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State Street SPDR Portfolio S&P SPYM 90.25 1.47 1.66%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $90.22
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±0.6% ±$0.56 $89.65 – $90.78 $89.54 – $90.89 $89.00 – $91.43
2 sessions ±0.9% ±$0.78 $89.43 – $91.00 $89.26 – $91.17 $88.52 – $91.91
3 sessions ±1.1% ±$0.99 $89.22 – $91.21 $89.03 – $91.40 $88.10 – $92.33
1 week ±1.4% ±$1.27 $88.95 – $91.48 $88.67 – $91.76 $87.54 – $92.89
2 weeks ±2.0% ±$1.77 $88.45 – $91.98 $88.03 – $92.40 $86.44 – $93.99
3 weeks ±2.5% ±$2.30 $87.91 – $92.52 $87.36 – $93.07 $85.34 – $95.09
1 month ±3.2% ±$2.88 $87.33 – $93.10 $86.62 – $93.81 $84.10 – $96.33
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.