CMDY · Expected Move
iShares Bloomberg Roll Select Commodity Strategy ETF · ETF
The expected move for CMDY 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).
CMDY 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 CMDY Expected Move
30-Day Straddle
$2.80
7-Day Straddle
$2.80
30-Day ATM IV
22.6%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to CMDY'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.
CMDY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.80 | $2.80 | 22.6% | 67% |
| 20261021 | $2.78 | $2.78 | 18.9% | 40% |
| 20261020 | $2.98 | $2.98 | 19.6% | 45% |
| 20261019 | $3.23 | $3.23 | 20.8% | 54% |
| 20261016 | $3.22 | $3.30 | 19.6% | 45% |
| 20261015 | $3.25 | $1.60 | 20.0% | 48% |
| 20261014 | $3.42 | $1.43 | 20.3% | 50% |
| 20261013 | $3.60 | $1.40 | 21.4% | 58% |
| 20261012 | $3.67 | $1.55 | 21.6% | 60% |
| 20261009 | $3.60 | $1.75 | 20.9% | 54% |
| 20261008 | $3.45 | $1.50 | 19.6% | 45% |
| 20261007 | $3.35 | $2.00 | 19.6% | 45% |
| 20261006 | $3.78 | $2.23 | 21.5% | 59% |
| 20261005 | $3.72 | $2.65 | 21.1% | 56% |
| 20261002 | $3.30 | $3.30 | 21.7% | 60% |
| 20261001 | $2.55 | $2.55 | 21.2% | 57% |
| 20260930 | $2.42 | $2.42 | 20.8% | 54% |
| 20260929 | $2.62 | $2.62 | 20.7% | 53% |
| 20260928 | $2.30 | $2.30 | 27.0% | 100% |
| 20260925 | $2.97 | $2.97 | 22.7% | 72% |
| 20260924 | $2.92 | $2.92 | 21.8% | 64% |
| 20260923 | $2.92 | $2.92 | 21.7% | 64% |
| 20260922 | $3.20 | $3.20 | 22.9% | 67% |
| 20260921 | $2.67 | $2.67 | 20.0% | 46% |
| 20260918 | $3.20 | $4.00 | 22.2% | 54% |
| 20260917 | $3.03 | $1.52 | 20.5% | 44% |
| 20260916 | $3.38 | $1.73 | 22.5% | 56% |
| 20260915 | $2.95 | $1.80 | 19.0% | 33% |
| 20260914 | $2.95 | $1.77 | 19.2% | 33% |
| 20260911 | $3.15 | $1.90 | 20.1% | 37% |
| 20260910 | $4.28 | $1.90 | 24.7% | 63% |
| 20260909 | $2.88 | $1.98 | 17.9% | 25% |
| 20260908 | $2.98 | $2.08 | 18.4% | 27% |
| 20260904 | $3.02 | $2.12 | 17.9% | 25% |
| 20260903 | $3.45 | $2.17 | 19.1% | 31% |
| 20260902 | $2.20 | $2.20 | 18.3% | 27% |
| 20260901 | $2.52 | $2.52 | 18.2% | 26% |
| 20260831 | $2.55 | $2.55 | 18.9% | 29% |
| 20260828 | $2.33 | $2.33 | 19.3% | 31% |
| 20260827 | $2.42 | $2.42 | 18.2% | 25% |
| 20260826 | $2.55 | $2.55 | 18.7% | 28% |
| 20260825 | $2.60 | $2.60 | 19.3% | 31% |
| 20260824 | $2.85 | $2.85 | 19.3% | 31% |
| 20260821 | $2.78 | $3.50 | 19.7% | 33% |
| 20260820 | $2.88 | $3.12 | 20.0% | 34% |
| 20260819 | $2.72 | $1.70 | 19.1% | 29% |
| 20260818 | $2.85 | $1.73 | 19.5% | 29% |
| 20260817 | $2.98 | $1.80 | 19.5% | 29% |
| 20260814 | $3.03 | $3.58 | 19.9% | 28% |
| 20260813 | $2.98 | $1.88 | 19.6% | 25% |
| 20260812 | $3.12 | $1.97 | 20.1% | 27% |
| 20260811 | $3.10 | $2.00 | 19.8% | 26% |
| 20260810 | $3.22 | $2.12 | 20.2% | 27% |
| 20260807 | — | — | 19.3% | 21% |
| 20260806 | $4.15 | $2.35 | 24.1% | 39% |
| 20260805 | $2.22 | $2.22 | 20.0% | 24% |
| 20260804 | $2.33 | $2.33 | 19.6% | 22% |
| 20260803 | $2.17 | $2.17 | 19.3% | 21% |
| 20260731 | $2.38 | $2.38 | 20.2% | 25% |
| 20260730 | $2.83 | $2.83 | 21.6% | 30% |
More on CMDY
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.