BALI · Expected Move
iShares U.S. Large Cap Premium Income Active ETF · ETF
The expected move for BALI 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).
BALI 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 BALI Expected Move
30-Day Straddle
$5.58
7-Day Straddle
$5.58
30-Day ATM IV
89.1%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to BALI'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.
BALI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.58 | $5.58 | 89.1% | 100% |
| 20261021 | $0.78 | $0.78 | 48.9% | 100% |
| 20261020 | $0.53 | $0.53 | 16.4% | 4% |
| 20261019 | $0.00 | $0.00 | 16.6% | 4% |
| 20261016 | $1.42 | $5.08 | 16.2% | 3% |
| 20261015 | $1.45 | $0.97 | 16.0% | 2% |
| 20261014 | $1.38 | $0.93 | 15.4% | 0% |
| 20261013 | $1.45 | $0.93 | 16.1% | 3% |
| 20261012 | $1.43 | $0.70 | 16.1% | 2% |
| 20261009 | $1.45 | $0.93 | 17.4% | 7% |
| 20261008 | $1.55 | $0.95 | 18.2% | 7% |
| 20261007 | $1.50 | $0.95 | 17.9% | 7% |
| 20261006 | $1.50 | $0.93 | 18.0% | 7% |
| 20261005 | $1.57 | $0.97 | 18.2% | 7% |
| 20261002 | $1.10 | $1.10 | 21.9% | 16% |
| 20261001 | $1.18 | $1.18 | 26.7% | 27% |
| 20260930 | $1.27 | $1.27 | 23.8% | 20% |
| 20260929 | $1.23 | $1.23 | 24.9% | 23% |
| 20260928 | $1.25 | $1.25 | 24.1% | 21% |
| 20260925 | $1.23 | $1.23 | 21.2% | 14% |
| 20260924 | $1.30 | $1.30 | 24.8% | 22% |
| 20260923 | $1.20 | $1.20 | 24.2% | 21% |
| 20260922 | $1.18 | $1.18 | 19.8% | 11% |
| 20260921 | $0.97 | $0.97 | 21.9% | 16% |
| 20260918 | $1.27 | $5.58 | 30.9% | 31% |
| 20260917 | $1.35 | $1.00 | 31.6% | 33% |
| 20260916 | $1.30 | $0.97 | 39.1% | 45% |
| 20260915 | $1.40 | $1.05 | 35.1% | 38% |
| 20260914 | $1.40 | $1.10 | 31.6% | 31% |
| 20260911 | $1.45 | $1.15 | 27.8% | 24% |
| 20260910 | $1.50 | $1.05 | 33.0% | 34% |
| 20260909 | $1.45 | $1.20 | 28.6% | 25% |
| 20260908 | $1.52 | $1.15 | 24.9% | 18% |
| 20260904 | $1.42 | $5.62 | 21.4% | 12% |
| 20260903 | $5.88 | $5.65 | 19.9% | 9% |
| 20260902 | $1.20 | $1.20 | 23.7% | 16% |
| 20260901 | $0.95 | $0.95 | 24.8% | 18% |
| 20260831 | $5.70 | $5.70 | 19.3% | 7% |
| 20260828 | $5.65 | $5.65 | 19.1% | 7% |
| 20260827 | $5.70 | $5.70 | 19.4% | 8% |
| 20260826 | $5.75 | $5.75 | 19.6% | 8% |
| 20260825 | $1.18 | $1.18 | 19.4% | 8% |
| 20260824 | $1.33 | $1.33 | 19.6% | 8% |
| 20260821 | $1.35 | $5.55 | 17.7% | 5% |
| 20260820 | $1.27 | $0.97 | 17.6% | 4% |
| 20260819 | $1.30 | $0.90 | 17.9% | 5% |
| 20260818 | $1.38 | $0.95 | 17.7% | 5% |
| 20260817 | $1.35 | $0.95 | 17.0% | 3% |
| 20260814 | $1.40 | $1.00 | 15.5% | 0% |
| 20260813 | $1.40 | $0.72 | 15.4% | 0% |
| 20260812 | $1.45 | $1.02 | 16.0% | 0% |
| 20260811 | $1.45 | $0.72 | 15.8% | 0% |
| 20260810 | $2.38 | $1.50 | 44.1% | 49% |
| 20260806 | $2.47 | $5.55 | 29.9% | 19% |
| 20260805 | $1.57 | $1.57 | 31.4% | 22% |
| 20260804 | $1.60 | $1.60 | 33.5% | 26% |
| 20260803 | $1.95 | $1.95 | 30.0% | 19% |
| 20260731 | $2.02 | $2.02 | 27.8% | 14% |
| 20260730 | $2.05 | $2.05 | 24.8% | 8% |
| 20260729 | $2.10 | $2.10 | 24.1% | 6% |
More on BALI
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.