 | $1.38 | 18.1% | 13% |
| 20261002 | $1.45 | $1.45 | 18.5% | 15% |
| 20261001 | $1.45 | $1.45 | 18.4% | 14% |
| 20260930 | $1.57 | $1.57 | 18.0% | 12% |
| 20260929 | $1.88 | $1.88 | 18.4% | 14% |
| 20260928 | $1.90 | $1.90 | 18.0% | 12% |
| 20260925 | $1.82 | $1.82 | 18.2% | 13% |
| 20260924 | $1.88 | $1.88 | 18.1% | 13% |
| 20260923 | $1.90 | $1.90 | 18.4% | 14% |
| 20260922 | $2.00 | $2.00 | 18.4% | 14% |
| 20260921 | $1.85 | $1.85 | 16.9% | 7% |
| 20260918 | $1.85 | $0.43 | 15.9% | 2% |
| 20260917 | $2.38 | $2.22 | 18.3% | 14% |
| 20260916 | $2.35 | $0.93 | 18.0% | 12% |
| 20260915 | $2.17 | $1.32 | 17.8% | 11% |
| 20260914 | $2.27 | $1.10 | 17.6% | 10% |
| 20260911 | $2.45 | $2.95 | 17.6% | 10% |
| 20260910 | $2.80 | $1.38 | 20.4% | 24% |
| 20260909 | $2.35 | $1.75 | 18.2% | 13% |
| 20260908 | $2.38 | $1.42 | 16.7% | 6% |
| 20260904 | $2.70 | $3.65 | 17.3% | 9% |
| 20260903 | $2.85 | $1.60 | 29.9% | 69% |
| 20260902 | $1.70 | $1.70 | 17.0% | 7% |
| 20260901 | $1.77 | $1.77 | 17.7% | 11% |
| 20260831 | $1.80 | $1.80 | 19.3% | 18% |
| 20260828 | $1.45 | $1.45 | 15.9% | 2% |
| 20260827 | $1.80 | $1.80 | 17.0% | 7% |
| 20260826 | $1.92 | $1.92 | 17.2% | 8% |
| 20260825 | $2.00 | $2.00 | 17.1% | 8% |
| 20260824 | $2.10 | $2.10 | 17.8% | 11% |
| 20260821 | $2.15 | $0.75 | 18.1% | 12% |
| 20260820 | $2.20 | $1.77 | 17.3% | 9% |
| 20260819 | $2.20 | $2.48 | 16.9% | 7% |
| 20260818 | $2.22 | $2.35 | 15.5% | 0% |
| 20260817 | $2.40 | $1.25 | 17.0% | 4% |
| 20260814 | $2.45 | $1.12 | 16.3% | 0% |
| 20260813 | $2.55 | $0.90 | 16.9% | 0% |
| 20260812 | $2.58 | $1.25 | 17.5% | 3% |
| 20260811 | $2.60 | $1.48 | 17.8% | 4% |
| 20260810 | $2.60 | $1.82 | 17.7% | 4% |
| 20260807 | — | — | 17.3% | 2% |
| 20260806 | $2.70 | $1.65 | 17.2% | 1% |
| 20260805 | $1.70 | $1.70 | 33.7% | 86% |
| 20260804 | $2.10 | $2.10 | 18.8% | 10% |
| 20260803 | $1.75 | $1.75 | 18.7% | 9% |
| 20260731 | $2.00 | $2.00 | 19.4% | 12% |
| 20260730 | $2.00 | $2.00 | 21.3% | 22% |
| 20260729 | $2.45 | $2.45 | 21.5% | 23% |
| 20260728 | $2.33 | $2.33 | 18.8% | 9% |
| 20260727 | $2.80 | $2.80 | 21.4% | 23% |
| 20260724 | $2.77 | $2.77 | 36.4% | 100% |
| 20260723 | $3.12 | $3.12 | 24.0% | 39% |
| 20260722 | $2.65 | $2.65 | 19.7% | 15% |
| 20260721 | $2.83 | $2.83 | 21.4% | 25% |
| 20260720 | $3.12 | $3.12 | 21.1% | 23% |
| 20260716 | $2.25 | $0.78 | 17.0% | 0% |
| 20260715 | $2.62 | $1.00 | 18.3% | 0% |
More on SPSM
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.