CMBS · Expected Move
iShares CMBS ETF · ETF
The expected move for CMBS 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).
CMBS 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 CMBS Expected Move
30-Day Straddle
$2.25
7-Day Straddle
$2.25
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to CMBS'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.
CMBS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251017 | $2.25 | $2.25 | — | — |
| 20251016 | $2.17 | $2.17 | — | — |
| 20251015 | $2.20 | $2.20 | — | — |
| 20251014 | $2.17 | $2.17 | — | — |
| 20251013 | $2.20 | $2.20 | — | — |
| 20251010 | $2.17 | $2.17 | 34.9% | 100% |
| 20251009 | $2.17 | $2.17 | 24.3% | 97% |
| 20251008 | $2.17 | $2.17 | 23.7% | 93% |
| 20251007 | $2.20 | $2.20 | 25.0% | 100% |
| 20251006 | $2.23 | $2.23 | 21.4% | 86% |
| 20251003 | $2.30 | $2.30 | 16.8% | 60% |
| 20251002 | $2.25 | $2.25 | 16.8% | 60% |
| 20251001 | $2.33 | $2.33 | 17.7% | 65% |
| 20250930 | $2.33 | $2.33 | 16.5% | 59% |
| 20250929 | $2.30 | $2.30 | 16.7% | 59% |
| 20250926 | $2.38 | $2.38 | 15.4% | 52% |
| 20250925 | $2.38 | $2.38 | 16.9% | 60% |
| 20250924 | $2.33 | $2.33 | 16.2% | 57% |
| 20250923 | $2.35 | $2.35 | 16.0% | 56% |
| 20250922 | $2.38 | $2.38 | 16.5% | 58% |
| 20250919 | $2.38 | $2.38 | 15.0% | 50% |
| 20250918 | $2.38 | $2.38 | 14.8% | 49% |
| 20250917 | $2.40 | $2.40 | 14.6% | 47% |
| 20250916 | $2.45 | $2.45 | 13.9% | 45% |
| 20250915 | $2.48 | $2.48 | 14.7% | 50% |
| 20250912 | $2.45 | $2.45 | 19.0% | 73% |
| 20250911 | $2.45 | $2.45 | 18.2% | 69% |
| 20250910 | $2.45 | $2.45 | 14.0% | 46% |
| 20250909 | $2.48 | $2.48 | 18.4% | 70% |
| 20250908 | $2.50 | $2.50 | 12.2% | 37% |
| 20250905 | $2.50 | $2.50 | 12.8% | 40% |
| 20250904 | $2.47 | $2.47 | 13.6% | 45% |
| 20250903 | $2.50 | $2.50 | 11.9% | 36% |
| 20250902 | $2.55 | $2.55 | 11.4% | 33% |
| 20250829 | $2.55 | $2.55 | 10.2% | 27% |
| 20250828 | $2.50 | $2.50 | 14.7% | 51% |
| 20250827 | $2.52 | $2.52 | 13.0% | 42% |
| 20250826 | $2.55 | $2.55 | 14.9% | 52% |
| 20250825 | $2.60 | $2.60 | 10.5% | 28% |
| 20250822 | $2.62 | $2.62 | 13.7% | 45% |
| 20250821 | $2.62 | $2.62 | 14.0% | 47% |
| 20250820 | $2.62 | $2.62 | 10.7% | 30% |
| 20250819 | $2.62 | $2.62 | 16.2% | 59% |
| 20250818 | $2.62 | $2.62 | 8.8% | 19% |
| 20250815 | $2.62 | $2.62 | — | — |
| 20250814 | $2.67 | $2.67 | — | — |
| 20250813 | $2.62 | $2.62 | — | — |
| 20250812 | $2.65 | $2.65 | — | — |
| 20250811 | $2.70 | $2.70 | — | — |
| 20250808 | $2.67 | $2.67 | — | — |
| 20250807 | $2.70 | $2.70 | — | — |
| 20250806 | $2.77 | $2.77 | — | — |
| 20250805 | $2.75 | $2.75 | — | — |
| 20250804 | $2.75 | $2.75 | — | — |
| 20250801 | $2.80 | $2.80 | — | — |
| 20250731 | $2.77 | $2.77 | — | — |
| 20250730 | $2.88 | $2.88 | — | — |
| 20250729 | $2.75 | $2.75 | — | — |
| 20250728 | $2.77 | $2.77 | — | — |
| 20250725 | $2.83 | $2.83 | — | — |
More on CMBS
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.