FALN · Expected Move
iShares Fallen Angels USD Bond ETF · ETF
The expected move for FALN 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).
FALN 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 FALN Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$4.90
30-Day ATM IV
18.5%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to FALN'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.
FALN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.90 | $4.90 | 18.5% | 13% |
| 20261020 | $15.00 | $15.00 | 17.7% | 12% |
| 20261019 | $15.00 | $15.00 | 24.0% | 22% |
| 20261016 | $1.17 | $2.73 | 21.5% | 18% |
| 20261015 | $7.67 | $8.07 | — | — |
| 20261014 | $2.95 | $2.90 | 16.7% | 10% |
| 20261013 | $1.18 | $0.95 | 10.1% | 0% |
| 20261012 | $3.08 | $8.03 | 10.7% | 0% |
| 20261009 | $8.05 | $3.00 | 20.4% | 13% |
| 20261008 | $1.23 | $4.90 | 18.4% | 9% |
| 20261007 | $1.23 | $2.90 | 12.8% | 0% |
| 20261006 | $1.20 | $0.95 | 19.7% | 11% |
| 20261005 | $4.17 | $4.95 | 58.6% | 76% |
| 20261002 | $3.05 | $3.05 | 33.8% | 35% |
| 20261001 | $1.10 | $1.10 | 26.7% | 23% |
| 20260930 | $1.08 | $1.08 | 19.7% | 11% |
| 20260929 | $2.98 | $2.98 | 12.9% | 0% |
| 20260928 | $1.08 | $1.08 | 21.4% | 7% |
| 20260925 | $1.07 | $1.07 | 23.8% | 11% |
| 20260924 | $1.15 | $1.15 | 20.7% | 6% |
| 20260923 | $1.20 | $1.20 | 34.3% | 30% |
| 20260922 | $1.25 | $1.25 | 20.0% | 4% |
| 20260921 | $3.30 | $3.30 | 24.4% | 12% |
| 20260918 | $1.23 | $4.40 | — | — |
| 20260917 | $1.23 | $1.15 | 20.0% | 4% |
| 20260916 | $7.97 | $1.18 | — | — |
| 20260915 | $1.23 | $1.18 | 19.0% | 3% |
| 20260914 | $8.00 | $0.88 | 22.8% | 9% |
| 20260911 | $1.20 | $4.80 | 27.7% | 18% |
| 20260910 | $1.20 | $1.12 | 31.2% | 24% |
| 20260909 | $1.17 | $1.05 | 30.6% | 23% |
| 20260908 | $7.97 | $2.85 | 17.6% | 0% |
| 20260904 | $1.15 | $2.85 | 20.0% | 4% |
| 20260903 | $8.15 | $7.95 | 37.2% | 35% |
| 20260902 | $3.00 | $3.00 | 22.9% | 9% |
| 20260901 | $2.67 | $2.67 | 23.0% | 9% |
| 20260831 | $1.02 | $1.02 | 24.3% | 12% |
| 20260828 | $8.03 | $8.03 | 25.8% | 15% |
| 20260827 | $4.80 | $4.80 | 26.4% | 16% |
| 20260826 | $1.05 | $1.05 | 26.9% | 17% |
| 20260825 | $1.00 | $1.00 | 27.8% | 18% |
| 20260824 | $1.07 | $1.07 | 27.7% | 18% |
| 20260821 | $1.07 | $4.40 | 29.2% | 21% |
| 20260820 | $1.07 | $0.93 | 29.9% | 22% |
| 20260819 | $1.08 | $0.95 | 30.1% | 22% |
| 20260818 | $9.90 | $2.88 | 29.3% | 21% |
| 20260817 | $2.95 | $0.95 | 31.6% | 25% |
| 20260814 | $1.10 | $3.02 | 28.1% | 19% |
| 20260813 | $1.10 | $8.03 | 27.9% | 18% |
| 20260812 | $1.10 | $2.88 | 26.7% | 16% |
| 20260811 | $1.08 | $7.97 | 26.8% | 16% |
| 20260810 | $2.58 | $2.15 | 26.9% | 17% |
| 20260806 | $3.75 | $9.90 | 28.0% | 19% |
| 20260805 | $9.90 | $9.90 | 30.5% | 23% |
| 20260804 | $4.80 | $4.80 | 32.5% | 27% |
| 20260803 | $2.27 | $2.27 | 40.6% | 41% |
| 20260731 | $3.72 | $3.72 | 33.8% | 29% |
| 20260730 | $3.70 | $3.70 | 34.0% | 29% |
| 20260729 | $2.45 | $2.45 | 35.7% | 32% |
| 20260728 | $2.40 | $2.40 | 32.1% | 26% |
More on FALN
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.