SPYX · Expected Move

State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF · ETF

The expected move for SPYX 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).

SPYX 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 SPYX Expected Move
30-Day Straddle
$1.95
7-Day Straddle
$1.95
30-Day ATM IV
13.3%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to SPYX'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.
SPYX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.95 $1.95 13.3% 4%
20261020 $2.05 $2.05 14.0% 7%
20261019 $0.00 $0.00 40.5% 100%
20261016 $2.48 $0.97 15.2% 30%
20261015 $2.15 $0.85 13.3% 12%
20261014 $2.20 $0.90 13.7% 16%
20261013 $2.02 $1.00 12.4% 3%
20261012 $2.10 $1.02 12.7% 6%
20261009 $2.17 $1.05 13.2% 11%
20261008 $2.45 $1.12 13.5% 14%
20261007 $2.33 $1.00 13.3% 12%
20261006 $2.40 $1.18 14.3% 22%
20261005 $2.50 $1.25 14.2% 21%
20261002 $1.25 $1.25 14.7% 25%
20261001 $1.50 $1.50 14.7% 26%
20260930 $1.73 $1.73 14.7% 25%
20260929 $1.42 $1.42 14.1% 20%
20260928 $1.40 $1.40 13.9% 18%
20260925 $1.45 $1.45 12.9% 8%
20260924 $1.58 $1.58 15.9% 38%
20260923 $1.48 $1.48 12.5% 4%
20260922 $1.65 $1.65 12.8% 4%
20260921 $1.60 $1.60 12.8% 3%
20260918 $1.80 $2.92 13.2% 6%
20260917 $1.85 $1.00 21.9% 50%
20260916 $1.98 $0.93 13.9% 8%
20260915 $1.95 $1.08 13.5% 6%
20260914 $2.05 $1.07 13.8% 7%
20260911 $2.00 $1.18 14.9% 11%
20260910 $2.23 $1.27 14.7% 11%
20260909 $2.20 $1.38 14.0% 8%
20260908 $2.00 $1.23 13.0% 4%
20260904 $2.05 $1.15 12.4% 1%
20260903 $2.20 $1.20 12.5% 2%
20260902 $1.35 $1.35 13.5% 6%
20260901 $1.55 $1.55 13.6% 6%
20260831 $1.40 $1.40 13.3% 5%
20260828 $1.45 $1.45 12.3% 1%
20260827 $1.48 $1.48 12.1% 0%
20260826 $1.55 $1.55 12.9% 2%
20260825 $1.65 $1.65 13.2% 3%
20260824 $1.68 $1.68 13.0% 2%
20260821 $1.72 $2.85 12.8% 1%
20260820 $1.98 $0.85 13.0% 2%
20260819 $1.85 $0.93 13.0% 2%
20260818 $1.88 $0.98 14.0% 6%
20260817 $1.95 $0.95 12.5% 0%
20260814 $1.95 $0.85 13.0% 0%
20260813 $2.02 $0.88 13.0% 0%
20260812 $2.23 $1.23 14.8% 5%
20260811 $2.25 $1.20 15.5% 8%
20260810 $2.52 $1.92 19.2% 24%
20260807 — — 19.8% 27%
20260806 $3.67 $2.00 20.0% 28%
20260805 $1.95 $1.95 21.3% 33%
20260804 $1.75 $1.75 22.3% 38%
20260803 $1.85 $1.85 20.0% 28%
20260731 $1.95 $1.95 14.1% 2%
20260730 $2.00 $2.00 17.2% 15%
20260729 $2.05 $2.05 17.7% 18%

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.