BAI · Expected Move
iShares A.I. Innovation and Tech Active ETF · ETF
The expected move for BAI 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).
BAI 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 BAI Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
74.0%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to BAI'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.
BAI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 74.0% | 100% |
| 20261020 | $2.15 | $2.15 | 54.9% | 63% |
| 20261019 | $0.00 | $0.00 | 39.3% | 21% |
| 20261016 | $4.67 | $5.15 | 43.6% | 33% |
| 20261015 | $4.58 | $1.57 | 40.9% | 25% |
| 20261014 | $4.75 | $2.40 | 42.7% | 30% |
| 20261013 | $4.65 | $1.95 | 38.3% | 18% |
| 20261012 | $4.83 | $1.95 | 47.8% | 44% |
| 20261009 | $5.10 | $2.12 | 39.9% | 22% |
| 20261008 | $5.28 | $2.40 | 42.9% | 31% |
| 20261007 | $5.17 | $2.15 | 39.4% | 21% |
| 20261006 | $5.38 | $2.23 | 39.5% | 22% |
| 20261005 | $5.65 | $2.38 | 40.1% | 23% |
| 20261002 | $2.70 | $2.70 | 40.6% | 25% |
| 20261001 | $2.85 | $2.85 | 45.2% | 37% |
| 20260930 | $2.97 | $2.97 | 40.5% | 24% |
| 20260929 | $3.10 | $3.10 | 40.8% | 25% |
| 20260928 | $3.15 | $3.15 | 40.4% | 24% |
| 20260925 | $3.65 | $3.65 | 40.9% | 25% |
| 20260924 | $3.02 | $3.02 | 38.2% | 18% |
| 20260923 | $3.70 | $3.70 | 42.2% | 29% |
| 20260922 | $3.75 | $3.75 | 43.0% | 31% |
| 20260921 | $4.10 | $4.10 | 41.6% | 27% |
| 20260918 | $2.92 | $9.65 | 31.5% | 0% |
| 20260917 | $4.53 | $0.80 | 43.6% | 30% |
| 20260916 | $3.90 | $0.95 | 40.5% | 21% |
| 20260915 | $3.75 | $1.88 | 37.6% | 13% |
| 20260914 | $3.97 | $1.95 | 38.0% | 14% |
| 20260911 | $4.15 | $2.33 | 38.0% | 14% |
| 20260910 | $4.03 | $1.97 | 36.9% | 11% |
| 20260909 | $4.28 | $2.58 | 39.4% | 18% |
| 20260908 | $4.60 | $2.67 | 41.2% | 23% |
| 20260904 | $4.42 | $2.75 | 40.4% | 21% |
| 20260903 | $4.35 | $1.83 | 35.0% | 6% |
| 20260902 | $2.20 | $2.20 | 38.9% | 19% |
| 20260901 | $3.52 | $3.52 | 49.4% | 47% |
| 20260831 | $2.88 | $2.88 | 35.6% | 10% |
| 20260828 | $3.22 | $3.22 | 38.4% | 17% |
| 20260827 | $3.40 | $3.40 | 39.4% | 20% |
| 20260826 | $3.90 | $3.90 | 40.4% | 23% |
| 20260825 | $3.85 | $3.85 | 42.4% | 28% |
| 20260824 | $3.50 | $3.50 | 39.9% | 21% |
| 20260821 | $4.22 | $9.50 | 41.8% | 26% |
| 20260820 | $4.05 | $1.50 | 42.6% | 29% |
| 20260819 | $4.50 | $1.32 | 53.6% | 59% |
| 20260818 | $4.38 | $1.30 | 40.9% | 24% |
| 20260817 | $4.60 | $1.68 | 40.1% | 22% |
| 20260814 | $4.50 | $1.55 | 38.5% | 18% |
| 20260813 | $4.42 | $1.60 | 37.9% | 16% |
| 20260812 | $4.62 | $1.95 | 39.3% | 20% |
| 20260811 | $5.25 | $2.25 | 43.3% | 30% |
| 20260810 | $4.90 | $2.35 | 45.4% | 36% |
| 20260807 | — | — | 44.8% | 35% |
| 20260806 | $6.42 | $3.45 | 54.9% | 62% |
| 20260805 | $3.80 | $3.80 | 46.1% | 38% |
| 20260804 | $3.45 | $3.45 | 47.3% | 42% |
| 20260803 | $3.62 | $3.62 | 50.9% | 51% |
| 20260731 | $4.45 | $4.45 | 58.7% | 73% |
| 20260730 | $5.15 | $5.15 | 57.6% | 70% |
| 20260729 | $4.58 | $4.58 | 56.6% | 67% |
More on BAI
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.