DSI · Expected Move
iShares ESG MSCI KLD 400 ETF · ETF
The expected move for DSI 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).
DSI 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 DSI Expected Move
30-Day Straddle
$4.25
7-Day Straddle
$4.25
30-Day ATM IV
12.7%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to DSI'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.
DSI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.25 | $4.25 | 12.7% | 20% |
| 20261020 | $5.30 | $5.30 | 13.6% | 31% |
| 20261019 | $5.35 | $5.35 | 14.6% | 44% |
| 20261016 | $5.17 | $3.50 | 14.0% | 36% |
| 20261015 | $4.50 | $1.30 | 12.8% | 21% |
| 20261014 | $5.78 | $1.45 | 13.1% | 25% |
| 20261013 | $4.70 | $1.33 | 12.3% | 14% |
| 20261012 | $4.55 | $1.52 | 12.0% | 10% |
| 20261009 | $4.80 | $1.70 | 12.2% | 14% |
| 20261008 | $4.88 | $1.82 | 12.0% | 11% |
| 20261007 | $5.15 | $1.98 | 12.4% | 16% |
| 20261006 | $5.72 | $2.12 | 13.4% | 28% |
| 20261005 | $5.40 | $2.58 | 12.5% | 18% |
| 20261002 | $2.60 | $2.60 | 12.6% | 18% |
| 20261001 | $3.00 | $3.00 | 13.2% | 26% |
| 20260930 | $3.17 | $3.17 | 13.5% | 30% |
| 20260929 | $3.02 | $3.02 | 12.6% | 19% |
| 20260928 | $2.97 | $2.97 | 12.8% | 20% |
| 20260925 | $3.10 | $3.10 | 11.9% | 9% |
| 20260924 | $3.75 | $3.75 | 13.2% | 26% |
| 20260923 | $3.58 | $3.58 | 12.0% | 10% |
| 20260922 | $3.17 | $3.17 | 11.4% | 3% |
| 20260921 | $3.23 | $3.23 | 11.6% | 5% |
| 20260918 | $3.73 | $3.23 | 11.2% | 1% |
| 20260917 | $3.92 | $1.23 | 11.8% | 9% |
| 20260916 | $4.53 | $1.48 | 13.5% | 30% |
| 20260915 | $4.47 | $1.73 | 13.4% | 28% |
| 20260914 | $4.35 | $1.93 | 12.7% | 20% |
| 20260911 | $4.62 | $1.98 | 12.4% | 16% |
| 20260910 | $4.97 | $2.45 | 13.6% | 31% |
| 20260909 | $4.72 | $2.20 | 12.7% | 20% |
| 20260908 | $4.53 | $2.20 | 12.0% | 11% |
| 20260904 | $4.72 | $2.45 | 11.2% | 0% |
| 20260903 | $4.93 | $2.65 | 11.9% | 9% |
| 20260902 | $2.62 | $2.62 | 11.4% | 3% |
| 20260901 | $3.23 | $3.23 | 12.5% | 17% |
| 20260831 | $2.88 | $2.88 | 11.6% | 5% |
| 20260828 | $3.20 | $3.20 | 11.2% | 0% |
| 20260827 | $3.05 | $3.05 | 11.4% | 0% |
| 20260826 | $3.50 | $3.50 | 12.0% | 5% |
| 20260825 | $3.48 | $3.48 | 12.0% | 5% |
| 20260824 | $3.70 | $3.70 | 12.4% | 11% |
| 20260821 | $3.70 | $4.03 | 11.6% | 0% |
| 20260820 | $3.90 | $1.50 | 12.1% | 6% |
| 20260819 | $4.15 | $2.35 | 11.7% | 0% |
| 20260818 | $4.30 | $2.15 | 12.4% | 9% |
| 20260817 | $4.42 | $3.25 | 12.1% | 4% |
| 20260814 | $4.40 | $2.12 | 11.8% | 0% |
| 20260813 | $4.65 | $2.30 | 12.2% | 2% |
| 20260812 | $4.45 | $3.17 | 12.0% | 0% |
| 20260811 | $4.55 | $3.02 | 12.8% | 7% |
| 20260810 | $4.88 | $3.45 | 13.3% | 13% |
| 20260807 | — | — | 12.7% | 4% |
| 20260806 | $5.18 | $3.55 | 13.2% | 8% |
| 20260805 | $3.65 | $3.65 | 13.9% | 13% |
| 20260804 | $4.08 | $4.08 | 13.9% | 13% |
| 20260803 | $2.45 | $2.45 | 12.8% | 4% |
| 20260731 | $3.90 | $3.90 | 13.7% | 12% |
| 20260730 | $3.70 | $3.70 | 13.6% | 11% |
| 20260729 | $4.22 | $4.22 | 15.2% | 23% |
More on DSI
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.