Tracking the SWAN expected move helps you see how far Amplify BlackSwan Growth & Treasury Core ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Amplify BlackSwan Growth & Treasury Core ETF'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 SWAN 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 SWAN, 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 SWAN 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 Amplify BlackSwan Growth & Treasury Core ETF is unlikely to go.
The BlackSwan ETF seeks investment results that correspond to the S-Network BlackSwan Core Index (the Index). The Index’s investment strategy seeks uncapped exposure to the S&P 500, while buffering against the possibility of significant losses. Approximately 90% of the ETF will be invested in U.S. Treasury securities, while approximately 10% will be invested in SPY Options in the form of in-the-money calls.
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 SWAN expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Amplify BlackSwan Growth & Treasury Core ETF 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 SWAN.
