GOVT · Expected Move
iShares U.S. Treasury Bond ETF · ETF
The expected move for GOVT 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).
GOVT 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 GOVT Expected Move
30-Day Straddle
$0.80
7-Day Straddle
$0.80
30-Day ATM IV
16.0%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to GOVT'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.
GOVT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.80 | $0.80 | 16.0% | 32% |
| 20261020 | $0.75 | $0.75 | 15.7% | 31% |
| 20261019 | $0.28 | $0.28 | 6.3% | 2% |
| 20261016 | $0.35 | $0.62 | 6.4% | 2% |
| 20261015 | $0.25 | $0.10 | 6.4% | 2% |
| 20261014 | $1.00 | $0.10 | 18.3% | 39% |
| 20261013 | $0.35 | $0.15 | 7.3% | 5% |
| 20261012 | $0.35 | $0.17 | 6.7% | 3% |
| 20261009 | $0.35 | $0.15 | 12.1% | 20% |
| 20261008 | $1.03 | $0.17 | 17.0% | 35% |
| 20261007 | $0.97 | $0.22 | 26.1% | 64% |
| 20261006 | $0.40 | $0.22 | 6.8% | 3% |
| 20261005 | $0.45 | $0.28 | 7.1% | 4% |
| 20261002 | $0.88 | $0.88 | 7.7% | 6% |
| 20261001 | $0.25 | $0.25 | 15.1% | 29% |
| 20260930 | $0.78 | $0.78 | 10.4% | 15% |
| 20260929 | $0.35 | $0.35 | 18.0% | 38% |
| 20260928 | $0.20 | $0.20 | 7.3% | 5% |
| 20260925 | $0.85 | $0.85 | 16.4% | 33% |
| 20260924 | $0.28 | $0.28 | 15.7% | 31% |
| 20260923 | $0.28 | $0.28 | 6.3% | 2% |
| 20260922 | $0.28 | $0.28 | 6.2% | 1% |
| 20260921 | $0.33 | $0.33 | 6.5% | 2% |
| 20260918 | $0.30 | $0.15 | 6.5% | 3% |
| 20260917 | $0.90 | $0.68 | 13.2% | 23% |
| 20260916 | $0.30 | $0.75 | 6.0% | 1% |
| 20260915 | $0.30 | $0.20 | 5.8% | 0% |
| 20260914 | $0.33 | $0.75 | 7.1% | 4% |
| 20260911 | $0.33 | $0.17 | 10.7% | 15% |
| 20260910 | $0.35 | $0.28 | 7.4% | 10% |
| 20260909 | $0.42 | $0.88 | 15.8% | 35% |
| 20260908 | $1.12 | $0.88 | 23.9% | 45% |
| 20260904 | $1.05 | $0.78 | 21.2% | 39% |
| 20260903 | $0.50 | $0.47 | 13.2% | 20% |
| 20260902 | $0.28 | $0.28 | 14.4% | 23% |
| 20260901 | $0.88 | $0.88 | 12.7% | 19% |
| 20260831 | $0.50 | $0.50 | 14.3% | 23% |
| 20260828 | $1.00 | $1.00 | 22.6% | 41% |
| 20260827 | $0.58 | $0.58 | 21.5% | 39% |
| 20260826 | $0.55 | $0.55 | 24.7% | 46% |
| 20260825 | $0.65 | $0.65 | 21.0% | 38% |
| 20260824 | $1.10 | $1.10 | 22.7% | 42% |
| 20260821 | $1.65 | $2.77 | 23.8% | 44% |
| 20260820 | $0.58 | $0.93 | 18.8% | 33% |
| 20260819 | $2.38 | $0.97 | 26.2% | 50% |
| 20260818 | $0.50 | $0.38 | 16.4% | 28% |
| 20260817 | $0.53 | $0.50 | 16.8% | 28% |
| 20260814 | $0.58 | $0.33 | 23.2% | 43% |
| 20260813 | $0.55 | $0.55 | 22.1% | 40% |
| 20260812 | $1.15 | $1.07 | 37.8% | 76% |
| 20260811 | $0.55 | $1.02 | 15.7% | 26% |
| 20260810 | $0.55 | $0.53 | 14.9% | 24% |
| 20260807 | — | — | 27.5% | 52% |
| 20260806 | $1.88 | $0.60 | 21.2% | 38% |
| 20260805 | $1.35 | $1.35 | 24.4% | 45% |
| 20260804 | $1.35 | $1.35 | 19.3% | 34% |
| 20260803 | $0.55 | $0.55 | 12.9% | 20% |
| 20260731 | $0.50 | $0.50 | 19.1% | 34% |
| 20260730 | $0.60 | $0.60 | 20.5% | 37% |
| 20260729 | $0.58 | $0.58 | 11.9% | 18% |
More on GOVT
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.