SSUS · Expected Move

Day Hagan Smart Sector ETF · ETF

The expected move for SSUS 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).

SSUS 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 SSUS Expected Move
30-Day Straddle
$2.83
7-Day Straddle
$2.83
30-Day ATM IV
21.1%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to SSUS'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.
SSUS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.83 $2.83 21.1% 19%
20261020 $2.65 $2.65 21.9% 23%
20261019 $2.67 $2.67 22.5% 25%
20261016 $2.65 $1.93 22.2% 23%
20261015 $2.65 $2.03 19.7% 11%
20261014 $2.90 $2.12 19.9% 12%
20261013 $2.75 $2.02 17.5% 1%
20261012 $2.80 $2.08 17.3% 0%
20261009 $2.83 $2.10 17.7% 0%
20261008 $2.80 $2.08 26.2% 30%
20261007 $2.90 $2.17 26.1% 30%
20261006 $2.98 $2.25 25.8% 28%
20261005 $2.88 $2.17 25.9% 29%
20261002 $2.27 $2.27 25.8% 28%
20261001 $2.30 $2.30 28.5% 43%
20260930 $2.35 $2.35 28.6% 44%
20260929 $2.38 $2.38 28.1% 41%
20260928 $2.40 $2.40 27.6% 38%
20260925 $2.40 $2.40 25.2% 25%
20260924 $2.48 $2.48 25.5% 26%
20260923 $2.47 $2.47 25.3% 25%
20260922 $2.40 $2.40 24.8% 22%
20260921 $2.38 $2.38 24.6% 21%
20260918 $2.58 $5.00 25.5% 21%
20260917 $2.62 $2.08 24.6% 17%
20260916 $2.65 $2.15 21.3% 3%
20260915 $2.75 $2.30 20.7% 0%
20260914 $2.65 $2.20 27.2% 6%
20260911 $2.77 $2.30 30.3% 25%
20260910 $2.88 $2.35 31.5% 30%
20260909 $2.85 $2.35 30.9% 27%
20260908 $2.92 $2.38 30.8% 26%
20260904 $3.00 $2.42 30.6% 22%
20260903 $2.85 $2.33 30.3% 18%
20260902 $2.42 $2.42 32.3% 27%
20260901 $2.45 $2.45 33.0% 27%
20260831 $2.48 $2.48 29.8% 14%
20260828 $2.52 $2.52 32.1% 23%
20260827 $2.45 $2.45 31.2% 19%
20260826 $2.55 $2.55 32.9% 26%
20260825 $2.62 $2.62 33.6% 29%
20260824 $2.58 $2.58 34.5% 32%
20260821 $2.67 $3.62 34.4% 32%
20260820 $2.62 $2.05 35.7% 37%
20260819 $2.70 $2.20 33.5% 29%
20260818 $2.75 $2.25 33.2% 27%
20260817 $2.67 $2.10 27.6% 6%
20260814 $2.75 $2.17 28.1% 7%
20260813 $2.73 $2.17 27.2% 4%
20260812 $2.77 $2.30 29.1% 11%
20260811 $2.85 $2.27 29.9% 15%
20260810 $3.80 $3.17 32.4% 24%
20260806 $3.95 $3.20 34.9% 34%
20260805 $3.25 $3.25 34.8% 34%
20260804 $3.15 $3.15 32.8% 26%
20260803 $3.15 $3.15 36.5% 40%
20260731 $3.35 $3.35 35.9% 38%
20260730 $3.40 $3.40 35.9% 38%
20260729 $3.55 $3.55 33.5% 28%
20260728 $3.55 $3.55 36.2% 39%

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.