AOR · Expected Move

iShares Core 60/40 Balanced Allocation ETF · ETF

The expected move for AOR 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).

AOR straddle price & implied vol

60 sessions

Bars: 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 AOR Expected Move
30-Day Straddle
$1.65
7-Day Straddle
$1.65
30-Day ATM IV
12.6%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to AOR'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.
AOR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.65 $1.65 12.6% 8%
20261020 $1.95 $1.95 12.1% 5%
20261019 $1.93 $1.93 11.4% 2%
20261016 $1.97 $3.15 11.4% 2%
20261015 $1.75 $1.17 11.6% 3%
20261014 $2.00 $1.18 11.0% 0%
20261013 $1.83 $1.18 12.0% 4%
20261012 $1.80 $1.20 11.8% 4%
20261009 $1.85 $1.20 12.6% 8%
20261008 $3.50 $1.30 13.2% 11%
20261007 $1.90 $1.25 13.5% 12%
20261006 $2.05 $1.30 13.6% 13%
20261005 $1.95 $1.27 13.9% 15%
20261002 $1.32 $1.32 13.0% 10%
20261001 $1.55 $1.55 12.4% 7%
20260930 $1.50 $1.50 11.9% 4%
20260929 $1.50 $1.50 12.4% 7%
20260928 $1.50 $1.50 12.1% 5%
20260925 $1.65 $1.65 11.8% 3%
20260924 $1.57 $1.57 11.7% 3%
20260923 $1.38 $1.38 11.1% 0%
20260922 $1.57 $1.57 12.6% 4%
20260921 $1.58 $1.58 11.8% 0%
20260918 $1.75 $5.00 13.6% 3%
20260917 $1.85 $1.20 15.9% 17%
20260916 $1.70 $1.18 14.1% 6%
20260915 $1.93 $1.35 13.2% 1%
20260914 $1.80 $1.25 13.0% 0%
20260911 $1.98 $1.48 16.4% 17%
20260910 $2.02 $1.45 16.2% 16%
20260909 $2.12 $1.48 15.0% 9%
20260908 $1.98 $1.55 15.1% 9%
20260904 $2.02 $1.55 15.7% 13%
20260903 $2.00 $1.32 15.7% 13%
20260902 $1.60 $1.60 17.1% 22%
20260901 $1.67 $1.67 18.1% 27%
20260831 $1.60 $1.60 18.1% 28%
20260828 $1.62 $1.62 19.4% 35%
20260827 $1.70 $1.70 17.8% 26%
20260826 $1.77 $1.77 20.3% 41%
20260825 $1.77 $1.77 19.3% 35%
20260824 $1.80 $1.80 20.7% 43%
20260821 $1.80 $3.17 21.6% 49%
20260820 $1.80 $1.15 22.3% 53%
20260819 $1.82 $1.17 22.4% 54%
20260818 $1.83 $1.27 22.1% 52%
20260817 $1.85 $1.25 20.3% 41%
20260814 $1.90 $1.30 18.8% 32%
20260813 $1.90 $1.35 16.5% 18%
20260812 $1.98 $1.38 19.9% 39%
20260811 $1.93 $1.43 20.9% 44%
20260810 $2.62 $2.05 23.0% 57%
20260807 — — 20.6% 43%
20260806 $2.67 $2.15 22.3% 53%
20260805 $2.20 $2.20 22.3% 53%
20260804 $2.05 $2.05 21.2% 47%
20260803 $2.02 $2.02 27.1% 83%
20260731 $2.15 $2.15 23.7% 62%
20260730 $2.33 $2.33 23.7% 62%
20260729 $2.27 $2.27 21.3% 47%

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.