SPTS · Expected Move
State Street SPDR Portfolio Short Term Treasury ETF · ETF
The expected move for SPTS 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).
SPTS 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 SPTS Expected Move
30-Day Straddle
$0.95
7-Day Straddle
$0.95
30-Day ATM IV
11.7%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to SPTS'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.
SPTS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.95 | $0.95 | 11.7% | 26% |
| 20261020 | $4.90 | $4.90 | 11.6% | 26% |
| 20261019 | $1.60 | $1.60 | 11.3% | 25% |
| 20261016 | $4.90 | $3.30 | 10.7% | 23% |
| 20261015 | $4.90 | $3.30 | 10.7% | 23% |
| 20261014 | $2.50 | $3.35 | 11.6% | 26% |
| 20261013 | $2.50 | $0.93 | 10.9% | 24% |
| 20261012 | $3.40 | $3.33 | 10.8% | 24% |
| 20261009 | $1.00 | $0.95 | 30.8% | 83% |
| 20261008 | $1.02 | $2.48 | 22.2% | 58% |
| 20261007 | $1.12 | $1.45 | 14.0% | 33% |
| 20261006 | $4.90 | $4.90 | 23.8% | 63% |
| 20261005 | $1.05 | $3.35 | 24.6% | 65% |
| 20261002 | $2.50 | $2.50 | 29.9% | 81% |
| 20261001 | $2.50 | $2.50 | 36.4% | 100% |
| 20260930 | $1.48 | $1.48 | 33.7% | 100% |
| 20260929 | $1.50 | $1.50 | 28.2% | 100% |
| 20260928 | $1.50 | $1.50 | 19.6% | 90% |
| 20260925 | $1.00 | $1.00 | 20.0% | 93% |
| 20260924 | $1.02 | $1.02 | 19.5% | 90% |
| 20260923 | $1.00 | $1.00 | 17.6% | 79% |
| 20260922 | $1.00 | $1.00 | 15.8% | 70% |
| 20260921 | $1.02 | $1.02 | 17.9% | 81% |
| 20260918 | $1.00 | $0.93 | 17.3% | 78% |
| 20260917 | $4.80 | $3.27 | 17.6% | 79% |
| 20260916 | $1.67 | $0.93 | 16.6% | 74% |
| 20260915 | $1.00 | $0.95 | 17.0% | 76% |
| 20260914 | $1.00 | $0.95 | 17.0% | 76% |
| 20260911 | $1.00 | $0.95 | 21.4% | 100% |
| 20260910 | $1.00 | $0.95 | 12.9% | 57% |
| 20260909 | $0.25 | $0.93 | 13.3% | 59% |
| 20260908 | $0.25 | $0.90 | 14.5% | 66% |
| 20260904 | $0.25 | $0.93 | 13.6% | 61% |
| 20260903 | $0.22 | $0.90 | 18.0% | 86% |
| 20260902 | $0.93 | $0.93 | 16.2% | 76% |
| 20260901 | $0.93 | $0.93 | 20.4% | 100% |
| 20260831 | $1.48 | $1.48 | 16.1% | 100% |
| 20260828 | $0.65 | $0.65 | 10.6% | 59% |
| 20260827 | $0.15 | $0.15 | 8.7% | 44% |
| 20260826 | $0.85 | $0.85 | 4.0% | 8% |
| 20260825 | $0.15 | $0.15 | 7.5% | 35% |
| 20260824 | $0.15 | $0.15 | 7.6% | 36% |
| 20260821 | $0.15 | $0.12 | 12.1% | 68% |
| 20260820 | $0.17 | $0.80 | 9.1% | 46% |
| 20260819 | $0.28 | $0.12 | 11.1% | 61% |
| 20260818 | $0.17 | $0.12 | 10.3% | 55% |
| 20260817 | $0.17 | $0.12 | 12.5% | 71% |
| 20260814 | $0.17 | $0.12 | 10.3% | 55% |
| 20260813 | $0.17 | $0.45 | 10.0% | 53% |
| 20260812 | $0.90 | $0.12 | 9.9% | 52% |
| 20260811 | $0.22 | $0.80 | 11.7% | 65% |
| 20260810 | $2.48 | $0.15 | 15.0% | 89% |
| 20260807 | — | — | 9.4% | 26% |
| 20260806 | $0.95 | $0.15 | 8.4% | 22% |
| 20260805 | $0.88 | $0.88 | 7.6% | 19% |
| 20260804 | $0.15 | $0.15 | 15.9% | 52% |
| 20260803 | $1.40 | $1.40 | 7.5% | 18% |
| 20260731 | $0.95 | $0.95 | 5.2% | 9% |
| 20260730 | $0.15 | $0.15 | 6.5% | 15% |
| 20260729 | $0.65 | $0.65 | 4.5% | 6% |
More on SPTS
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.