BLCV · Expected Move

iShares Large Cap Value Active ETF · ETF

The expected move for BLCV 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).

BLCV 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 BLCV Expected Move
30-Day Straddle
$2.00
7-Day Straddle
$2.00
30-Day ATM IV
11.8%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to BLCV'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.
BLCV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.00 $2.00 11.8% 0%
20261021 $1.92 $1.92 11.7% 0%
20261020 $1.92 $1.92 12.4% 2%
20261019 $1.92 $1.92 12.5% 2%
20261016 $1.92 $3.20 12.1% 1%
20261015 $1.98 $1.48 11.7% 0%
20261014 $2.10 $1.55 17.6% 0%
20261013 $2.12 $1.62 19.5% 3%
20261012 $2.15 $1.62 18.4% 0%
20261009 $2.10 $1.55 25.6% 8%
20261008 $2.15 $1.57 25.9% 9%
20261007 $2.17 $1.62 23.8% 2%
20261006 $2.20 $1.62 25.9% 9%
20261005 $2.17 $1.65 23.2% 0%
20261002 $1.83 $1.83 31.8% 24%
20261001 $1.77 $1.77 25.2% 2%
20260930 $1.83 $1.83 34.5% 31%
20260929 $1.77 $1.77 24.6% 0%
20260928 $1.75 $1.75 30.9% 10%
20260925 $1.70 $1.70 28.9% 3%
20260924 $1.73 $1.73 28.1% 0%
20260923 $1.70 $1.70 30.4% 5%
20260922 $1.80 $1.80 46.9% 63%
20260921 $1.82 $1.82 29.0% 0%
20260918 $1.92 $5.00 54.3% 89%
20260917 $1.98 $1.60 51.3% 78%
20260916 $1.88 $1.60 33.3% 13%
20260915 $2.08 $1.77 47.3% 64%
20260914 $2.02 $1.75 32.1% 9%
20260911 $2.12 $1.80 33.7% 15%
20260910 $2.25 $1.88 33.9% 15%
20260909 $2.17 $1.90 32.8% 11%
20260908 $2.15 $1.82 31.2% 6%
20260904 $2.23 $1.82 29.7% 0%
20260903 $2.22 $1.85 40.2% 37%
20260902 $1.85 $1.85 32.0% 6%
20260901 $1.85 $1.85 34.0% 13%
20260831 $1.90 $1.90 32.6% 8%
20260828 $1.93 $1.93 30.4% 0%
20260827 $1.92 $1.92 33.4% 9%
20260826 $1.95 $1.95 31.0% 0%
20260825 $1.98 $1.98 33.1% 3%
20260824 $2.00 $2.00 33.4% 8%
20260821 $2.00 $5.00 35.1% 19%
20260820 $2.02 $1.68 36.3% 23%
20260819 $2.00 $1.57 32.5% 9%
20260818 $1.95 $1.50 46.5% 60%
20260817 $2.00 $1.58 45.3% 56%
20260814 $2.20 $1.83 34.1% 15%
20260813 $2.17 $1.80 34.6% 17%
20260812 $2.17 $1.70 44.2% 52%
20260811 $2.23 $1.73 36.2% 23%
20260810 $2.77 $2.23 43.2% 48%
20260806 $2.88 $2.33 39.5% 35%
20260805 $2.38 $2.38 39.7% 36%
20260804 $2.23 $2.23 40.2% 37%
20260803 $2.33 $2.33 41.0% 40%
20260731 $2.40 $2.40 40.1% 37%
20260730 $2.38 $2.38 39.5% 35%
20260729 $2.40 $2.40 46.3% 60%

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.