SPYQ · Expected Move

Tradr 2X Long SPY Quarterly ETF · ETF

The expected move for SPYQ 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).

SPYQ straddle price & implied vol

60 sessions

Bars: 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 SPYQ Expected Move
30-Day Straddle
$12.75
7-Day Straddle
$12.75
30-Day ATM IV
29.4%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to SPYQ'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.
SPYQ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $12.75 $12.75 29.4% 67%
20261021 $11.50 $11.50 25.6% 31%
20261020 $11.35 $11.35 25.0% 26%
20261019 $11.75 $11.75 25.5% 30%
20261016 $13.10 $4.10 28.1% 54%
20261015 $12.55 $3.38 25.5% 31%
20261014 $12.60 $3.35 25.5% 31%
20261013 $12.25 $3.22 23.8% 14%
20261012 $12.40 $3.55 23.8% 14%
20261009 $12.95 $4.03 23.7% 13%
20261008 $13.70 $5.12 24.9% 24%
20261007 $13.80 $5.38 24.6% 22%
20261006 $13.95 $5.78 24.5% 21%
20261005 $14.55 $6.10 25.4% 29%
20261002 $7.03 $7.03 24.7% 23%
20261001 $8.00 $8.00 26.2% 37%
20260930 $8.50 $8.50 26.2% 37%
20260929 $8.22 $8.22 25.6% 31%
20260928 $8.43 $8.43 25.3% 29%
20260925 $8.43 $8.43 23.9% 15%
20260924 $9.25 $9.25 24.9% 25%
20260923 $9.07 $9.07 23.5% 11%
20260922 $8.80 $8.80 22.3% 0%
20260921 $8.80 $8.80 22.4% 0%
20260918 $9.70 $3.70 22.9% 4%
20260917 $10.30 $2.70 23.6% 11%
20260916 $11.15 $4.17 26.1% 35%
20260915 $11.55 $4.90 26.3% 37%
20260914 $11.10 $5.10 24.9% 23%
20260911 $11.60 $5.22 24.5% 19%
20260910 $12.80 $6.65 27.0% 43%
20260909 $12.35 $6.90 25.5% 29%
20260908 $12.20 $6.20 24.3% 17%
20260904 $12.10 $6.67 22.5% 0%
20260903 $13.05 $7.40 23.4% 4%
20260902 $7.25 $7.25 23.8% 8%
20260901 $8.72 $8.72 24.8% 18%
20260831 $7.88 $7.88 23.6% 6%
20260828 $8.55 $8.55 23.1% 0%
20260827 $9.05 $9.05 23.3% 2%
20260826 $9.32 $9.32 24.5% 9%
20260825 $9.60 $9.60 24.6% 9%
20260824 $9.80 $9.80 24.7% 10%
20260821 $10.10 $3.40 23.8% 3%
20260820 $10.50 $2.55 24.3% 5%
20260819 $11.00 $2.55 24.1% 4%
20260818 $11.40 $3.33 25.2% 8%
20260817 $11.05 $3.30 23.6% 2%
20260814 $11.40 $4.07 23.0% 0%
20260813 $12.25 $4.78 24.1% 0%
20260812 $12.30 $5.38 24.1% 0%
20260811 $12.90 $5.35 24.2% 0%
20260810 $13.40 $6.38 25.4% 2%
20260807 — — 25.6% 3%
20260806 $15.00 $8.35 26.7% 7%
20260805 $8.45 $8.45 26.1% 5%
20260804 $8.30 $8.30 24.9% 0%
20260803 $8.38 $8.38 25.4% 1%
20260731 $9.45 $9.45 26.7% 7%
20260730 $10.00 $10.00 27.7% 11%

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.