BKF · Expected Move

iShares MSCI BIC ETF · ETF

The expected move for BKF 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).

BKF 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 BKF Expected Move
30-Day Straddle
$1.57
7-Day Straddle
$0.97
30-Day ATM IV
17.8%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to BKF'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.
BKF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $1.57 $0.97 17.8% 19%
20261008 $1.60 $1.15 16.7% 14%
20261007 $2.70 $1.53 21.2% 35%
20261006 $2.62 $2.08 15.2% 7%
20261005 $2.35 $1.95 23.5% 46%
20261002 $1.95 $1.95 26.4% 60%
20261001 $1.57 $1.57 25.0% 54%
20260930 $1.62 $1.62 24.5% 51%
20260929 $1.62 $1.62 28.6% 71%
20260928 $1.20 $1.20 15.8% 9%
20260925 $1.35 $1.35 18.9% 24%
20260924 $1.27 $1.27 15.9% 10%
20260923 $2.30 $2.30 15.8% 9%
20260922 $2.30 $2.30 17.2% 16%
20260921 $2.33 $2.33 30.3% 79%
20260918 $2.10 $3.40 17.4% 17%
20260917 $2.02 $1.15 22.0% 39%
20260916 $2.52 $2.15 22.4% 41%
20260915 $2.38 $2.00 19.6% 27%
20260914 $1.70 $1.60 13.8% 0%
20260911 $1.30 $0.98 14.6% 3%
20260910 $2.00 $2.15 25.1% 54%
20260909 $2.65 $1.02 27.8% 67%
20260908 $2.65 $1.12 23.0% 44%
20260904 $2.50 $1.05 21.4% 36%
20260903 $2.00 $1.55 19.4% 26%
20260902 $2.00 $2.00 17.5% 17%
20260901 $2.45 $2.45 20.8% 33%
20260831 $2.33 $2.33 17.5% 17%
20260828 $1.50 $1.50 15.7% 8%
20260827 $1.50 $1.50 15.6% 8%
20260826 $2.47 $2.47 17.7% 18%
20260825 $1.85 $1.85 16.6% 13%
20260824 $2.45 $2.45 15.7% 8%
20260821 $2.62 $1.88 21.5% 36%
20260820 $2.58 $2.17 17.8% 18%
20260819 $2.95 $2.00 18.0% 19%
20260818 $2.70 $1.77 22.0% 39%
20260817 $2.50 $2.00 20.2% 30%
20260814 $3.20 $2.33 14.0% 0%
20260813 $3.20 $2.33 17.4% 1%
20260812 $2.40 $2.25 18.2% 5%
20260811 $1.93 $1.45 20.8% 19%
20260810 $2.20 $0.97 17.2% 0%
20260807 — — 18.0% 2%
20260806 $2.27 $1.75 19.5% 9%
20260805 $1.93 $1.93 20.8% 15%
20260804 $1.77 $1.77 17.6% 0%
20260803 $1.90 $1.90 27.6% 40%
20260731 $1.93 $1.93 25.3% 29%
20260730 $2.40 $2.40 26.8% 36%
20260729 $2.12 $2.12 34.0% 71%
20260728 $2.02 $2.02 22.3% 15%
20260727 $2.02 $2.02 21.9% 13%
20260724 $2.23 $2.23 23.7% 21%
20260723 $2.33 $2.33 22.2% 14%
20260722 $2.27 $2.27 19.6% 2%
20260721 $2.23 $2.23 26.5% 35%
20260720 $2.28 $2.28 24.2% 24%
20260716 $2.55 $1.00 26.2% 34%

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.