EAGG · Expected Move
iShares ESG Aware U.S. Aggregate Bond ETF · ETF
The expected move for EAGG 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).
EAGG 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 EAGG Expected Move
30-Day Straddle
$1.42
7-Day Straddle
$1.42
30-Day ATM IV
12.1%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to EAGG'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.
EAGG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.42 | $1.42 | 12.1% | 9% |
| 20261020 | $1.40 | $1.40 | 12.6% | 11% |
| 20261019 | $1.48 | $1.48 | 13.3% | 13% |
| 20261016 | $1.43 | $1.73 | 11.6% | 7% |
| 20261015 | $1.45 | $1.33 | 14.2% | 17% |
| 20261014 | $1.43 | $1.20 | 10.6% | 3% |
| 20261013 | $1.55 | $0.98 | 11.5% | 6% |
| 20261012 | $1.52 | $3.20 | 10.1% | 1% |
| 20261009 | $1.55 | $1.27 | 15.1% | 20% |
| 20261008 | $1.52 | $1.25 | 15.4% | 21% |
| 20261007 | $1.50 | $1.17 | 14.8% | 19% |
| 20261006 | $1.57 | $1.25 | 15.5% | 22% |
| 20261005 | $1.60 | $1.23 | 16.0% | 24% |
| 20261002 | $1.30 | $1.30 | 16.6% | 26% |
| 20261001 | $1.25 | $1.25 | 16.8% | 27% |
| 20260930 | $1.32 | $1.32 | 17.2% | 29% |
| 20260929 | $1.35 | $1.35 | 17.5% | 30% |
| 20260928 | $1.00 | $1.00 | 17.9% | 31% |
| 20260925 | $1.43 | $1.43 | 19.2% | 36% |
| 20260924 | $1.00 | $1.00 | 19.8% | 38% |
| 20260923 | $1.27 | $1.27 | 19.2% | 36% |
| 20260922 | $1.33 | $1.33 | 26.4% | 64% |
| 20260921 | $1.33 | $1.33 | 22.7% | 50% |
| 20260918 | $1.33 | $0.82 | 23.7% | 54% |
| 20260917 | $1.35 | $1.15 | 23.4% | 53% |
| 20260916 | $1.30 | $1.10 | 35.7% | 100% |
| 20260915 | $1.35 | $1.20 | 23.1% | 62% |
| 20260914 | $1.38 | $1.20 | 22.7% | 60% |
| 20260911 | $1.35 | $1.17 | 22.4% | 59% |
| 20260910 | $1.38 | $1.17 | 26.0% | 75% |
| 20260909 | $1.45 | $1.30 | 19.1% | 43% |
| 20260908 | $1.52 | $1.35 | 18.7% | 41% |
| 20260904 | $1.57 | $1.40 | 24.6% | 68% |
| 20260903 | $1.60 | $1.40 | 23.9% | 65% |
| 20260902 | $1.35 | $1.35 | 16.4% | 30% |
| 20260901 | $1.38 | $1.38 | 23.6% | 64% |
| 20260831 | $1.43 | $1.43 | 15.4% | 25% |
| 20260828 | $1.32 | $1.32 | 19.5% | 45% |
| 20260827 | $1.32 | $1.32 | 18.6% | 41% |
| 20260826 | $1.32 | $1.32 | 17.7% | 36% |
| 20260825 | $1.27 | $1.27 | 16.9% | 33% |
| 20260824 | $1.40 | $1.40 | 15.4% | 25% |
| 20260821 | $1.40 | $3.25 | 12.4% | 11% |
| 20260820 | $1.35 | $1.30 | 17.6% | 34% |
| 20260819 | $1.35 | $1.23 | 12.2% | 10% |
| 20260818 | $1.40 | $1.33 | 11.4% | 7% |
| 20260817 | $1.42 | $1.33 | 9.9% | 0% |
| 20260814 | $1.40 | $1.25 | 14.5% | 13% |
| 20260813 | $1.40 | $1.20 | 11.8% | 0% |
| 20260812 | $1.40 | $1.25 | 15.8% | 19% |
| 20260811 | $1.43 | $1.27 | 17.7% | 28% |
| 20260810 | $1.88 | $1.62 | 20.5% | 42% |
| 20260806 | $1.88 | $1.62 | 22.7% | 52% |
| 20260805 | $1.60 | $1.60 | 23.8% | 57% |
| 20260804 | $1.60 | $1.60 | 23.9% | 58% |
| 20260803 | $1.72 | $1.72 | 24.2% | 59% |
| 20260731 | $1.80 | $1.80 | 27.8% | 77% |
| 20260730 | $1.73 | $1.73 | 19.1% | 35% |
| 20260729 | $1.73 | $1.73 | 19.5% | 36% |
| 20260728 | $1.68 | $1.68 | 19.9% | 38% |
More on EAGG
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.