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State Street SPDR Portfolio S&P SPYG 111.17 -6.8 -5.76%

Previous-day view · Thu Nov 5 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 05, 2026 close · $111.30
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$1.79 $109.51 – $113.09 $109.15 – $113.45 $107.45 – $115.15
2 sessions ±2.2% ±$2.49 $108.81 – $113.79 $108.27 – $114.33 $105.92 – $116.68
3 sessions ±2.8% ±$3.14 $108.16 – $114.44 $107.55 – $115.05 $104.61 – $117.99
1 week ±3.6% ±$4.00 $107.30 – $115.30 $106.41 – $116.19 $102.80 – $119.80
2 weeks ±5.0% ±$5.60 $105.70 – $116.90 $104.37 – $118.23 $99.35 – $123.25
3 weeks ±5.9% ±$6.56 $104.74 – $117.86 $103.15 – $119.45 $97.45 – $125.15
1 month ±6.7% ±$7.42 $103.88 – $118.72 $102.03 – $120.57 $95.56 – $127.04
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.