SYLD · Expected Move
Cambria Shareholder Yield ETF · ETF
The expected move for SYLD 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).
SYLD 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 SYLD Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
27.0%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to SYLD'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.
SYLD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.00 | $0.00 | 27.0% | 54% |
| 20261021 | $1.65 | $1.65 | 25.8% | 50% |
| 20261020 | $3.50 | $3.50 | 26.3% | 52% |
| 20261019 | $0.00 | $0.00 | 23.8% | 42% |
| 20261016 | $3.55 | $4.90 | 23.7% | 42% |
| 20261015 | $3.75 | $2.42 | 23.0% | 39% |
| 20261014 | $3.85 | $2.50 | 22.2% | 36% |
| 20261013 | $3.80 | $2.58 | 21.4% | 33% |
| 20261012 | $3.85 | $2.65 | 22.1% | 36% |
| 20261009 | $3.95 | $2.70 | 22.3% | 37% |
| 20261008 | $3.85 | $2.60 | 22.6% | 38% |
| 20261007 | $4.10 | $2.75 | 21.8% | 35% |
| 20261006 | $4.10 | $2.83 | 21.7% | 34% |
| 20261005 | $3.95 | $2.77 | 21.5% | 34% |
| 20261002 | $2.98 | $2.98 | 20.5% | 30% |
| 20261001 | $2.92 | $2.92 | 20.4% | 29% |
| 20260930 | $3.00 | $3.00 | 23.5% | 41% |
| 20260929 | $3.08 | $3.08 | 20.1% | 28% |
| 20260928 | $3.17 | $3.17 | 19.7% | 27% |
| 20260925 | $2.23 | $2.23 | 20.5% | 30% |
| 20260924 | $2.33 | $2.33 | 20.7% | 30% |
| 20260923 | $2.42 | $2.42 | 20.8% | 31% |
| 20260922 | $2.98 | $2.98 | 21.6% | 34% |
| 20260921 | $3.20 | $3.20 | 22.5% | 37% |
| 20260918 | $3.60 | $3.88 | 23.7% | 42% |
| 20260917 | $3.70 | $2.65 | 22.6% | 38% |
| 20260916 | $3.55 | $2.65 | 22.3% | 36% |
| 20260915 | $3.95 | $3.10 | 21.9% | 35% |
| 20260914 | $3.90 | $2.95 | 21.4% | 33% |
| 20260911 | $4.00 | $3.08 | 21.5% | 34% |
| 20260910 | $4.15 | $3.20 | 23.4% | 41% |
| 20260909 | $4.15 | $3.25 | 21.6% | 34% |
| 20260908 | $4.00 | $3.03 | 18.2% | 21% |
| 20260904 | $4.10 | $3.08 | 18.8% | 23% |
| 20260903 | $4.10 | $3.20 | 18.5% | 22% |
| 20260902 | $3.12 | $3.12 | 17.3% | 18% |
| 20260901 | $3.25 | $3.25 | 18.2% | 21% |
| 20260831 | $3.25 | $3.25 | 16.3% | 14% |
| 20260828 | $3.45 | $3.45 | 17.2% | 17% |
| 20260827 | $3.35 | $3.35 | 17.8% | 20% |
| 20260826 | $3.40 | $3.40 | 19.1% | 25% |
| 20260825 | $3.55 | $3.55 | 17.0% | 17% |
| 20260824 | $3.45 | $3.45 | 18.4% | 22% |
| 20260821 | $3.45 | $4.40 | 18.6% | 23% |
| 20260820 | $3.45 | $2.88 | 17.2% | 17% |
| 20260819 | $3.55 | $3.05 | 16.3% | 14% |
| 20260818 | $3.65 | $2.98 | 16.5% | 15% |
| 20260817 | $3.60 | $3.05 | 15.9% | 12% |
| 20260814 | $3.70 | $3.08 | 16.9% | 16% |
| 20260813 | $3.60 | $2.85 | 15.1% | 10% |
| 20260812 | $3.65 | $2.67 | 19.5% | 26% |
| 20260811 | $3.30 | $2.48 | 20.8% | 31% |
| 20260810 | $3.50 | $2.50 | 21.1% | 32% |
| 20260807 | — | — | 20.3% | 29% |
| 20260806 | $3.68 | $4.10 | 19.8% | 27% |
| 20260805 | $2.73 | $2.73 | 20.0% | 28% |
| 20260804 | $2.65 | $2.65 | 20.2% | 29% |
| 20260803 | $1.32 | $1.32 | 19.2% | 25% |
| 20260731 | $2.55 | $2.55 | 24.3% | 44% |
| 20260730 | $2.80 | $2.80 | 19.2% | 25% |
More on SYLD
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.