Global X - CleanTech ETF (CTEC) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
Global X - CleanTech ETF (CTEC) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $31.9M, listed on NASDAQ, carrying a beta of 1.88 to the broader market. The Global X CleanTech ETF (CTEC) seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Indxx Global CleanTech Index. public since 2020-10-29.
Snapshot as of May 15, 2026.
- Spot Price
- $72.14
- Expected Move
- 10.5%
- Implied High
- $79.73
- Implied Low
- $64.55
- Front DTE
- 34 days
As of May 15, 2026, Global X - CleanTech ETF (CTEC) has an expected move of 10.52%, a one-standard-deviation implied price range of roughly $64.55 to $79.73 from the current $72.14. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
CTEC Strategy Sizing to the Expected Move
With Global X - CleanTech ETF pricing an expected move of 10.52% from $72.14, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for CTEC derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $72.14 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 36.7% | 11.2% | $80.22 | $64.06 |
| Jul 17, 2026 | 63 | 36.4% | 15.1% | $83.05 | $61.23 |
| Aug 21, 2026 | 98 | 36.1% | 18.7% | $85.63 | $58.65 |
| Nov 20, 2026 | 189 | 35.8% | 25.8% | $90.72 | $53.56 |
Frequently asked CTEC expected move questions
- What is the current CTEC expected move?
- As of May 15, 2026, Global X - CleanTech ETF (CTEC) has an expected move of 10.52% over the next 34 days, implying a one-standard-deviation price range of $64.55 to $79.73 from the current $72.14. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the CTEC expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is CTEC expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.