FLOT · Expected Move

iShares Floating Rate Bond ETF · ETF

The expected move for FLOT 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).

FLOT 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 FLOT Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to FLOT'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.
FLOT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20251017 $5.00 $5.00 — —
20251016 $1.68 $1.68 — —
20251015 $1.68 $1.68 — —
20251014 $1.70 $1.70 — —
20251013 $1.68 $1.68 — —
20251010 $1.68 $1.68 24.8% 49%
20251009 $1.60 $1.60 17.3% 27%
20251008 $1.62 $1.62 14.9% 19%
20251007 $1.73 $1.73 18.5% 30%
20251006 $1.75 $1.75 14.9% 19%
20251003 $1.65 $1.65 14.9% 19%
20251002 $1.77 $1.77 14.0% 16%
20251001 $1.77 $1.77 13.3% 14%
20250930 $1.93 $1.93 19.0% 32%
20250929 $1.93 $1.93 18.3% 30%
20250926 $1.95 $1.95 16.9% 25%
20250925 $1.90 $1.90 13.3% 14%
20250924 $1.90 $1.90 12.8% 13%
20250923 $1.90 $1.90 12.7% 13%
20250922 $1.90 $1.90 12.6% 12%
20250919 $1.92 $1.92 12.5% 12%
20250918 $1.95 $1.95 10.8% 7%
20250917 $1.95 $1.95 10.7% 6%
20250916 $1.95 $1.95 10.6% 6%
20250915 $1.92 $1.92 11.3% 8%
20250912 $1.95 $1.95 10.8% 7%
20250911 $1.98 $1.98 10.2% 5%
20250910 $1.98 $1.98 10.1% 5%
20250909 $2.00 $2.00 9.8% 4%
20250908 $2.00 $2.00 9.7% 3%
20250905 $2.00 $2.00 9.7% 3%
20250904 $2.00 $2.00 11.0% 7%
20250903 $2.00 $2.00 10.7% 6%
20250902 $2.03 $2.03 11.0% 7%
20250829 $2.08 $2.08 8.6% 0%
20250828 $2.10 $2.10 10.3% 3%
20250827 $2.10 $2.10 10.7% 4%
20250826 $2.10 $2.10 10.6% 4%
20250825 $2.12 $2.12 10.9% 5%
20250822 $2.08 $2.08 10.6% 4%
20250821 $2.12 $2.12 10.2% 2%
20250820 $2.15 $2.15 10.1% 2%
20250819 $2.15 $2.15 11.3% 6%
20250818 $2.15 $2.15 9.9% 1%
20250815 $2.15 $2.15 — —
20250814 $2.15 $2.15 — —
20250813 $2.15 $2.15 — —
20250812 $2.17 $2.17 — —
20250811 $2.20 $2.20 — —
20250808 $2.20 $2.20 — —
20250807 $2.20 $2.20 — —
20250806 $2.22 $2.22 — —
20250805 $2.22 $2.22 — —
20250804 $2.22 $2.22 — —
20250801 $2.22 $2.22 — —
20250731 $2.28 $2.28 — —
20250730 $2.28 $2.28 — —
20250729 $2.20 $2.20 — —
20250728 $2.22 $2.22 — —
20250725 $2.25 $2.25 — —

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.