Tracking the ATMP expected move helps you see how far iPath Select MLP ETN's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. iPath Select MLP ETN's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the ATMP expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For ATMP, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The ATMP expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks iPath Select MLP ETN is unlikely to go.
The iPath Select MLP ETNs are linked to the performance of the Volume-Weighting Average Price level of the CIBC Atlas Select MLP Index. The ETNs are unsecured debt obligations of Barclays Bank PLC and have no principal protection. They provide exposure to a basket of midstream U.S. and Canadian master limited partnerships, limited liability companies, and corporations in the Energy and Gas Utilities sectors.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the ATMP expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The iPath Select MLP ETN expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about ATMP.
