SPYT · Expected Move
Defiance S&P 500 Income Target ETF · ETF
The expected move for SPYT 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).
SPYT 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 SPYT Expected Move
30-Day Straddle
$0.88
7-Day Straddle
$0.97
30-Day ATM IV
20.9%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to SPYT'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.
SPYT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $0.88 | $0.97 | 20.9% | 31% |
| 20261112 | $2.67 | $0.80 | 22.5% | 35% |
| 20261111 | $0.75 | $1.50 | 19.1% | 26% |
| 20261110 | $1.07 | $0.75 | 20.0% | 28% |
| 20261109 | $0.75 | $1.23 | 18.4% | 24% |
| 20261106 | $0.65 | $0.95 | 24.9% | 42% |
| 20261105 | $1.35 | $0.85 | 34.9% | 69% |
| 20261104 | $0.70 | $0.70 | 13.3% | 10% |
| 20261103 | $0.85 | $0.85 | 16.8% | 20% |
| 20261102 | $0.75 | $0.75 | 19.4% | 27% |
| 20261030 | $1.07 | $1.07 | 28.9% | 53% |
| 20261029 | $1.65 | $1.65 | 26.7% | 47% |
| 20261028 | $1.67 | $1.67 | 22.0% | 34% |
| 20261027 | $0.90 | $0.90 | 20.8% | 31% |
| 20261026 | $0.78 | $0.78 | 14.9% | 14% |
| 20261023 | $0.50 | $0.50 | 18.7% | 25% |
| 20261022 | $0.50 | $0.50 | 13.1% | 10% |
| 20261021 | $0.65 | $0.65 | 16.3% | 18% |
| 20261020 | $0.62 | $0.62 | 13.9% | 12% |
| 20261019 | $0.68 | $0.68 | 16.9% | 20% |
| 20261016 | $0.90 | $1.43 | 20.7% | 30% |
| 20261015 | $0.82 | $0.70 | 17.4% | 21% |
| 20261014 | $1.02 | $0.70 | 19.8% | 28% |
| 20261013 | $0.70 | $0.75 | 20.5% | 30% |
| 20261012 | $1.48 | $2.42 | 26.9% | 47% |
| 20261009 | $0.68 | $0.68 | 13.0% | 9% |
| 20261008 | $1.55 | $0.72 | 10.2% | 2% |
| 20261007 | $2.88 | $0.42 | 16.5% | 19% |
| 20261006 | $2.58 | $0.62 | 31.4% | 60% |
| 20261005 | $2.88 | $0.22 | 15.3% | 16% |
| 20261002 | $0.25 | $0.25 | 12.4% | 8% |
| 20261001 | $0.33 | $0.33 | 19.3% | 26% |
| 20260930 | $0.77 | $0.77 | 21.8% | 33% |
| 20260929 | $0.62 | $0.62 | 15.6% | 16% |
| 20260928 | $0.77 | $0.77 | 20.1% | 28% |
| 20260925 | $0.62 | $0.62 | 17.8% | 22% |
| 20260924 | $0.38 | $0.38 | 16.0% | 17% |
| 20260923 | $0.75 | $0.75 | 16.8% | 19% |
| 20260922 | $0.35 | $0.35 | 14.7% | 14% |
| 20260921 | $0.70 | $0.70 | 29.0% | 52% |
| 20260918 | $0.48 | $2.00 | 13.1% | 9% |
| 20260917 | $0.62 | $0.53 | 15.7% | 16% |
| 20260916 | $0.68 | $0.33 | 15.8% | 17% |
| 20260915 | $0.65 | $0.30 | 15.1% | 15% |
| 20260914 | $0.65 | $0.30 | 15.2% | 15% |
| 20260911 | $0.68 | $0.38 | 15.3% | 15% |
| 20260910 | $0.62 | $0.22 | 9.6% | 0% |
| 20260909 | $0.65 | $0.20 | 13.2% | 7% |
| 20260908 | $0.55 | $2.02 | 19.3% | 24% |
| 20260904 | $0.62 | $0.33 | 13.4% | 7% |
| 20260903 | $0.65 | $0.40 | 12.7% | 5% |
| 20260902 | $0.25 | $0.25 | 10.8% | 0% |
| 20260901 | $0.43 | $0.43 | 12.9% | 4% |
| 20260831 | $0.50 | $0.50 | 19.9% | 24% |
| 20260828 | $0.55 | $0.55 | 23.4% | 34% |
| 20260827 | $0.72 | $0.72 | 18.0% | 18% |
| 20260826 | $0.50 | $0.50 | 16.9% | 15% |
| 20260825 | $0.53 | $0.53 | 16.5% | 14% |
| 20260824 | $0.50 | $0.50 | 15.1% | 10% |
| 20260821 | $0.75 | $1.57 | 16.9% | 15% |
More on SPYT
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.