SPTI · Expected Move
State Street SPDR Portfolio Intermediate Term Treasury ETF · ETF
The expected move for SPTI 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).
SPTI 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 SPTI Expected Move
30-Day Straddle
$0.50
7-Day Straddle
$0.50
30-Day ATM IV
7.8%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to SPTI'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.
SPTI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.50 | $0.50 | 7.8% | 9% |
| 20261021 | $0.53 | $0.53 | 7.8% | 9% |
| 20261020 | $0.58 | $0.58 | — | — |
| 20261019 | $7.97 | $7.97 | — | — |
| 20261016 | $0.62 | $8.00 | — | — |
| 20261015 | $8.05 | $7.97 | — | — |
| 20261014 | $0.57 | $0.40 | — | — |
| 20261013 | $0.47 | $0.38 | 18.2% | 33% |
| 20261012 | $0.53 | $5.28 | 7.1% | 7% |
| 20261009 | $0.43 | $2.78 | 46.7% | 100% |
| 20261008 | $0.55 | $0.40 | 10.1% | 30% |
| 20261007 | $0.53 | $0.45 | 8.4% | 22% |
| 20261006 | $0.53 | $2.80 | 22.7% | 93% |
| 20261005 | $0.50 | $0.33 | 9.0% | 24% |
| 20261002 | $0.95 | $0.95 | 23.1% | 95% |
| 20261001 | $0.40 | $0.40 | 10.1% | 30% |
| 20260930 | $0.53 | $0.53 | 9.7% | 28% |
| 20260929 | $0.38 | $0.38 | 11.5% | 37% |
| 20260928 | $0.90 | $0.90 | 8.8% | 23% |
| 20260925 | $0.45 | $0.45 | 8.1% | 20% |
| 20260924 | $0.42 | $0.42 | 9.4% | 26% |
| 20260923 | $0.45 | $0.45 | 9.7% | 28% |
| 20260922 | $0.53 | $0.53 | 7.9% | 19% |
| 20260921 | $0.53 | $0.53 | 13.9% | 49% |
| 20260918 | $1.18 | $0.50 | 23.5% | 97% |
| 20260917 | $0.47 | $0.42 | 6.6% | 13% |
| 20260916 | $0.55 | $0.47 | 6.4% | 11% |
| 20260915 | $1.05 | $0.50 | 7.1% | 15% |
| 20260914 | $8.25 | $8.35 | — | — |
| 20260911 | $0.47 | $0.45 | 8.1% | 20% |
| 20260910 | $0.45 | $0.40 | 13.6% | 47% |
| 20260909 | $0.85 | $0.22 | 7.5% | 17% |
| 20260908 | $0.33 | $0.20 | 4.6% | 2% |
| 20260904 | $0.30 | $0.17 | 4.2% | 0% |
| 20260903 | $0.30 | $0.20 | 4.9% | 4% |
| 20260902 | $0.20 | $0.20 | 4.7% | 3% |
| 20260901 | $0.22 | $0.22 | 4.8% | 4% |
| 20260831 | $0.23 | $0.23 | 4.3% | 1% |
| 20260828 | $0.20 | $0.20 | 4.1% | 0% |
| 20260827 | $0.20 | $0.20 | 5.0% | 3% |
| 20260826 | $0.22 | $0.22 | 7.0% | 13% |
| 20260825 | $0.28 | $0.28 | 4.9% | 3% |
| 20260824 | $0.75 | $0.75 | 11.9% | 38% |
| 20260821 | $0.28 | $0.12 | 4.5% | 1% |
| 20260820 | $0.88 | $0.83 | 4.9% | 2% |
| 20260819 | $0.85 | $0.22 | — | — |
| 20260818 | $0.92 | $0.25 | — | — |
| 20260817 | $0.30 | $0.17 | 4.6% | 1% |
| 20260814 | $0.33 | $0.20 | 4.9% | 3% |
| 20260813 | $0.92 | $0.88 | 8.5% | 21% |
| 20260812 | $0.33 | $0.30 | 4.8% | 2% |
| 20260811 | $0.82 | $0.17 | 10.9% | 33% |
| 20260810 | $0.35 | $0.17 | 4.9% | 3% |
| 20260807 | — | — | 6.1% | 8% |
| 20260806 | $0.38 | $0.22 | 5.1% | 4% |
| 20260805 | $0.28 | $0.28 | 5.4% | 5% |
| 20260804 | $0.28 | $0.28 | 5.3% | 5% |
| 20260803 | $0.25 | $0.25 | 5.0% | 3% |
| 20260731 | $0.20 | $0.20 | 8.4% | 24% |
| 20260730 | $0.25 | $0.25 | 5.5% | 10% |
More on SPTI
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.