AGZ · Expected Move
iShares Agency Bond ETF · ETF
The expected move for AGZ is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
AGZ straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current AGZ Expected Move
30-Day Straddle
$3.10
7-Day Straddle
$3.10
30-Day ATM IV
16.4%
IV Rank
72%
Implied one-standard-deviation move through the next 30 days. Compare to AGZ's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
AGZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.10 | $3.10 | 16.4% | 72% |
| 20261020 | $3.10 | $3.10 | 17.2% | 82% |
| 20261019 | $3.10 | $3.10 | 16.2% | 68% |
| 20261016 | $3.25 | $2.80 | 16.1% | 67% |
| 20261015 | $3.35 | $2.75 | 15.5% | 58% |
| 20261014 | $3.42 | $2.75 | 15.5% | 58% |
| 20261013 | $3.42 | $2.95 | 15.3% | 54% |
| 20261012 | $3.40 | $2.83 | 14.7% | 46% |
| 20261009 | $3.50 | $2.88 | 16.5% | 73% |
| 20261008 | $3.60 | $2.97 | 16.7% | 75% |
| 20261007 | $3.55 | $2.97 | 16.5% | 72% |
| 20261006 | $3.60 | $2.88 | 16.5% | 73% |
| 20261005 | $3.65 | $2.92 | 16.4% | 70% |
| 20261002 | $3.00 | $3.00 | 16.4% | 71% |
| 20261001 | $3.08 | $3.08 | 16.9% | 78% |
| 20260930 | $3.12 | $3.12 | 17.4% | 86% |
| 20260929 | $3.00 | $3.00 | 17.7% | 90% |
| 20260928 | $3.05 | $3.05 | 17.7% | 91% |
| 20260925 | $2.95 | $2.95 | 18.1% | 95% |
| 20260924 | $3.12 | $3.12 | 15.3% | 55% |
| 20260923 | $3.08 | $3.08 | 15.6% | 58% |
| 20260922 | $3.08 | $3.08 | 16.4% | 71% |
| 20260921 | $3.10 | $3.10 | 16.3% | 70% |
| 20260918 | $3.40 | $3.23 | 16.7% | 75% |
| 20260917 | $3.45 | $3.33 | 16.5% | 72% |
| 20260916 | $3.40 | $3.15 | 16.0% | 65% |
| 20260915 | $3.50 | $3.20 | 15.8% | 62% |
| 20260914 | $3.55 | $3.35 | 15.7% | 60% |
| 20260911 | $3.60 | $3.35 | 16.1% | 67% |
| 20260910 | $3.60 | $3.33 | 15.4% | 56% |
| 20260909 | $3.55 | $3.15 | 13.2% | 24% |
| 20260908 | $3.60 | $3.17 | 13.4% | 26% |
| 20260904 | $3.75 | $3.23 | 13.4% | 27% |
| 20260903 | $3.85 | $3.23 | 13.7% | 31% |
| 20260902 | $3.25 | $3.25 | 13.4% | 26% |
| 20260901 | $3.25 | $3.25 | 13.3% | 24% |
| 20260831 | $3.30 | $3.30 | 13.7% | 30% |
| 20260828 | $3.38 | $3.38 | 13.8% | 32% |
| 20260827 | $3.10 | $3.10 | 13.6% | 29% |
| 20260826 | $3.12 | $3.12 | 13.6% | 29% |
| 20260825 | $3.05 | $3.05 | 13.3% | 25% |
| 20260824 | $3.08 | $3.08 | 13.5% | 12% |
| 20260821 | $3.25 | $4.35 | 13.8% | 13% |
| 20260820 | $3.15 | $2.90 | 13.5% | 12% |
| 20260819 | $3.00 | $2.75 | 13.4% | 11% |
| 20260818 | $3.10 | $2.97 | 13.4% | 9% |
| 20260817 | $3.30 | $3.08 | 13.2% | 8% |
| 20260814 | $3.40 | $3.10 | 14.1% | 12% |
| 20260813 | $3.30 | $3.05 | 13.9% | 12% |
| 20260812 | $3.50 | $3.25 | 14.3% | 14% |
| 20260811 | $3.25 | $3.25 | 14.4% | 14% |
| 20260810 | $2.85 | $2.45 | 14.5% | 14% |
| 20260806 | $2.92 | $2.50 | 14.7% | 16% |
| 20260805 | $2.55 | $2.55 | 14.9% | 17% |
| 20260804 | $2.55 | $2.55 | 15.0% | 17% |
| 20260803 | $2.55 | $2.55 | 14.2% | 13% |
| 20260731 | $2.60 | $2.60 | 15.3% | 19% |
| 20260730 | $2.58 | $2.58 | 14.9% | 17% |
| 20260729 | $2.58 | $2.58 | 15.0% | 17% |
| 20260728 | $2.55 | $2.55 | 15.2% | 18% |
More on AGZ
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.