FILL · Expected Move

iShares MSCI Global Energy Producers ETF · ETF

The expected move for FILL 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).

FILL straddle price & implied vol

60 sessions

Bars: 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 FILL Expected Move
30-Day Straddle
$1.85
7-Day Straddle
$1.85
30-Day ATM IV
44.5%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to FILL'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.
FILL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20251028 $1.85 $1.85 44.5% 49%
20251027 $1.85 $1.85 41.0% 42%
20251024 $1.97 $1.97 40.8% 42%
20251023 $3.47 $3.47 38.3% 37%
20251022 $1.88 $1.88 43.3% 46%
20251021 $3.30 $3.30 71.0% 100%
20251020 $1.95 $1.95 45.4% 82%
20251017 $2.05 $1.50 44.0% 77%
20251016 $1.95 $1.40 43.7% 77%
20251015 $2.00 $1.40 42.6% 73%
20251014 $1.98 $1.45 42.1% 71%
20251013 $2.05 $1.52 41.4% 69%
20251010 $2.10 $1.62 45.2% 81%
20251009 $1.98 $1.50 40.1% 57%
20251008 $2.10 $1.57 35.9% 45%
20251007 $2.08 $1.57 39.1% 54%
20251006 $3.33 $3.12 39.6% 55%
20251003 $1.70 $1.70 38.2% 52%
20251002 $1.73 $1.73 38.9% 53%
20251001 $1.75 $1.75 37.2% 49%
20250930 $1.70 $1.70 37.3% 49%
20250929 $1.73 $1.73 36.0% 46%
20250926 $1.73 $1.73 35.5% 44%
20250925 $1.85 $1.85 32.9% 37%
20250924 $1.82 $1.82 40.8% 59%
20250923 $1.85 $1.85 32.8% 37%
20250922 $1.75 $1.75 31.9% 34%
20250919 $1.83 $1.35 29.5% 28%
20250918 $1.85 $1.40 27.6% 23%
20250917 $1.88 $1.50 30.3% 30%
20250916 $1.85 $1.45 27.7% 23%
20250915 $1.85 $1.48 30.1% 29%
20250912 $1.85 $1.48 30.2% 30%
20250911 $1.88 $1.55 30.0% 29%
20250910 $1.90 $1.58 29.8% 26%
20250909 $1.92 $1.55 29.2% 25%
20250908 $1.90 $1.62 27.5% 20%
20250905 $1.92 $1.65 38.7% 45%
20250904 $1.98 $1.65 27.5% 19%
20250903 $1.68 $1.68 29.1% 22%
20250902 $1.77 $1.77 25.1% 13%
20250829 $1.73 $1.73 24.1% 10%
20250828 $1.75 $1.75 24.2% 11%
20250827 $3.38 $3.38 30.7% 23%
20250826 $1.75 $1.75 22.5% 5%
20250825 $1.75 $1.75 25.2% 10%
20250822 $1.75 $1.75 24.5% 9%
20250821 $3.33 $3.33 22.4% 5%
20250820 $1.88 $1.88 22.2% 5%
20250819 $1.88 $1.88 26.9% 12%
20250818 $1.90 $1.90 26.3% 11%
20250815 $1.98 $1.43 19.9% 1%
20250814 $1.97 $1.40 19.3% 0%
20250813 $5.00 $1.40 20.7% 1%
20250812 $1.93 $1.48 20.4% 0%
20250811 $1.95 $1.50 29.6% 11%
20250808 $2.02 $1.55 28.5% 10%
20250807 $2.02 $1.55 31.4% 13%
20250806 $2.08 $1.57 32.6% 15%
20250805 $2.05 $1.65 28.3% 9%

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.