GOVZ · Expected Move
iShares 25+ Year Treasury STRIPS Bond ETF · ETF
The expected move for GOVZ 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).
GOVZ 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 GOVZ Expected Move
30-Day Straddle
$1.90
7-Day Straddle
$1.33
30-Day ATM IV
32.9%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to GOVZ'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.
GOVZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261111 | $1.90 | $1.33 | 32.9% | 54% |
| 20261110 | $1.83 | $1.30 | 31.5% | 46% |
| 20261109 | $1.90 | $1.38 | 24.9% | 6% |
| 20261106 | $2.00 | $1.45 | 25.6% | 11% |
| 20261105 | $2.17 | $1.50 | 25.5% | 10% |
| 20261104 | $1.52 | $1.52 | 24.7% | 5% |
| 20261103 | $1.62 | $1.62 | 27.9% | 24% |
| 20261102 | $1.60 | $1.60 | 26.6% | 17% |
| 20261030 | $1.70 | $1.70 | 24.6% | 6% |
| 20261029 | $1.77 | $1.77 | 23.8% | 1% |
| 20261028 | $1.48 | $1.48 | 24.2% | 3% |
| 20261027 | $1.80 | $1.80 | 28.9% | 31% |
| 20261026 | $1.77 | $1.77 | 29.7% | 36% |
| 20261023 | $1.95 | $1.95 | 26.1% | 28% |
| 20261022 | $2.10 | $2.10 | 29.7% | 46% |
| 20261021 | $1.92 | $1.92 | 35.8% | 76% |
| 20261020 | $1.98 | $1.98 | 31.3% | 54% |
| 20261019 | $1.88 | $1.88 | 31.9% | 57% |
| 20261016 | $2.08 | $2.48 | 35.8% | 76% |
| 20261015 | $2.08 | $0.88 | 36.9% | 82% |
| 20261014 | $2.05 | $1.40 | 31.5% | 55% |
| 20261013 | $1.75 | $1.18 | 34.7% | 71% |
| 20261012 | $2.17 | $1.50 | 36.1% | 78% |
| 20261009 | $2.15 | $1.45 | 40.5% | 100% |
| 20261008 | $2.15 | $1.20 | 39.8% | 100% |
| 20261007 | $2.20 | $1.55 | 36.3% | 94% |
| 20261006 | $2.25 | $1.67 | 33.5% | 77% |
| 20261005 | $2.98 | $1.40 | 37.3% | 100% |
| 20261002 | $1.65 | $1.65 | 33.8% | 80% |
| 20261001 | $1.73 | $1.73 | 34.4% | 85% |
| 20260930 | $1.88 | $1.88 | 34.1% | 83% |
| 20260929 | $1.80 | $1.80 | 33.6% | 81% |
| 20260928 | $1.93 | $1.93 | 37.1% | 60% |
| 20260925 | $1.33 | $1.33 | 31.2% | 40% |
| 20260924 | $1.83 | $1.83 | 30.4% | 37% |
| 20260923 | $2.00 | $2.00 | 35.1% | 53% |
| 20260922 | $1.65 | $1.65 | 26.7% | 25% |
| 20260921 | $1.75 | $1.75 | 26.9% | 26% |
| 20260918 | $1.90 | $1.48 | 26.0% | 23% |
| 20260917 | $1.75 | $1.43 | 25.1% | 20% |
| 20260916 | $1.95 | $1.48 | 25.7% | 21% |
| 20260915 | $2.00 | $1.52 | 25.8% | 22% |
| 20260914 | $1.90 | $1.48 | 25.3% | 20% |
| 20260911 | $1.95 | $1.50 | 25.8% | 22% |
| 20260910 | $2.05 | $1.58 | 24.2% | 16% |
| 20260909 | $1.95 | $1.58 | 25.7% | 21% |
| 20260908 | $1.83 | $1.57 | 26.4% | 24% |
| 20260904 | $1.88 | $1.62 | 26.7% | 25% |
| 20260903 | $1.90 | $1.70 | 26.1% | 23% |
| 20260902 | $1.42 | $1.42 | 28.7% | 32% |
| 20260901 | $1.77 | $1.77 | 28.7% | 31% |
| 20260831 | $1.77 | $1.77 | 29.8% | 35% |
| 20260828 | $1.70 | $1.70 | 30.5% | 38% |
| 20260827 | $1.85 | $1.85 | 29.8% | 35% |
| 20260826 | $1.88 | $1.88 | 28.9% | 32% |
| 20260825 | $1.80 | $1.80 | 28.8% | 32% |
| 20260824 | $1.85 | $1.85 | 31.0% | 39% |
| 20260821 | $1.88 | $3.27 | 31.0% | 38% |
| 20260820 | $1.82 | $1.43 | 32.3% | 42% |
| 20260819 | $1.82 | $1.33 | 35.6% | 47% |
More on GOVZ
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.