ESML · Expected Move
iShares ESG Aware MSCI USA Small-Cap ETF · ETF
The expected move for ESML 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).
ESML 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 ESML Expected Move
30-Day Straddle
$2.42
7-Day Straddle
$2.42
30-Day ATM IV
20.1%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to ESML'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.
ESML Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.42 | $2.42 | 20.1% | 17% |
| 20261020 | $2.52 | $2.52 | 20.4% | 19% |
| 20261019 | $2.52 | $2.52 | 20.7% | 20% |
| 20261016 | $2.67 | $4.00 | 21.0% | 22% |
| 20261015 | $2.60 | $1.32 | 19.4% | 10% |
| 20261014 | $2.70 | $1.10 | 20.7% | 17% |
| 20261013 | $2.80 | $1.25 | 19.8% | 12% |
| 20261012 | $2.80 | $1.35 | 19.6% | 11% |
| 20261009 | $2.80 | $1.38 | 20.8% | 17% |
| 20261008 | $2.95 | $1.40 | 20.8% | 18% |
| 20261007 | $3.05 | $1.55 | 21.2% | 20% |
| 20261006 | $3.02 | $1.48 | 22.0% | 24% |
| 20261005 | $3.08 | $1.43 | 21.5% | 22% |
| 20261002 | $1.58 | $1.58 | 22.7% | 28% |
| 20261001 | $1.80 | $1.80 | 21.5% | 21% |
| 20260930 | $1.85 | $1.85 | 21.3% | 20% |
| 20260929 | $1.88 | $1.88 | 20.9% | 18% |
| 20260928 | $1.95 | $1.95 | 21.1% | 19% |
| 20260925 | $1.95 | $1.95 | 20.7% | 17% |
| 20260924 | $1.98 | $1.98 | 20.6% | 16% |
| 20260923 | $2.02 | $2.02 | 19.7% | 11% |
| 20260922 | $2.10 | $2.10 | 18.9% | 7% |
| 20260921 | $2.02 | $2.02 | 19.0% | 7% |
| 20260918 | $2.08 | $2.95 | 17.9% | 1% |
| 20260917 | $2.27 | $1.15 | 18.1% | 2% |
| 20260916 | $2.48 | $1.15 | 20.5% | 16% |
| 20260915 | $2.47 | $1.45 | 19.7% | 11% |
| 20260914 | $2.45 | $1.35 | 19.3% | 9% |
| 20260911 | $2.58 | $1.48 | 20.1% | 13% |
| 20260910 | $2.85 | $1.70 | 20.7% | 17% |
| 20260909 | $2.65 | $1.50 | 22.0% | 24% |
| 20260908 | $2.52 | $1.57 | 19.6% | 11% |
| 20260904 | $2.62 | $1.60 | 19.0% | 7% |
| 20260903 | $2.70 | $1.65 | 19.3% | 9% |
| 20260902 | $1.83 | $1.83 | 20.5% | 16% |
| 20260901 | $1.90 | $1.90 | 22.2% | 25% |
| 20260831 | $1.80 | $1.80 | 19.7% | 11% |
| 20260828 | $1.93 | $1.93 | 18.9% | 7% |
| 20260827 | $1.93 | $1.93 | 18.6% | 5% |
| 20260826 | $2.10 | $2.10 | 19.1% | 8% |
| 20260825 | $2.25 | $2.25 | 19.2% | 8% |
| 20260824 | $2.27 | $2.27 | 19.2% | 9% |
| 20260821 | $2.27 | $5.00 | 18.6% | 4% |
| 20260820 | $2.50 | $1.27 | 19.1% | 7% |
| 20260819 | $2.30 | $1.20 | 18.0% | 1% |
| 20260818 | $2.35 | $1.23 | 18.7% | 5% |
| 20260817 | $2.38 | $1.27 | 17.7% | 0% |
| 20260814 | $2.42 | $1.33 | 18.8% | 0% |
| 20260813 | $2.52 | $1.30 | 20.2% | 0% |
| 20260812 | $2.55 | $1.35 | 21.8% | 0% |
| 20260811 | $2.67 | $1.48 | 22.1% | 0% |
| 20260810 | $3.55 | $2.58 | 32.3% | 45% |
| 20260807 | — | — | 31.4% | 38% |
| 20260806 | $3.65 | $2.73 | 28.8% | 19% |
| 20260805 | $2.78 | $2.78 | 28.7% | 18% |
| 20260804 | $2.58 | $2.58 | 27.2% | 6% |
| 20260803 | $2.58 | $2.58 | 27.3% | 6% |
| 20260731 | $2.85 | $2.85 | 30.1% | 28% |
| 20260730 | $2.83 | $2.83 | 30.1% | 28% |
| 20260729 | $3.02 | $3.02 | 30.4% | 31% |
More on ESML
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.