USPX · Expected Move
Franklin U.S. Equity Index ETF · ETF
The expected move for USPX 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).
USPX 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 USPX Expected Move
30-Day Straddle
$2.85
7-Day Straddle
$2.85
30-Day ATM IV
31.7%
IV Rank
86%
Implied one-standard-deviation move through the next 30 days. Compare to USPX'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.
USPX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.85 | $2.85 | 31.7% | 86% |
| 20261021 | $2.75 | $2.75 | 27.8% | 61% |
| 20261020 | $2.80 | $2.80 | 31.0% | 81% |
| 20261019 | $2.95 | $2.95 | 31.9% | 86% |
| 20261016 | $2.85 | $3.42 | 28.7% | 66% |
| 20261015 | $2.97 | $2.12 | 26.0% | 50% |
| 20261014 | $3.05 | $2.08 | 27.3% | 58% |
| 20261013 | $3.12 | $2.12 | 22.8% | 30% |
| 20261012 | $3.98 | $2.15 | 22.4% | 28% |
| 20261009 | $4.00 | $2.15 | 24.3% | 39% |
| 20261008 | $3.20 | $2.22 | 24.4% | 40% |
| 20261007 | $3.20 | $2.25 | 28.8% | 67% |
| 20261006 | $3.40 | $2.38 | 23.5% | 34% |
| 20261005 | $3.30 | $2.25 | 28.5% | 66% |
| 20261002 | $2.42 | $2.42 | 26.2% | 51% |
| 20261001 | $2.47 | $2.47 | 28.0% | 62% |
| 20260930 | $2.50 | $2.50 | 27.2% | 57% |
| 20260929 | $2.52 | $2.52 | 27.4% | 59% |
| 20260928 | $2.52 | $2.52 | 26.0% | 50% |
| 20260925 | $2.48 | $2.48 | 25.6% | 47% |
| 20260924 | $2.62 | $2.62 | 22.4% | 27% |
| 20260923 | $2.58 | $2.58 | 20.6% | 16% |
| 20260922 | $2.58 | $2.58 | 20.6% | 16% |
| 20260921 | $2.45 | $2.45 | 18.0% | 0% |
| 20260918 | $2.55 | $3.62 | 20.3% | 8% |
| 20260917 | $2.65 | $1.95 | 19.9% | 6% |
| 20260916 | $2.62 | $2.17 | 19.4% | 2% |
| 20260915 | $2.90 | $2.28 | 19.4% | 3% |
| 20260914 | $2.85 | $2.17 | 19.0% | 0% |
| 20260911 | $2.88 | $2.25 | 22.6% | 0% |
| 20260910 | $3.08 | $2.42 | 23.5% | 0% |
| 20260909 | $3.00 | $2.38 | 27.0% | 24% |
| 20260908 | $2.98 | $2.33 | 30.3% | 59% |
| 20260904 | $3.08 | $2.40 | 26.4% | 17% |
| 20260903 | $3.00 | $2.23 | 25.7% | 9% |
| 20260902 | $2.45 | $2.45 | 30.8% | 65% |
| 20260901 | $2.47 | $2.47 | 31.1% | 68% |
| 20260831 | $2.50 | $2.50 | 30.4% | 60% |
| 20260828 | $2.52 | $2.52 | 29.5% | 51% |
| 20260827 | $2.55 | $2.55 | 29.6% | 52% |
| 20260826 | $2.65 | $2.65 | 31.3% | 59% |
| 20260825 | $2.67 | $2.67 | 31.4% | 59% |
| 20260824 | $2.67 | $2.67 | 30.9% | 55% |
| 20260821 | $2.67 | $5.00 | 31.7% | 62% |
| 20260820 | $2.67 | $1.83 | 32.1% | 66% |
| 20260819 | $2.75 | $2.00 | 29.9% | 45% |
| 20260818 | $2.83 | $2.02 | 30.3% | 44% |
| 20260817 | $2.78 | $2.00 | 27.2% | 19% |
| 20260814 | $2.88 | $2.05 | 26.9% | 17% |
| 20260813 | $2.90 | $2.08 | 26.5% | 14% |
| 20260812 | $2.95 | $2.17 | 26.2% | 11% |
| 20260811 | $3.08 | $2.15 | 30.1% | 43% |
| 20260810 | $4.10 | $3.17 | 29.5% | 38% |
| 20260806 | $4.35 | $3.45 | 30.0% | 42% |
| 20260805 | $3.23 | $3.23 | 31.5% | 54% |
| 20260804 | $3.20 | $3.20 | 28.8% | 32% |
| 20260803 | $3.25 | $3.25 | 33.3% | 69% |
| 20260731 | $3.50 | $3.50 | 31.7% | 56% |
| 20260730 | $3.60 | $3.60 | 31.1% | 51% |
| 20260729 | $3.50 | $3.50 | 31.9% | 57% |
More on USPX
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.