SVOL · Expected Move
Simplify Volatility Premium ETF · ETF
The expected move for SVOL 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).
SVOL 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 SVOL Expected Move
30-Day Straddle
$0.73
7-Day Straddle
$0.73
30-Day ATM IV
38.2%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to SVOL'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.
SVOL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.73 | $0.73 | 38.2% | 36% |
| 20261021 | $0.65 | $0.65 | 28.4% | 24% |
| 20261020 | $0.73 | $0.73 | — | — |
| 20261019 | $0.68 | $0.68 | 78.1% | 89% |
| 20261016 | $7.90 | $1.05 | — | — |
| 20261015 | $0.65 | $7.88 | — | — |
| 20261014 | $1.18 | $0.35 | — | — |
| 20261013 | $0.45 | $0.28 | 75.6% | 85% |
| 20261012 | $0.72 | $7.80 | 22.1% | 15% |
| 20261009 | $3.10 | $2.77 | 73.5% | 83% |
| 20261008 | $0.70 | $0.45 | 40.7% | 40% |
| 20261007 | $3.05 | $0.50 | 52.2% | 55% |
| 20261006 | $2.58 | $0.38 | 57.4% | 62% |
| 20261005 | $1.18 | $3.83 | 43.1% | 43% |
| 20261002 | $4.40 | $4.40 | 51.1% | 53% |
| 20261001 | $0.55 | $0.55 | 35.8% | 33% |
| 20260930 | $2.35 | $2.35 | 43.0% | 43% |
| 20260929 | $0.42 | $0.42 | 58.9% | 63% |
| 20260928 | $0.90 | $0.90 | 42.0% | 41% |
| 20260925 | $0.50 | $0.50 | 31.7% | 28% |
| 20260924 | $2.88 | $2.88 | 36.0% | 34% |
| 20260923 | $0.53 | $0.53 | 23.0% | 17% |
| 20260922 | $0.80 | $0.80 | — | — |
| 20260921 | $0.62 | $0.62 | 36.6% | 34% |
| 20260918 | $0.85 | $0.30 | 37.3% | 35% |
| 20260917 | $0.45 | $7.70 | — | — |
| 20260916 | $3.20 | $0.90 | 60.1% | 65% |
| 20260915 | $0.65 | $0.35 | 25.8% | 20% |
| 20260914 | $3.12 | $2.60 | 82.9% | 95% |
| 20260911 | $0.70 | $0.35 | 23.1% | 17% |
| 20260910 | $0.73 | $0.95 | 21.7% | 15% |
| 20260909 | $8.12 | $0.45 | 20.9% | 14% |
| 20260908 | $1.05 | $0.45 | 28.5% | 24% |
| 20260904 | $0.82 | $0.90 | 35.3% | 33% |
| 20260903 | $0.62 | $0.40 | 42.1% | 42% |
| 20260902 | $2.48 | $2.48 | 39.8% | 39% |
| 20260901 | $0.55 | $0.55 | 51.4% | 54% |
| 20260831 | $0.95 | $0.95 | 28.8% | 24% |
| 20260828 | $7.95 | $7.95 | 44.2% | 44% |
| 20260827 | $7.67 | $7.67 | 33.5% | 30% |
| 20260826 | $0.60 | $0.60 | 31.1% | 27% |
| 20260825 | $0.68 | $0.68 | 25.1% | 19% |
| 20260824 | $0.80 | $0.80 | 27.1% | 22% |
| 20260821 | $1.35 | $0.48 | 23.1% | 17% |
| 20260820 | $0.85 | $8.05 | — | — |
| 20260819 | $0.78 | $0.45 | — | — |
| 20260818 | $0.78 | $0.45 | — | — |
| 20260817 | $1.08 | $0.47 | 23.4% | 17% |
| 20260814 | $0.82 | $1.10 | 28.7% | 24% |
| 20260813 | $1.02 | $0.98 | 20.8% | 14% |
| 20260812 | $0.57 | $0.33 | 16.2% | 8% |
| 20260811 | $0.62 | $0.28 | 13.3% | 4% |
| 20260810 | $0.68 | $0.38 | 15.5% | 7% |
| 20260807 | — | — | 13.6% | 4% |
| 20260806 | $0.70 | $2.55 | 42.4% | 42% |
| 20260805 | $2.25 | $2.25 | 41.8% | 41% |
| 20260804 | $7.80 | $7.80 | 13.3% | 4% |
| 20260803 | $0.42 | $0.42 | 13.1% | 4% |
| 20260731 | $1.38 | $1.38 | — | — |
| 20260730 | $7.92 | $7.92 | — | — |
More on SVOL
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.