CMF · Expected Move
iShares California Muni Bond ETF · ETF
The expected move for CMF 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).
CMF 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 CMF Expected Move
30-Day Straddle
$1.60
7-Day Straddle
$1.60
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to CMF'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.
CMF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251017 | $1.60 | $1.60 | — | — |
| 20251016 | $1.57 | $1.57 | — | — |
| 20251015 | $1.50 | $1.50 | — | — |
| 20251014 | $1.50 | $1.50 | — | — |
| 20251013 | $1.48 | $1.48 | — | — |
| 20251010 | $1.48 | $1.48 | 38.6% | 100% |
| 20251009 | $1.35 | $1.35 | 37.0% | 100% |
| 20251008 | $1.40 | $1.40 | 35.2% | 100% |
| 20251007 | $1.40 | $1.40 | 33.3% | 100% |
| 20251006 | $1.40 | $1.40 | 30.5% | 100% |
| 20251003 | $1.42 | $1.42 | 28.4% | 100% |
| 20251002 | $1.42 | $1.42 | 27.4% | 100% |
| 20251001 | $1.48 | $1.48 | 26.5% | 100% |
| 20250930 | $1.50 | $1.50 | 25.6% | 100% |
| 20250929 | $1.60 | $1.60 | 25.0% | 100% |
| 20250926 | $1.65 | $1.65 | 22.7% | 94% |
| 20250925 | $1.67 | $1.67 | 22.6% | 93% |
| 20250924 | $1.65 | $1.65 | 22.2% | 90% |
| 20250923 | $1.55 | $1.55 | 21.7% | 87% |
| 20250922 | $1.57 | $1.57 | 21.1% | 84% |
| 20250919 | $1.58 | $1.58 | 20.0% | 77% |
| 20250918 | $1.55 | $1.55 | 19.4% | 73% |
| 20250917 | $1.60 | $1.60 | 19.2% | 72% |
| 20250916 | $1.60 | $1.60 | 18.9% | 70% |
| 20250915 | $1.60 | $1.60 | 18.8% | 69% |
| 20250912 | $1.73 | $1.73 | 18.0% | 64% |
| 20250911 | $1.73 | $1.73 | 17.7% | 63% |
| 20250910 | $1.75 | $1.75 | 17.4% | 60% |
| 20250909 | $1.77 | $1.77 | 19.3% | 72% |
| 20250908 | $1.80 | $1.80 | 19.1% | 71% |
| 20250905 | $1.65 | $1.65 | 12.3% | 32% |
| 20250904 | $1.75 | $1.75 | 13.3% | 38% |
| 20250903 | $1.75 | $1.75 | 11.9% | 30% |
| 20250902 | $1.85 | $1.85 | 7.7% | 5% |
| 20250829 | $1.85 | $1.85 | 23.3% | 97% |
| 20250828 | $1.88 | $1.88 | 15.1% | 49% |
| 20250827 | $1.90 | $1.90 | 23.0% | 96% |
| 20250826 | $1.90 | $1.90 | 22.8% | 95% |
| 20250825 | $1.93 | $1.93 | 22.5% | 93% |
| 20250822 | $1.90 | $1.90 | 22.0% | 90% |
| 20250821 | $1.95 | $1.95 | 11.0% | 28% |
| 20250820 | $1.95 | $1.95 | 11.3% | 29% |
| 20250819 | $1.95 | $1.95 | 15.3% | 52% |
| 20250818 | $1.95 | $1.95 | 11.1% | 29% |
| 20250815 | $1.98 | $1.98 | — | — |
| 20250814 | $1.95 | $1.95 | — | — |
| 20250813 | $3.25 | $3.25 | — | — |
| 20250812 | $1.98 | $1.98 | — | — |
| 20250811 | $2.00 | $2.00 | — | — |
| 20250808 | $2.02 | $2.02 | — | — |
| 20250807 | $2.00 | $2.00 | — | — |
| 20250806 | $2.02 | $2.02 | — | — |
| 20250805 | $2.00 | $2.00 | — | — |
| 20250804 | $2.00 | $2.00 | — | — |
| 20250801 | $2.02 | $2.02 | — | — |
| 20250731 | $1.92 | $1.92 | — | — |
| 20250730 | $1.85 | $1.85 | — | — |
| 20250729 | $1.95 | $1.95 | — | — |
| 20250728 | $1.92 | $1.92 | — | — |
| 20250725 | $1.98 | $1.98 | — | — |
More on CMF
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.