SPYI · Expected Move
NEOS S&P 500 High Income ETF · ETF
The expected move for SPYI 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).
SPYI 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 SPYI Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$1.38
30-Day ATM IV
9.9%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to SPYI'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.
SPYI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.38 | $1.38 | 9.9% | 11% |
| 20261020 | $1.40 | $1.40 | 10.3% | 12% |
| 20261019 | $1.28 | $1.28 | 9.1% | 7% |
| 20261016 | $1.50 | $0.38 | 10.9% | 14% |
| 20261015 | $1.32 | $0.25 | 9.0% | 7% |
| 20261014 | $1.50 | $0.42 | 9.9% | 10% |
| 20261013 | $1.25 | $0.28 | 8.5% | 5% |
| 20261012 | $1.35 | $0.33 | 9.1% | 8% |
| 20261009 | $1.45 | $0.38 | 10.5% | 13% |
| 20261008 | $1.55 | $0.38 | 9.4% | 9% |
| 20261007 | $1.55 | $0.33 | 9.3% | 8% |
| 20261006 | $1.42 | $0.47 | 8.5% | 5% |
| 20261005 | $1.55 | $0.43 | 9.5% | 9% |
| 20261002 | $0.60 | $0.60 | 8.4% | 5% |
| 20261001 | $0.83 | $0.83 | 9.5% | 9% |
| 20260930 | $0.85 | $0.85 | 9.9% | 11% |
| 20260929 | $0.88 | $0.88 | 9.2% | 8% |
| 20260928 | $0.93 | $0.93 | 9.6% | 9% |
| 20260925 | $0.75 | $0.75 | 12.3% | 19% |
| 20260924 | $0.98 | $0.98 | 8.5% | 5% |
| 20260923 | $1.00 | $1.00 | 9.0% | 7% |
| 20260922 | $0.73 | $0.73 | 8.5% | 5% |
| 20260921 | $0.82 | $0.82 | 9.5% | 9% |
| 20260918 | $1.07 | $0.17 | 8.0% | 3% |
| 20260917 | $1.05 | $0.28 | 7.8% | 3% |
| 20260916 | $1.45 | $0.60 | 10.5% | 13% |
| 20260915 | $1.30 | $0.65 | 10.0% | 11% |
| 20260914 | $1.27 | $0.73 | 9.6% | 9% |
| 20260911 | $1.18 | $0.95 | 13.3% | 23% |
| 20260910 | $1.27 | $0.78 | 9.4% | 8% |
| 20260909 | $1.30 | $0.78 | 8.7% | 6% |
| 20260908 | $1.25 | $0.97 | 8.3% | 5% |
| 20260904 | $1.20 | $0.80 | 7.7% | 2% |
| 20260903 | $1.05 | $0.75 | 19.9% | 47% |
| 20260902 | $0.90 | $0.90 | 8.0% | 4% |
| 20260901 | $1.02 | $1.02 | 9.2% | 8% |
| 20260831 | $1.00 | $1.00 | 16.0% | 33% |
| 20260828 | $0.90 | $0.90 | 7.7% | 3% |
| 20260827 | $0.78 | $0.78 | 7.0% | 0% |
| 20260826 | $1.12 | $1.12 | 9.5% | 2% |
| 20260825 | $1.00 | $1.00 | 12.5% | 14% |
| 20260824 | $1.27 | $1.27 | 9.5% | 2% |
| 20260821 | $1.27 | $0.53 | 9.4% | 2% |
| 20260820 | $1.23 | $0.35 | 9.0% | 0% |
| 20260819 | $1.25 | $0.40 | 9.0% | 0% |
| 20260818 | $1.30 | $0.62 | 27.9% | 74% |
| 20260817 | $1.27 | $0.70 | — | — |
| 20260814 | $1.35 | $0.65 | 9.9% | 3% |
| 20260813 | $1.45 | $0.88 | 25.4% | 64% |
| 20260812 | $1.45 | $0.62 | 22.9% | 54% |
| 20260811 | $1.50 | $0.80 | 21.5% | 49% |
| 20260810 | $1.57 | $0.88 | 11.0% | 8% |
| 20260807 | — | — | 10.9% | 7% |
| 20260806 | $1.75 | $1.12 | 18.6% | 37% |
| 20260805 | $1.12 | $1.12 | 11.3% | 9% |
| 20260804 | $1.15 | $1.15 | 11.3% | 9% |
| 20260803 | $1.00 | $1.00 | 9.9% | 4% |
| 20260731 | $1.15 | $1.15 | 10.8% | 7% |
| 20260730 | $1.25 | $1.25 | 11.2% | 8% |
| 20260729 | $1.48 | $1.48 | 14.5% | 21% |
More on SPYI
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.