SPYG · Expected Move
State Street SPDR Portfolio S&P 500 Growth ETF · ETF
The expected move for SPYG 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).
SPYG 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 SPYG Expected Move
30-Day Straddle
$6.30
7-Day Straddle
$6.30
30-Day ATM IV
23.3%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to SPYG'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.
SPYG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $6.30 | $6.30 | 23.3% | 67% |
| 20261021 | $5.03 | $5.03 | 18.0% | 25% |
| 20261020 | $5.67 | $5.67 | 19.7% | 38% |
| 20261019 | $6.12 | $6.12 | 20.3% | 40% |
| 20261016 | $6.25 | $0.47 | 21.0% | 44% |
| 20261015 | $5.45 | $1.38 | 17.7% | 20% |
| 20261014 | $6.25 | $1.38 | 19.7% | 34% |
| 20261013 | $5.45 | $1.60 | 16.8% | 13% |
| 20261012 | $5.72 | $1.77 | 17.2% | 16% |
| 20261009 | $5.80 | $2.05 | 16.8% | 13% |
| 20261008 | $6.60 | $2.55 | 19.1% | 30% |
| 20261007 | $6.22 | $2.60 | 17.4% | 18% |
| 20261006 | $6.70 | $2.80 | 18.1% | 22% |
| 20261005 | $6.58 | $2.88 | 17.7% | 20% |
| 20261002 | $3.02 | $3.02 | 17.5% | 18% |
| 20261001 | $3.70 | $3.70 | 18.6% | 26% |
| 20260930 | $3.42 | $3.42 | 18.4% | 25% |
| 20260929 | $3.60 | $3.60 | 18.4% | 25% |
| 20260928 | $3.80 | $3.80 | 18.9% | 28% |
| 20260925 | $4.40 | $4.40 | 18.4% | 25% |
| 20260924 | $4.33 | $4.33 | 18.1% | 23% |
| 20260923 | $4.10 | $4.10 | 17.5% | 18% |
| 20260922 | $3.65 | $3.65 | 15.7% | 5% |
| 20260921 | $4.75 | $4.75 | 18.2% | 23% |
| 20260918 | $4.05 | $0.78 | 15.0% | 0% |
| 20260917 | $4.20 | $1.10 | 15.5% | 0% |
| 20260916 | $4.72 | $1.60 | 17.8% | 15% |
| 20260915 | $4.97 | $1.82 | 17.6% | 13% |
| 20260914 | $4.88 | $2.10 | 17.2% | 10% |
| 20260911 | $5.08 | $2.20 | 16.8% | 7% |
| 20260910 | $5.60 | $2.78 | 18.7% | 21% |
| 20260909 | $5.42 | $2.62 | 17.7% | 14% |
| 20260908 | $5.20 | $2.77 | 16.6% | 5% |
| 20260904 | $5.62 | $2.75 | 16.7% | 6% |
| 20260903 | $5.70 | $3.60 | 17.3% | 10% |
| 20260902 | $3.38 | $3.38 | 16.6% | 5% |
| 20260901 | $3.50 | $3.50 | 17.6% | 13% |
| 20260831 | $3.00 | $3.00 | 15.9% | 0% |
| 20260828 | $3.97 | $3.97 | 17.2% | 0% |
| 20260827 | $3.80 | $3.80 | 17.2% | 0% |
| 20260826 | $4.35 | $4.35 | 18.4% | 6% |
| 20260825 | $4.25 | $4.25 | 17.7% | 0% |
| 20260824 | $4.62 | $4.62 | 18.3% | 3% |
| 20260821 | $4.88 | $0.42 | 18.2% | 2% |
| 20260820 | $5.22 | $1.50 | 19.3% | 12% |
| 20260819 | $5.15 | $1.45 | 18.7% | 7% |
| 20260818 | $5.32 | $1.57 | 18.8% | 7% |
| 20260817 | $5.50 | $1.32 | 18.3% | 2% |
| 20260814 | $5.72 | $1.95 | 18.0% | 0% |
| 20260813 | $6.15 | $2.52 | 18.4% | 3% |
| 20260812 | $6.03 | $2.08 | 18.6% | 5% |
| 20260811 | $6.35 | $2.85 | 20.5% | 22% |
| 20260810 | $6.67 | $3.38 | 20.0% | 17% |
| 20260807 | — | — | 19.8% | 15% |
| 20260806 | $6.90 | $4.12 | 20.4% | 21% |
| 20260805 | $4.53 | $4.53 | 22.1% | 36% |
| 20260804 | $4.22 | $4.22 | 20.4% | 21% |
| 20260803 | $3.62 | $3.62 | 21.0% | 26% |
| 20260731 | $4.58 | $4.58 | 22.0% | 35% |
| 20260730 | $5.62 | $5.62 | 23.4% | 49% |
More on SPYG
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.