SPY · Expected Move
State Street SPDR S&P 500 ETF Trust · ETF
The expected move for SPY 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).
SPY 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 SPY Expected Move
30-Day Straddle
$22.55
7-Day Straddle
$8.97
30-Day ATM IV
12.9%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to SPY'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.
SPY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $22.55 | $8.97 | 12.9% | 20% |
| 20261007 | $22.93 | $8.61 | 12.8% | 18% |
| 20261006 | $23.31 | $7.92 | 12.7% | 17% |
| 20261005 | $24.04 | $8.21 | 13.0% | 21% |
| 20261002 | $21.64 | $8.92 | 12.9% | 20% |
| 20261001 | $23.84 | $10.43 | 13.9% | 34% |
| 20260930 | $24.33 | $10.77 | 13.9% | 35% |
| 20260929 | $24.43 | $9.83 | 13.7% | 30% |
| 20260928 | $24.62 | $10.09 | 13.5% | 28% |
| 20260925 | $20.70 | $9.77 | 12.3% | 11% |
| 20260924 | $22.17 | $9.95 | 12.9% | 20% |
| 20260923 | $21.99 | $9.16 | 12.5% | 14% |
| 20260922 | $21.62 | $7.98 | 11.9% | 5% |
| 20260921 | $22.73 | $8.37 | 12.2% | 10% |
| 20260918 | $20.35 | $8.52 | 12.2% | 10% |
| 20260917 | $21.27 | $9.14 | 12.5% | 13% |
| 20260916 | $24.62 | $11.75 | 14.2% | 39% |
| 20260915 | $24.57 | $11.79 | 13.9% | 34% |
| 20260914 | $24.50 | $11.23 | 13.6% | 29% |
| 20260911 | $21.19 | $10.71 | 12.6% | 15% |
| 20260910 | $24.90 | $12.94 | 14.6% | 44% |
| 20260909 | $23.41 | $11.56 | 13.3% | 26% |
| 20260908 | $22.70 | $9.36 | 12.7% | 17% |
| 20260904 | $19.86 | $8.12 | 11.8% | 3% |
| 20260903 | $20.34 | $7.68 | 11.7% | 3% |
| 20260902 | $21.75 | $8.33 | 12.4% | 12% |
| 20260901 | $22.07 | $9.19 | 13.0% | 21% |
| 20260831 | $20.84 | $8.70 | 11.8% | 4% |
| 20260828 | $19.71 | $8.41 | 11.5% | 0% |
| 20260827 | $20.59 | $8.62 | 11.8% | 0% |
| 20260826 | $22.24 | $9.82 | 12.7% | 10% |
| 20260825 | $22.62 | $9.52 | 12.7% | 11% |
| 20260824 | $23.47 | $9.86 | 13.0% | 15% |
| 20260821 | $21.41 | $9.49 | 12.7% | 10% |
| 20260820 | $22.80 | $10.15 | 13.3% | 20% |
| 20260819 | $22.11 | $8.36 | 12.5% | 8% |
| 20260818 | $23.74 | $8.44 | 13.1% | 18% |
| 20260817 | $23.46 | $7.56 | 12.7% | 7% |
| 20260814 | $20.11 | $7.51 | 12.0% | 0% |
| 20260813 | $21.27 | $7.89 | 12.3% | 2% |
| 20260812 | $21.63 | $8.14 | 12.1% | 0% |
| 20260811 | $23.15 | $9.01 | 12.8% | 1% |
| 20260810 | $23.84 | $9.11 | 13.0% | 2% |
| 20260807 | — | — | 12.7% | 0% |
| 20260806 | $23.49 | $10.77 | 13.5% | 6% |
| 20260805 | $23.68 | $10.37 | 13.5% | 6% |
| 20260804 | $24.58 | $9.75 | 13.6% | 7% |
| 20260803 | $21.23 | $8.30 | 12.9% | 2% |
| 20260731 | $22.35 | $9.71 | 13.0% | 3% |
| 20260730 | $24.60 | $11.20 | 14.6% | 13% |
| 20260729 | $28.36 | $13.56 | 17.0% | 31% |
| 20260728 | $26.47 | $12.71 | 15.4% | 19% |
| 20260727 | $27.40 | $13.09 | 15.6% | 21% |
| 20260724 | $25.04 | $13.09 | 15.4% | 20% |
| 20260723 | $26.06 | $13.04 | 15.8% | 22% |
| 20260722 | $23.87 | $10.16 | 14.0% | 9% |
| 20260721 | $24.50 | $9.57 | 14.1% | 10% |
| 20260720 | $26.63 | $10.81 | 15.3% | 18% |
| 20260716 | $23.05 | $9.36 | 13.5% | 6% |
| 20260715 | $22.51 | $8.16 | 13.1% | 3% |
More on SPY
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