XRMI · Expected Move

Global X S&P 500 Risk Managed Income ETF · ETF

The expected move for XRMI 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).

XRMI 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 XRMI Expected Move
30-Day Straddle
$1.82
7-Day Straddle
$1.67
30-Day ATM IV
17.5%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to XRMI'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.
XRMI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $1.82 $1.67 17.5% 2%
20261008 $1.85 $1.67 19.4% 3%
20261007 $1.88 $1.67 13.9% 0%
20261006 $1.88 $1.65 18.3% 2%
20261005 $1.90 $1.65 19.4% 2%
20261002 $0.70 $0.70 16.3% 1%
20261001 $1.62 $1.62 33.4% 10%
20260930 $1.62 $1.62 44.7% 17%
20260929 $1.68 $1.68 74.0% 33%
20260928 $1.65 $1.65 38.4% 13%
20260925 $1.68 $1.68 102.7% 49%
20260924 $1.57 $1.57 133.9% 66%
20260923 $1.60 $1.60 38.6% 13%
20260922 $1.62 $1.62 34.7% 11%
20260921 $1.62 $1.62 111.4% 54%
20260918 $5.75 $5.47 — —
20260917 $1.68 $1.65 26.1% 6%
20260916 $1.62 $1.55 37.2% 12%
20260915 $1.68 $1.62 30.8% 9%
20260914 $1.70 $1.62 29.1% 8%
20260911 $1.77 $1.67 25.6% 6%
20260910 $1.70 $1.60 35.6% 11%
20260909 $1.73 $1.67 97.3% 46%
20260908 $1.77 $1.67 90.1% 42%
20260904 $1.85 $1.67 24.6% 5%
20260903 $1.85 $1.67 24.3% 5%
20260902 $1.65 $1.65 85.0% 39%
20260901 $1.65 $1.65 33.0% 10%
20260831 $1.67 $1.67 72.1% 32%
20260828 $1.70 $1.70 28.1% 7%
20260827 $1.62 $1.62 111.1% 54%
20260826 $1.60 $1.60 116.6% 57%
20260825 $1.57 $1.57 97.5% 46%
20260824 $1.57 $1.57 35.8% 12%
20260821 $1.67 $5.97 116.8% 57%
20260820 $1.67 $1.67 35.7% 12%
20260819 $1.65 $1.65 27.1% 7%
20260818 $1.67 $1.65 26.7% 7%
20260817 $1.67 $1.65 30.7% 9%
20260814 $1.73 $1.67 111.9% 54%
20260813 $1.73 $1.65 21.3% 4%
20260812 $1.70 $1.62 28.7% 8%
20260811 $1.32 $1.27 34.3% 11%
20260810 $1.48 $5.75 194.0% 100%
20260807 — — 24.4% 7%
20260806 $10.00 $10.00 17.7% 2%
20260805 $1.33 $1.33 24.4% 7%
20260804 $1.30 $1.30 96.8% 57%
20260803 $1.30 $1.30 86.7% 50%
20260731 $1.32 $1.32 26.1% 8%
20260730 $1.20 $1.20 117.9% 72%
20260729 $1.27 $1.27 30.9% 11%
20260728 $1.32 $1.32 35.5% 14%
20260727 $1.30 $1.30 27.8% 9%
20260724 $1.32 $1.32 91.2% 53%
20260723 $1.32 $1.32 112.1% 68%
20260722 $1.38 $1.38 115.3% 70%
20260721 $1.35 $1.35 24.0% 6%
20260720 $1.38 $1.38 115.2% 70%
20260716 $5.80 $10.00 16.0% 1%

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.