UTWO · Expected Move

US Treasury 2 Year Note ETF · ETF

The expected move for UTWO 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).

UTWO 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 UTWO Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$2.08
30-Day ATM IV
10.1%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to UTWO'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.
UTWO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.08 $2.08 10.1% 46%
20261020 $2.10 $2.10 4.4% 7%
20261019 $2.10 $2.10 4.4% 6%
20261016 $1.77 $3.60 4.2% 6%
20261015 $2.15 $2.05 9.7% 43%
20261014 $2.20 $1.02 3.5% 0%
20261013 $2.25 $1.60 4.0% 4%
20261012 $2.27 $1.60 3.6% 1%
20261009 $2.35 $1.60 4.0% 4%
20261008 $2.35 $1.60 4.0% 4%
20261007 $2.35 $1.65 4.4% 6%
20261006 $2.35 $1.10 4.3% 6%
20261005 $2.35 $1.10 10.5% 49%
20261002 $1.10 $1.10 10.7% 50%
20261001 $1.10 $1.10 8.6% 36%
20260930 $1.10 $1.10 5.6% 15%
20260929 $1.10 $1.10 6.4% 21%
20260928 $1.10 $1.10 5.9% 17%
20260925 $2.15 $2.15 8.7% 36%
20260924 $1.60 $1.60 9.9% 45%
20260923 $2.12 $2.12 10.7% 51%
20260922 $2.10 $2.10 4.1% 5%
20260921 $2.10 $2.10 4.0% 4%
20260918 $2.27 $3.73 11.5% 56%
20260917 $2.25 $2.25 3.9% 3%
20260916 $2.25 $2.23 11.2% 53%
20260915 $2.27 $2.25 3.4% 0%
20260914 $2.30 $2.25 11.3% 44%
20260911 $2.30 $2.23 9.0% 25%
20260910 $2.30 $2.20 9.9% 32%
20260909 $2.27 $1.17 7.9% 16%
20260908 $2.27 $2.15 8.0% 17%
20260904 $2.35 $2.15 10.2% 35%
20260903 $2.38 $2.12 8.6% 22%
20260902 $2.17 $2.17 8.5% 21%
20260901 $2.15 $2.15 9.4% 29%
20260831 $2.20 $2.20 8.5% 22%
20260828 $2.15 $2.15 9.5% 30%
20260827 $2.15 $2.15 9.7% 31%
20260826 $2.08 $2.08 9.9% 43%
20260825 $2.08 $2.08 9.9% 43%
20260824 $2.08 $2.08 9.9% 43%
20260821 $1.12 $4.90 9.5% 40%
20260820 $1.92 $1.83 9.3% 39%
20260819 $1.92 $1.85 9.4% 40%
20260818 $1.95 $1.83 9.2% 39%
20260817 $2.02 $1.90 9.0% 37%
20260814 $2.08 $1.93 9.4% 40%
20260813 $2.08 $1.93 9.5% 40%
20260812 $2.05 $1.90 13.9% 72%
20260811 $1.70 $1.90 9.9% 44%
20260810 $1.85 $1.65 9.9% 44%
20260807 — — 10.0% 44%
20260806 $1.90 $1.70 10.1% 45%
20260805 $1.70 $1.70 10.4% 47%
20260804 $0.92 $0.92 10.3% 46%
20260803 $1.73 $1.73 10.3% 47%
20260731 $1.77 $1.77 11.0% 52%
20260730 $1.75 $1.75 10.9% 50%
20260729 $1.55 $1.55 11.8% 57%

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.