CORO · Expected Move

iShares International Country Rotation Active ETF · ETF

The expected move for CORO 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).

CORO 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 CORO Expected Move
30-Day Straddle
$1.90
7-Day Straddle
$1.90
30-Day ATM IV
28.0%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to CORO'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.
CORO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.90 $1.90 28.0% 32%
20261020 $1.80 $1.80 24.2% 17%
20261019 $1.90 $1.90 22.8% 10%
20261016 $1.90 $3.12 22.3% 8%
20261015 $1.73 $1.35 23.1% 12%
20261014 $2.00 $1.38 23.5% 14%
20261013 $2.05 $1.38 24.8% 19%
20261012 $2.05 $1.42 24.4% 17%
20261009 $2.08 $1.48 30.2% 42%
20261008 $2.10 $1.48 32.0% 49%
20261007 $2.20 $1.55 29.9% 40%
20261006 $2.40 $1.55 26.9% 28%
20261005 $2.20 $1.60 26.6% 26%
20261002 $1.70 $1.70 27.8% 31%
20261001 $1.68 $1.68 31.8% 48%
20260930 $1.73 $1.73 28.3% 33%
20260929 $1.73 $1.73 26.3% 25%
20260928 $1.68 $1.68 28.1% 33%
20260925 $1.68 $1.68 23.7% 14%
20260924 $1.77 $1.77 26.8% 27%
20260923 $1.73 $1.73 25.4% 22%
20260922 $1.75 $1.75 20.5% 1%
20260921 $1.73 $1.73 20.2% 0%
20260918 $2.00 $3.27 35.0% 50%
20260917 $2.00 $1.48 32.9% 38%
20260916 $2.05 $1.57 36.2% 56%
20260915 $1.90 $1.60 34.6% 47%
20260914 $1.80 $1.50 32.9% 38%
20260911 $1.88 $1.52 30.2% 24%
20260910 $1.90 $1.57 33.8% 43%
20260909 $1.90 $1.60 29.8% 22%
20260908 $1.98 $1.67 27.3% 8%
20260904 $1.95 $1.62 27.1% 7%
20260903 $1.95 $1.62 29.6% 21%
20260902 $1.65 $1.65 34.4% 46%
20260901 $1.60 $1.60 35.2% 50%
20260831 $1.60 $1.60 32.6% 37%
20260828 $1.60 $1.60 33.0% 39%
20260827 $1.68 $1.68 28.4% 14%
20260826 $1.70 $1.70 29.9% 22%
20260825 $1.77 $1.77 25.8% 0%
20260824 $1.73 $1.73 31.7% 22%
20260821 $1.73 $3.12 27.5% 2%
20260820 $1.70 $1.35 35.0% 38%
20260819 $1.77 $1.43 35.2% 39%
20260818 $1.73 $1.45 36.2% 43%
20260817 $1.85 $1.55 29.3% 11%
20260814 $1.88 $1.50 29.8% 13%
20260813 $1.85 $1.52 30.2% 15%
20260812 $1.88 $1.52 30.9% 15%
20260811 $2.40 $2.00 33.2% 22%
20260810 $2.62 $2.15 33.9% 17%
20260807 — — 33.2% 16%
20260806 $2.70 $2.25 34.1% 18%
20260805 $2.23 $2.23 35.4% 21%
20260804 $2.28 $2.28 34.6% 19%
20260803 $2.30 $2.30 32.9% 15%
20260731 $2.33 $2.33 32.5% 14%
20260730 $2.30 $2.30 33.2% 16%
20260729 $2.33 $2.33 41.7% 37%

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.