SPTL · Expected Move
State Street SPDR Portfolio Long Term Treasury ETF · ETF
The expected move for SPTL 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).
SPTL 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 SPTL Expected Move
30-Day Straddle
$2.88
7-Day Straddle
$2.88
30-Day ATM IV
16.7%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to SPTL'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.
SPTL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $2.88 | $2.88 | 16.7% | 37% |
| 20261022 | $1.12 | $1.12 | 15.4% | 32% |
| 20261021 | $3.20 | $3.20 | 24.2% | 68% |
| 20261020 | $2.10 | $2.10 | 17.9% | 42% |
| 20261019 | $0.70 | $0.70 | 27.4% | 81% |
| 20261016 | $1.20 | $1.05 | 17.4% | 40% |
| 20261015 | $1.00 | $1.55 | 24.2% | 68% |
| 20261014 | $0.93 | $0.55 | 15.5% | 33% |
| 20261013 | $0.78 | $2.60 | 13.0% | 23% |
| 20261012 | $1.88 | $0.45 | 14.5% | 29% |
| 20261009 | $0.82 | $0.47 | 21.3% | 56% |
| 20261008 | $0.93 | $1.73 | 21.7% | 58% |
| 20261007 | $5.00 | $0.77 | 32.3% | 100% |
| 20261006 | $1.20 | $1.83 | 29.3% | 100% |
| 20261005 | $1.73 | $1.07 | 27.5% | 93% |
| 20261002 | $2.08 | $2.08 | 29.0% | 100% |
| 20261001 | $2.70 | $2.70 | 26.1% | 98% |
| 20260930 | $1.12 | $1.12 | 19.0% | 61% |
| 20260929 | $1.33 | $1.33 | 22.2% | 78% |
| 20260928 | $1.80 | $1.80 | 23.4% | 84% |
| 20260925 | $2.00 | $2.00 | 17.4% | 52% |
| 20260924 | $0.68 | $0.68 | 17.1% | 51% |
| 20260923 | $1.88 | $1.88 | 16.1% | 46% |
| 20260922 | $0.55 | $0.55 | 13.7% | 33% |
| 20260921 | $1.97 | $1.97 | 20.0% | 66% |
| 20260918 | $1.10 | $1.17 | 17.5% | 53% |
| 20260917 | $0.95 | $0.22 | 12.6% | 27% |
| 20260916 | $1.10 | $0.25 | 22.1% | 77% |
| 20260915 | $1.25 | $0.48 | 14.1% | 35% |
| 20260914 | $2.23 | $0.33 | 22.2% | 78% |
| 20260911 | $1.38 | $0.75 | 15.6% | 43% |
| 20260910 | $1.00 | $0.43 | 12.0% | 24% |
| 20260909 | $2.10 | $0.32 | 16.0% | 45% |
| 20260908 | $1.00 | $0.40 | 14.8% | 39% |
| 20260904 | $3.05 | $1.62 | 26.5% | 100% |
| 20260903 | $1.48 | $1.20 | 18.0% | 56% |
| 20260902 | $0.30 | $0.30 | 24.7% | 91% |
| 20260901 | $0.92 | $0.92 | 14.7% | 38% |
| 20260831 | $0.50 | $0.50 | 17.4% | 53% |
| 20260828 | $1.32 | $1.32 | 20.5% | 69% |
| 20260827 | $1.77 | $1.77 | 12.7% | 28% |
| 20260826 | $0.92 | $0.92 | 14.5% | 37% |
| 20260825 | $0.75 | $0.75 | 16.9% | 50% |
| 20260824 | $0.57 | $0.57 | 10.0% | 14% |
| 20260821 | $0.50 | $0.60 | 10.7% | 18% |
| 20260820 | $0.65 | $0.25 | 12.2% | 25% |
| 20260819 | $0.60 | $0.40 | 9.4% | 10% |
| 20260818 | $0.65 | $0.12 | 11.3% | 21% |
| 20260817 | $0.38 | $0.30 | 7.4% | 0% |
| 20260814 | $0.62 | $0.22 | 10.2% | 13% |
| 20260813 | $0.60 | $0.40 | 9.9% | 11% |
| 20260812 | $0.60 | $0.28 | 9.6% | 10% |
| 20260811 | $0.65 | $0.30 | 11.3% | 19% |
| 20260810 | $0.45 | $0.35 | 17.8% | 54% |
| 20260807 | — | — | 11.7% | 21% |
| 20260806 | $0.65 | $0.48 | 14.2% | 34% |
| 20260805 | $0.50 | $0.50 | 9.8% | 11% |
| 20260804 | $0.50 | $0.50 | 16.1% | 44% |
| 20260803 | $0.57 | $0.57 | 20.4% | 68% |
| 20260731 | $0.60 | $0.60 | 14.0% | 33% |
More on SPTL
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.