COMT · Expected Move
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF · ETF
The expected move for COMT 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).
COMT 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 COMT Expected Move
30-Day Straddle
$2.12
7-Day Straddle
$2.12
30-Day ATM IV
29.1%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to COMT'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.
COMT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.12 | $2.12 | 29.1% | 2% |
| 20261020 | $2.65 | $2.65 | 29.2% | 2% |
| 20261019 | $2.48 | $2.48 | 30.1% | 5% |
| 20261016 | $2.70 | $1.98 | 49.0% | 69% |
| 20261015 | $2.75 | $1.73 | 32.1% | 12% |
| 20261014 | $3.93 | $3.40 | 46.8% | 62% |
| 20261013 | $4.90 | $3.40 | 33.1% | 15% |
| 20261012 | $2.90 | $3.43 | 31.4% | 10% |
| 20261009 | $3.00 | $2.08 | 42.6% | 48% |
| 20261008 | $2.85 | $2.00 | 32.3% | 12% |
| 20261007 | $2.83 | $2.05 | 32.0% | 11% |
| 20261006 | $3.95 | $2.00 | 31.5% | 10% |
| 20261005 | $3.85 | $2.08 | 40.6% | 41% |
| 20261002 | $2.15 | $2.15 | 31.9% | 11% |
| 20261001 | $2.17 | $2.17 | 31.3% | 9% |
| 20260930 | $2.25 | $2.25 | 34.2% | 19% |
| 20260929 | $2.33 | $2.33 | 36.7% | 28% |
| 20260928 | $2.25 | $2.25 | 32.8% | 14% |
| 20260925 | $2.30 | $2.30 | 30.3% | 6% |
| 20260924 | $2.33 | $2.33 | 29.7% | 4% |
| 20260923 | $2.40 | $2.40 | 30.9% | 8% |
| 20260922 | $2.40 | $2.40 | 32.6% | 14% |
| 20260921 | $2.23 | $2.23 | 31.1% | 9% |
| 20260918 | $2.75 | $3.02 | 29.3% | 2% |
| 20260917 | $2.22 | $1.90 | 28.6% | 0% |
| 20260916 | $2.75 | $1.95 | 31.5% | 8% |
| 20260915 | $3.88 | $2.05 | 30.0% | 2% |
| 20260914 | $2.73 | $2.03 | 43.0% | 48% |
| 20260911 | $4.05 | $2.20 | 36.3% | 25% |
| 20260910 | $2.80 | $2.17 | 33.9% | 16% |
| 20260909 | $3.83 | $2.15 | 36.1% | 24% |
| 20260908 | $2.92 | $2.25 | 33.0% | 13% |
| 20260904 | $2.47 | $2.23 | 29.2% | 0% |
| 20260903 | $2.95 | $2.30 | 38.5% | 19% |
| 20260902 | $3.55 | $3.55 | 38.0% | 17% |
| 20260901 | $3.65 | $3.65 | 35.8% | 8% |
| 20260831 | $4.80 | $4.80 | 35.6% | 6% |
| 20260828 | $2.38 | $2.38 | 37.4% | 12% |
| 20260827 | $2.47 | $2.47 | 37.8% | 14% |
| 20260826 | $3.55 | $3.55 | 35.4% | 5% |
| 20260825 | $2.47 | $2.47 | 40.1% | 23% |
| 20260824 | $2.50 | $2.50 | 40.2% | 23% |
| 20260821 | $3.65 | $2.92 | 47.5% | 49% |
| 20260820 | $4.80 | $1.88 | 37.5% | 13% |
| 20260819 | $2.58 | $2.12 | 37.9% | 15% |
| 20260818 | $3.60 | $1.55 | 34.1% | 1% |
| 20260817 | $4.80 | $1.50 | 36.6% | 10% |
| 20260814 | $2.55 | $1.75 | 38.7% | 17% |
| 20260813 | $2.60 | $1.75 | 39.7% | 21% |
| 20260812 | $2.80 | $1.95 | 37.2% | 12% |
| 20260811 | $2.92 | $2.10 | 38.9% | 18% |
| 20260810 | $3.23 | $2.30 | 40.8% | 25% |
| 20260807 | — | — | 38.5% | 17% |
| 20260806 | $3.95 | $2.62 | 44.1% | 37% |
| 20260805 | $2.58 | $2.58 | 44.2% | 37% |
| 20260804 | $2.62 | $2.62 | 47.1% | 48% |
| 20260803 | $3.58 | $3.58 | 46.9% | 47% |
| 20260731 | $3.08 | $3.08 | 41.9% | 29% |
| 20260730 | $3.12 | $3.12 | 41.5% | 27% |
| 20260729 | $2.67 | $2.67 | 40.7% | 25% |
More on COMT
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.