STPZ · Expected Move

PIMCO 1-5 Year U.S. TIPS Index Exchange-Traded Fund · ETF

The expected move for STPZ 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).

STPZ 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 STPZ Expected Move
30-Day Straddle
$0.57
7-Day Straddle
$0.57
30-Day ATM IV
6.3%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to STPZ'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.
STPZ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.57 $0.57 6.3% 26%
20261020 $0.57 $0.57 4.7% 4%
20261019 $0.00 $0.00 6.2% 24%
20261016 $0.60 $0.47 4.7% 4%
20261015 $0.57 $0.47 8.3% 53%
20261014 $0.50 $0.45 5.0% 8%
20261013 $0.55 $0.75 5.9% 20%
20261012 $0.57 $0.38 6.1% 23%
20261009 $0.57 $0.40 10.1% 78%
20261008 $0.55 $0.82 10.3% 82%
20261007 $0.57 $0.38 8.8% 60%
20261006 $0.60 $0.42 8.5% 56%
20261005 $0.62 $0.43 8.4% 55%
20261002 $0.45 $0.45 10.0% 77%
20261001 $0.48 $0.48 7.0% 36%
20260930 $0.45 $0.45 10.0% 77%
20260929 $0.88 $0.88 11.7% 100%
20260928 $0.52 $0.52 10.8% 99%
20260925 $0.47 $0.47 9.5% 79%
20260924 $0.55 $0.55 10.9% 100%
20260923 $0.50 $0.50 10.3% 91%
20260922 $0.47 $0.47 10.1% 88%
20260921 $0.47 $0.47 8.3% 60%
20260918 $1.07 $0.40 10.0% 86%
20260917 $0.50 $0.98 10.1% 88%
20260916 $0.53 $0.38 9.5% 80%
20260915 $0.60 $0.50 8.8% 68%
20260914 $0.60 $1.07 8.7% 67%
20260911 $0.60 $0.48 8.4% 62%
20260910 $1.40 $0.62 9.3% 75%
20260909 $0.65 $0.62 8.6% 66%
20260908 $0.70 $0.62 10.0% 87%
20260904 $1.27 $1.23 8.7% 66%
20260903 $0.72 $0.60 8.7% 66%
20260902 $0.65 $0.65 8.2% 58%
20260901 $1.20 $1.20 8.4% 63%
20260831 $0.62 $0.62 6.9% 39%
20260828 $0.62 $0.62 8.2% 59%
20260827 $0.55 $0.55 7.1% 41%
20260826 $1.10 $1.10 6.4% 31%
20260825 $0.60 $0.60 6.6% 35%
20260824 $0.57 $0.57 6.3% 29%
20260821 $0.57 $1.98 5.3% 14%
20260820 $0.62 $0.98 5.1% 12%
20260819 $1.02 $1.00 4.7% 5%
20260818 $0.62 $0.53 7.3% 44%
20260817 $0.62 $0.58 6.8% 38%
20260814 $0.65 $0.58 7.7% 51%
20260813 $0.60 $0.53 7.6% 50%
20260812 $0.62 $0.55 7.1% 42%
20260811 $0.65 $0.60 7.8% 52%
20260810 $0.62 $0.57 8.6% 66%
20260807 — — 6.6% 34%
20260806 $2.97 $0.65 7.6% 50%
20260805 $0.60 $0.60 7.4% 47%
20260804 $0.60 $0.60 8.0% 56%
20260803 $0.62 $0.62 9.3% 76%
20260731 $0.53 $0.53 5.0% 9%
20260730 $0.50 $0.50 5.4% 17%
20260729 $0.68 $0.68 9.4% 77%

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.