ESGU · Expected Move
iShares Trust iShares ESG Aware MSCI USA ETF · ETF
The expected move for ESGU 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).
ESGU 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 ESGU Expected Move
30-Day Straddle
$5.12
7-Day Straddle
$5.12
30-Day ATM IV
13.0%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to ESGU'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.
ESGU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $5.12 | $5.12 | 13.0% | 24% |
| 20261020 | $5.08 | $5.08 | 12.9% | 22% |
| 20261019 | $5.38 | $5.38 | 13.7% | 36% |
| 20261016 | $6.18 | $4.18 | 15.0% | 60% |
| 20261015 | $5.35 | $2.17 | 12.7% | 17% |
| 20261014 | $5.62 | $2.48 | 13.1% | 24% |
| 20261013 | $5.78 | $1.95 | 12.9% | 21% |
| 20261012 | $5.83 | $2.00 | 12.8% | 18% |
| 20261009 | $5.72 | $2.00 | 12.6% | 15% |
| 20261008 | $6.08 | $2.38 | 13.0% | 22% |
| 20261007 | $6.40 | $2.38 | 13.3% | 28% |
| 20261006 | $6.45 | $2.73 | 13.3% | 28% |
| 20261005 | $6.40 | $2.53 | 12.9% | 21% |
| 20261002 | $3.30 | $3.30 | 13.6% | 33% |
| 20261001 | $4.28 | $4.28 | 13.8% | 37% |
| 20260930 | $4.38 | $4.38 | 14.5% | 50% |
| 20260929 | $4.47 | $4.47 | 13.9% | 40% |
| 20260928 | $4.90 | $4.90 | 13.7% | 36% |
| 20260925 | $3.85 | $3.85 | 12.5% | 14% |
| 20260924 | $4.07 | $4.07 | 13.2% | 26% |
| 20260923 | $3.78 | $3.78 | 12.9% | 22% |
| 20260922 | $4.00 | $4.00 | 12.9% | 21% |
| 20260921 | $4.25 | $4.25 | 12.9% | 21% |
| 20260918 | $4.75 | $4.90 | 12.3% | 10% |
| 20260917 | $5.12 | $1.65 | 12.9% | 22% |
| 20260916 | $5.28 | $2.15 | 13.9% | 40% |
| 20260915 | $5.50 | $2.33 | 14.3% | 46% |
| 20260914 | $5.65 | $2.17 | 13.6% | 34% |
| 20260911 | $6.25 | $2.40 | 13.4% | 31% |
| 20260910 | $6.10 | $2.90 | 14.2% | 45% |
| 20260909 | $6.30 | $2.67 | 13.3% | 29% |
| 20260908 | $5.47 | $2.65 | 13.0% | 23% |
| 20260904 | $5.42 | $2.72 | 11.9% | 2% |
| 20260903 | $5.60 | $3.08 | 11.9% | 2% |
| 20260902 | $3.17 | $3.17 | 12.6% | 15% |
| 20260901 | $3.52 | $3.52 | 12.8% | 19% |
| 20260831 | $3.50 | $3.50 | 12.3% | 10% |
| 20260828 | $3.62 | $3.62 | 11.9% | 3% |
| 20260827 | $3.80 | $3.80 | 11.8% | 0% |
| 20260826 | $3.90 | $3.90 | 12.4% | 8% |
| 20260825 | $4.35 | $4.35 | 13.0% | 19% |
| 20260824 | $4.47 | $4.47 | 12.9% | 17% |
| 20260821 | $4.62 | $4.28 | 12.6% | 12% |
| 20260820 | $4.85 | $2.23 | 13.0% | 19% |
| 20260819 | $4.70 | $2.00 | 12.0% | 0% |
| 20260818 | $5.17 | $2.42 | 13.0% | 17% |
| 20260817 | $5.10 | $1.90 | 12.5% | 6% |
| 20260814 | $5.12 | $1.98 | 12.2% | 0% |
| 20260813 | $5.53 | $2.20 | 12.7% | 2% |
| 20260812 | $5.47 | $2.25 | 12.5% | 0% |
| 20260811 | $5.68 | $4.95 | 13.5% | 10% |
| 20260810 | $5.85 | $3.10 | 13.5% | 10% |
| 20260807 | — | — | 13.2% | 5% |
| 20260806 | $6.35 | $3.72 | 14.0% | 11% |
| 20260805 | $3.55 | $3.55 | 14.0% | 11% |
| 20260804 | $3.40 | $3.40 | 14.9% | 18% |
| 20260803 | $3.33 | $3.33 | 12.5% | 0% |
| 20260731 | $3.70 | $3.70 | 13.1% | 0% |
| 20260730 | $4.42 | $4.42 | 13.9% | 7% |
| 20260729 | $5.00 | $5.00 | 15.3% | 18% |
More on ESGU
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.