SPTM · Expected Move
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF · ETF
The expected move for SPTM 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).
SPTM 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 SPTM Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$1.88
30-Day ATM IV
14.7%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to SPTM'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.
SPTM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.88 | $1.88 | 14.7% | 6% |
| 20261021 | $0.00 | $0.00 | 68.1% | 100% |
| 20261020 | $0.00 | $0.00 | 16.5% | 93% |
| 20261019 | $0.00 | $0.00 | 15.4% | 74% |
| 20261016 | $3.55 | $3.45 | 15.4% | 72% |
| 20261015 | $3.30 | $1.12 | 13.7% | 41% |
| 20261014 | $3.33 | $1.02 | 14.1% | 49% |
| 20261013 | $3.05 | $1.35 | 12.6% | 21% |
| 20261012 | $3.15 | $1.38 | 12.8% | 25% |
| 20261009 | $3.20 | $1.48 | 12.9% | 27% |
| 20261008 | $3.80 | $1.75 | 14.1% | 49% |
| 20261007 | $3.67 | $1.52 | 14.1% | 49% |
| 20261006 | $3.35 | $1.65 | 12.9% | 27% |
| 20261005 | $3.55 | $1.57 | 13.4% | 36% |
| 20261002 | $1.82 | $1.82 | 13.5% | 38% |
| 20261001 | $2.02 | $2.02 | 14.4% | 55% |
| 20260930 | $2.23 | $2.23 | 15.4% | 72% |
| 20260929 | $2.17 | $2.17 | 14.6% | 57% |
| 20260928 | $2.28 | $2.28 | 14.2% | 49% |
| 20260925 | $2.12 | $2.12 | 13.0% | 28% |
| 20260924 | $2.15 | $2.15 | 13.3% | 33% |
| 20260923 | $2.33 | $2.33 | 13.4% | 36% |
| 20260922 | $2.42 | $2.42 | 12.9% | 27% |
| 20260921 | $3.05 | $3.05 | 14.0% | 46% |
| 20260918 | $2.50 | $1.05 | 11.5% | 0% |
| 20260917 | $2.67 | $1.25 | 12.5% | 3% |
| 20260916 | $3.10 | $1.30 | 14.2% | 40% |
| 20260915 | $2.85 | $1.50 | 13.7% | 27% |
| 20260914 | $3.00 | $1.48 | 13.5% | 10% |
| 20260911 | $2.90 | $1.55 | 13.1% | 6% |
| 20260910 | $3.33 | $1.77 | 14.5% | 18% |
| 20260909 | $3.25 | $1.82 | 12.9% | 4% |
| 20260908 | $3.08 | $1.70 | 13.4% | 9% |
| 20260904 | $3.15 | $1.88 | 12.4% | 0% |
| 20260903 | $3.17 | $1.98 | 12.7% | 2% |
| 20260902 | $2.30 | $2.30 | 13.5% | 8% |
| 20260901 | $2.15 | $2.15 | 13.5% | 8% |
| 20260831 | $1.95 | $1.95 | 12.8% | 3% |
| 20260828 | $2.45 | $2.45 | 13.4% | 7% |
| 20260827 | $2.20 | $2.20 | 12.7% | 2% |
| 20260826 | $2.25 | $2.25 | 12.7% | 2% |
| 20260825 | $2.35 | $2.35 | 12.8% | 3% |
| 20260824 | $2.83 | $2.83 | 14.3% | 13% |
| 20260821 | $2.60 | $0.85 | 12.9% | 4% |
| 20260820 | $2.67 | $1.12 | 13.3% | 6% |
| 20260819 | $2.88 | $1.23 | 12.8% | 3% |
| 20260818 | $2.90 | $1.40 | 13.1% | 5% |
| 20260817 | $2.88 | $1.32 | 13.0% | 5% |
| 20260814 | $2.98 | $1.48 | 12.4% | 0% |
| 20260813 | $3.10 | $1.45 | 12.5% | 0% |
| 20260812 | $3.02 | $1.52 | 12.5% | 0% |
| 20260811 | $3.05 | $1.73 | 12.8% | 0% |
| 20260810 | $3.30 | $1.50 | 14.1% | 9% |
| 20260807 | — | — | 13.0% | 1% |
| 20260806 | $3.55 | $1.93 | 13.5% | 4% |
| 20260805 | $2.15 | $2.15 | 14.0% | 8% |
| 20260804 | $2.22 | $2.22 | 14.3% | 11% |
| 20260803 | $2.02 | $2.02 | 13.5% | 4% |
| 20260731 | $2.33 | $2.33 | 14.0% | 8% |
| 20260730 | $2.75 | $2.75 | 15.1% | 16% |
More on SPTM
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.