SPYM · Expected Move
State Street SPDR Portfolio S&P 500 ETF · ETF
The expected move for SPYM 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).
SPYM 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 SPYM Expected Move
30-Day Straddle
$3.08
7-Day Straddle
$1.85
30-Day ATM IV
15.3%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to SPYM'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.
SPYM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.08 | $1.85 | 15.3% | 39% |
| 20261021 | $2.90 | $2.90 | 13.9% | 23% |
| 20261020 | $2.83 | $2.83 | 13.6% | 20% |
| 20261019 | $3.20 | $3.20 | 14.4% | 29% |
| 20261016 | $3.30 | $0.23 | 14.9% | 34% |
| 20261015 | $3.00 | $0.50 | 13.2% | 16% |
| 20261014 | $3.20 | $0.65 | 14.0% | 25% |
| 20261013 | $2.92 | $0.70 | 12.8% | 11% |
| 20261012 | $3.00 | $0.88 | 12.8% | 12% |
| 20261009 | $3.20 | $0.97 | 12.7% | 11% |
| 20261008 | $3.40 | $1.17 | 13.2% | 16% |
| 20261007 | $3.55 | $1.38 | 13.2% | 16% |
| 20261006 | $3.42 | $1.32 | 12.9% | 13% |
| 20261005 | $3.42 | $1.42 | 12.8% | 11% |
| 20261002 | $1.55 | $1.55 | 13.3% | 17% |
| 20261001 | $1.85 | $1.85 | 13.6% | 20% |
| 20260930 | $1.92 | $1.92 | 14.0% | 25% |
| 20260929 | $2.02 | $2.02 | 18.5% | 73% |
| 20260928 | $2.10 | $2.10 | 13.8% | 22% |
| 20260925 | $1.93 | $1.93 | 12.3% | 6% |
| 20260924 | $2.15 | $2.15 | 12.5% | 8% |
| 20260923 | $2.35 | $2.35 | 12.5% | 8% |
| 20260922 | $2.17 | $2.17 | 12.7% | 10% |
| 20260921 | $2.25 | $2.25 | 12.4% | 7% |
| 20260918 | $2.35 | $0.43 | 12.1% | 4% |
| 20260917 | $2.48 | $0.65 | 12.7% | 10% |
| 20260916 | $2.60 | $0.93 | 13.3% | 17% |
| 20260915 | $2.92 | $1.18 | 14.1% | 26% |
| 20260914 | $2.95 | $1.27 | 13.4% | 19% |
| 20260911 | $2.88 | $1.15 | 12.8% | 12% |
| 20260910 | $3.45 | $1.65 | 15.0% | 35% |
| 20260909 | $3.08 | $1.55 | 13.5% | 19% |
| 20260908 | $3.05 | $1.52 | 12.8% | 12% |
| 20260904 | $2.92 | $1.48 | 11.7% | 0% |
| 20260903 | $3.08 | $1.65 | 12.0% | 3% |
| 20260902 | $1.75 | $1.75 | 12.5% | 9% |
| 20260901 | $2.00 | $2.00 | 13.1% | 15% |
| 20260831 | $1.93 | $1.93 | 12.0% | 3% |
| 20260828 | $1.85 | $1.85 | 11.8% | 1% |
| 20260827 | $2.00 | $2.00 | 12.2% | 5% |
| 20260826 | $2.25 | $2.25 | 12.6% | 10% |
| 20260825 | $2.38 | $2.38 | 13.3% | 16% |
| 20260824 | $2.40 | $2.40 | 13.0% | 14% |
| 20260821 | $2.60 | $0.15 | 12.9% | 13% |
| 20260820 | $2.67 | $0.47 | 13.1% | 15% |
| 20260819 | $2.38 | $0.75 | 11.7% | 0% |
| 20260818 | $2.77 | $0.82 | 12.7% | 5% |
| 20260817 | $2.80 | $0.93 | 13.0% | 8% |
| 20260814 | $2.95 | $1.08 | 12.3% | 0% |
| 20260813 | $2.85 | $1.18 | 12.4% | 0% |
| 20260812 | $2.92 | $1.17 | 12.5% | 0% |
| 20260811 | $3.03 | $1.40 | 12.8% | 0% |
| 20260810 | $3.17 | $1.48 | 13.2% | 2% |
| 20260807 | — | — | 13.0% | 1% |
| 20260806 | $3.47 | $2.00 | 13.8% | 6% |
| 20260805 | $1.92 | $1.92 | 13.6% | 5% |
| 20260804 | $2.00 | $2.00 | 13.7% | 6% |
| 20260803 | $1.92 | $1.92 | 13.2% | 2% |
| 20260731 | $2.12 | $2.12 | 13.5% | 4% |
| 20260730 | $2.50 | $2.50 | 21.0% | 58% |
More on SPYM
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.