SRLN · Expected Move
State Street Blackstone Senior Loan ETF · ETF
The expected move for SRLN 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).
SRLN 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 SRLN Expected Move
30-Day Straddle
$1.75
7-Day Straddle
$1.75
30-Day ATM IV
20.4%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to SRLN'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.
SRLN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.75 | $1.75 | 20.4% | 54% |
| 20261020 | $2.15 | $2.15 | 16.0% | 39% |
| 20261019 | $5.00 | $5.00 | 10.0% | 19% |
| 20261016 | $2.15 | $1.73 | 9.6% | 18% |
| 20261015 | $1.48 | $2.67 | 9.9% | 19% |
| 20261014 | $1.43 | $10.00 | — | — |
| 20261013 | $0.90 | $5.00 | 15.5% | 37% |
| 20261012 | $3.50 | $5.00 | 19.4% | 51% |
| 20261009 | $1.10 | $0.82 | 29.6% | 85% |
| 20261008 | $1.70 | $5.00 | 14.1% | 33% |
| 20261007 | $0.95 | $3.50 | 29.7% | 85% |
| 20261006 | $0.95 | $0.75 | 19.0% | 49% |
| 20261005 | $1.88 | $0.90 | 14.2% | 33% |
| 20261002 | $2.92 | $2.92 | 19.8% | 52% |
| 20261001 | $3.92 | $3.92 | — | — |
| 20260930 | $1.50 | $1.50 | 29.7% | 85% |
| 20260929 | $1.40 | $1.40 | 19.7% | 52% |
| 20260928 | $3.00 | $3.00 | 13.2% | 30% |
| 20260925 | $2.00 | $2.00 | 26.7% | 75% |
| 20260924 | $0.80 | $0.80 | 19.7% | 52% |
| 20260923 | $0.97 | $0.97 | 11.7% | 25% |
| 20260922 | $0.82 | $0.82 | 6.9% | 9% |
| 20260921 | $1.95 | $1.95 | 7.6% | 11% |
| 20260918 | $1.98 | $11.50 | 7.1% | 9% |
| 20260917 | $2.00 | $1.95 | 12.7% | 28% |
| 20260916 | $1.98 | $3.95 | 7.6% | 11% |
| 20260915 | $1.98 | $2.17 | 6.9% | 8% |
| 20260914 | $2.00 | $1.95 | 13.3% | 30% |
| 20260911 | $2.00 | $3.50 | 34.0% | 100% |
| 20260910 | $1.82 | $3.62 | 28.6% | 100% |
| 20260909 | $1.57 | $1.77 | 11.3% | 30% |
| 20260908 | $1.80 | $1.38 | — | — |
| 20260904 | $8.07 | $7.88 | 14.6% | 44% |
| 20260903 | $8.68 | $1.38 | 27.8% | 100% |
| 20260902 | $1.43 | $1.43 | 25.5% | 100% |
| 20260901 | $1.02 | $1.02 | 24.0% | 96% |
| 20260831 | $0.85 | $0.85 | 17.6% | 65% |
| 20260828 | $0.80 | $0.80 | 24.2% | 98% |
| 20260827 | $0.90 | $0.90 | 19.1% | 72% |
| 20260826 | $1.77 | $1.77 | 19.0% | 72% |
| 20260825 | $0.95 | $0.95 | 13.6% | 46% |
| 20260824 | $1.73 | $1.73 | 19.6% | 75% |
| 20260821 | $0.90 | $0.55 | 17.3% | 63% |
| 20260820 | $1.35 | $7.88 | 15.0% | 53% |
| 20260819 | $0.90 | $0.57 | 14.5% | 50% |
| 20260818 | $1.50 | $0.55 | 12.7% | 41% |
| 20260817 | $0.60 | $0.50 | 15.4% | 54% |
| 20260814 | $2.10 | $1.02 | — | — |
| 20260813 | $1.05 | $1.12 | 10.6% | 30% |
| 20260812 | $8.05 | $1.12 | 11.8% | 36% |
| 20260811 | $1.20 | $0.95 | — | — |
| 20260810 | $0.85 | $0.65 | 9.4% | 25% |
| 20260807 | — | — | 24.7% | 100% |
| 20260806 | $8.07 | $0.68 | 8.3% | 20% |
| 20260805 | $8.35 | $8.35 | 10.3% | 30% |
| 20260804 | $0.50 | $0.50 | 6.9% | 13% |
| 20260803 | $0.57 | $0.57 | 7.0% | 13% |
| 20260731 | $0.73 | $0.73 | 8.4% | 21% |
| 20260730 | $7.62 | $7.62 | 9.3% | 25% |
| 20260729 | $0.50 | $0.50 | 6.7% | 12% |
More on SRLN
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.