SPX · Expected Move
S&P 500 · Index
The expected move for SPX 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).
SPX 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 SPX Expected Move
30-Day Straddle
$252.30
7-Day Straddle
$119.95
30-Day ATM IV
14.3%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to SPX'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.
SPX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $252.30 | $119.95 | 14.3% | 41% |
| 20261015 | $223.60 | $90.30 | 12.8% | 20% |
| 20261014 | $236.10 | $95.10 | 13.4% | 29% |
| 20261013 | $219.50 | $83.00 | 12.3% | 14% |
| 20261012 | $217.75 | $79.70 | 12.2% | 12% |
| 20261009 | $215.60 | $78.40 | 11.9% | 8% |
| 20261008 | $224.40 | $89.50 | 12.8% | 20% |
| 20261007 | $226.60 | $85.10 | 12.7% | 19% |
| 20261006 | $222.75 | $78.55 | 12.5% | 16% |
| 20261005 | $225.70 | $81.70 | 12.7% | 19% |
| 20261002 | $222.25 | $87.75 | 12.5% | 16% |
| 20261001 | $237.00 | $104.55 | 13.7% | 32% |
| 20260930 | $243.15 | $108.90 | 13.9% | 36% |
| 20260929 | $234.30 | $102.15 | 13.4% | 28% |
| 20260928 | $229.05 | $101.35 | 13.0% | 23% |
| 20260925 | $212.45 | $95.65 | 11.8% | 6% |
| 20260924 | $218.85 | $97.75 | 12.5% | 16% |
| 20260923 | $217.15 | $91.00 | 12.4% | 14% |
| 20260922 | $208.00 | $78.70 | 11.6% | 4% |
| 20260921 | $209.05 | $82.45 | 11.8% | 7% |
| 20260918 | $209.15 | $83.90 | 11.8% | 7% |
| 20260917 | $211.40 | $93.05 | 12.5% | 15% |
| 20260916 | $245.40 | $126.75 | 14.3% | 41% |
| 20260915 | $242.15 | $120.00 | 14.0% | 44% |
| 20260914 | $235.40 | $112.15 | 13.6% | 38% |
| 20260911 | $219.20 | $98.80 | 12.4% | 23% |
| 20260910 | $250.00 | $127.90 | 14.5% | 50% |
| 20260909 | $233.55 | $110.00 | 13.4% | 36% |
| 20260908 | $221.80 | $91.00 | 12.7% | 23% |
| 20260904 | $205.45 | $80.00 | 11.5% | 10% |
| 20260903 | $202.65 | $75.50 | 11.6% | 11% |
| 20260902 | $217.70 | $82.90 | 12.5% | 21% |
| 20260901 | $229.50 | $92.10 | 13.1% | 28% |
| 20260831 | $209.90 | $85.85 | 11.9% | 14% |
| 20260828 | $204.00 | $82.30 | 11.4% | 9% |
| 20260827 | $205.25 | $85.40 | 11.8% | 13% |
| 20260826 | $222.25 | $97.25 | 12.7% | 23% |
| 20260825 | $220.40 | $94.90 | 12.6% | 21% |
| 20260824 | $222.35 | $96.60 | 12.7% | 23% |
| 20260821 | $217.45 | $94.35 | 12.3% | 19% |
| 20260820 | $222.85 | $102.40 | 13.0% | 27% |
| 20260819 | $213.00 | $79.15 | 12.3% | 18% |
| 20260818 | $225.80 | $83.45 | 12.8% | 24% |
| 20260817 | $215.35 | $75.80 | 12.2% | 18% |
| 20260814 | $204.35 | $69.05 | 11.4% | 8% |
| 20260813 | $209.70 | $78.15 | 11.9% | 15% |
| 20260812 | $211.60 | $79.60 | 12.0% | 15% |
| 20260811 | $218.30 | $88.65 | 12.4% | 20% |
| 20260810 | $221.70 | $90.20 | 12.5% | 20% |
| 20260807 | — | — | 12.2% | 18% |
| 20260806 | $231.55 | $107.10 | 13.1% | 28% |
| 20260805 | $233.45 | $103.10 | 13.3% | 29% |
| 20260804 | $241.55 | $101.45 | 13.5% | 32% |
| 20260803 | $219.80 | $82.00 | 12.7% | 23% |
| 20260731 | $225.75 | $95.45 | 13.1% | 27% |
| 20260730 | $241.15 | $109.15 | 14.4% | 42% |
| 20260729 | $291.85 | $150.10 | 17.5% | 76% |
| 20260728 | $255.55 | $125.30 | 15.1% | 41% |
| 20260727 | $255.95 | $129.85 | 15.1% | 21% |
| 20260724 | $255.40 | $131.10 | 14.9% | 19% |
More on SPX
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