BALT · Expected Move
Innovator Defined Wealth Shield ETF · ETF
The expected move for BALT 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).
BALT 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 BALT Expected Move
30-Day Straddle
$1.10
7-Day Straddle
$1.10
30-Day ATM IV
15.5%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to BALT'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.
BALT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.10 | $1.10 | 15.5% | 20% |
| 20261020 | $1.12 | $1.12 | 15.2% | 19% |
| 20261019 | $1.12 | $1.12 | 14.9% | 18% |
| 20261016 | $1.15 | $2.93 | 14.0% | 16% |
| 20261015 | $1.15 | $0.97 | 14.1% | 16% |
| 20261014 | $1.18 | $1.00 | 13.8% | 15% |
| 20261013 | $1.18 | $1.02 | 13.7% | 15% |
| 20261012 | $1.20 | $1.02 | 13.6% | 15% |
| 20261009 | $1.20 | $1.02 | 14.6% | 17% |
| 20261008 | $1.20 | $2.98 | 14.1% | 16% |
| 20261007 | $1.25 | $1.05 | 14.3% | 16% |
| 20261006 | $1.23 | $1.05 | 14.2% | 16% |
| 20261005 | $1.25 | $1.05 | 12.9% | 13% |
| 20261002 | $1.05 | $1.05 | 12.8% | 13% |
| 20261001 | $1.08 | $1.08 | 15.5% | 20% |
| 20260930 | $1.08 | $1.08 | 14.3% | 16% |
| 20260929 | $1.05 | $1.05 | 11.3% | 9% |
| 20260928 | $1.05 | $1.05 | 11.4% | 9% |
| 20260925 | $1.05 | $1.05 | 12.3% | 11% |
| 20260924 | $1.05 | $1.05 | 13.4% | 14% |
| 20260923 | $1.00 | $1.00 | 10.8% | 7% |
| 20260922 | $1.00 | $1.00 | 11.7% | 10% |
| 20260921 | $1.00 | $1.00 | 12.1% | 11% |
| 20260918 | $1.02 | $3.05 | 19.6% | 30% |
| 20260917 | $1.10 | $1.07 | 11.9% | 10% |
| 20260916 | $1.10 | $1.10 | 10.7% | 7% |
| 20260915 | $1.10 | $1.10 | 9.8% | 5% |
| 20260914 | $1.07 | $1.05 | 10.8% | 7% |
| 20260911 | $1.10 | $1.05 | 13.6% | 15% |
| 20260910 | $1.12 | $1.07 | 8.0% | 0% |
| 20260909 | $1.10 | $1.05 | 24.0% | 40% |
| 20260908 | $1.12 | $1.07 | 9.3% | 0% |
| 20260904 | $1.12 | $1.05 | 10.6% | 3% |
| 20260903 | $1.07 | $1.02 | 11.6% | 6% |
| 20260902 | $1.10 | $1.10 | 12.4% | 8% |
| 20260901 | $1.10 | $1.10 | 11.3% | 5% |
| 20260831 | $1.07 | $1.07 | 12.6% | 9% |
| 20260828 | $0.75 | $0.75 | 13.6% | 11% |
| 20260827 | $1.05 | $1.05 | 12.9% | 10% |
| 20260826 | $1.07 | $1.07 | 11.9% | 7% |
| 20260825 | $1.10 | $1.10 | 10.6% | 3% |
| 20260824 | $1.12 | $1.12 | 11.8% | 7% |
| 20260821 | $1.15 | $0.93 | 11.4% | 5% |
| 20260820 | $1.15 | $0.93 | 9.9% | 1% |
| 20260819 | $1.15 | $1.15 | 11.5% | 6% |
| 20260818 | $1.15 | $1.20 | 11.5% | 6% |
| 20260817 | $1.23 | $1.20 | 9.4% | 0% |
| 20260814 | $1.23 | $1.20 | 10.9% | 1% |
| 20260813 | $1.23 | $1.20 | 11.1% | 2% |
| 20260812 | $1.20 | $1.15 | 10.4% | 0% |
| 20260811 | $1.20 | $1.15 | 15.7% | 13% |
| 20260810 | $1.80 | $1.62 | 32.6% | 62% |
| 20260806 | $3.27 | $3.17 | 43.3% | 93% |
| 20260805 | $1.68 | $1.68 | 43.6% | 94% |
| 20260804 | $1.68 | $1.68 | 43.7% | 94% |
| 20260803 | $1.73 | $1.73 | 42.9% | 48% |
| 20260731 | $1.70 | $1.70 | 43.1% | 49% |
| 20260730 | $1.67 | $1.67 | 34.9% | 36% |
| 20260729 | $1.73 | $1.73 | 45.9% | 53% |
| 20260728 | $1.75 | $1.75 | 33.5% | 34% |
More on BALT
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