HYG · Expected Move
iShares iBoxx $ High Yield Corporate Bond ETF · ETF
The expected move for HYG 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).
HYG 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 HYG Expected Move
30-Day Straddle
$1.04
7-Day Straddle
$0.54
30-Day ATM IV
5.9%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to HYG'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.
HYG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.04 | $0.54 | 5.9% | 57% |
| 20261020 | $1.05 | $0.58 | 5.9% | 58% |
| 20261019 | $1.11 | $0.39 | 6.2% | 65% |
| 20261016 | $1.13 | $0.55 | 6.6% | 74% |
| 20261015 | $1.16 | $0.52 | 6.3% | 68% |
| 20261014 | $1.08 | $0.51 | 6.2% | 65% |
| 20261013 | $1.11 | $0.65 | 6.0% | 60% |
| 20261012 | $1.06 | $0.39 | 5.9% | 58% |
| 20261009 | $1.18 | $0.53 | 6.2% | 64% |
| 20261008 | $1.24 | $0.57 | 6.7% | 77% |
| 20261007 | $1.23 | $0.58 | 6.5% | 74% |
| 20261006 | $1.13 | $0.52 | 6.3% | 68% |
| 20261005 | $1.30 | $0.34 | 7.1% | 86% |
| 20261002 | $1.19 | $0.46 | 7.2% | 91% |
| 20261001 | $1.29 | $0.60 | 7.6% | 100% |
| 20260930 | $1.29 | $0.59 | 6.8% | 100% |
| 20260929 | $1.23 | $0.77 | 6.8% | 100% |
| 20260928 | $1.18 | $0.60 | 6.3% | 100% |
| 20260925 | $1.00 | $0.68 | 5.8% | 100% |
| 20260924 | $1.02 | $0.67 | 5.8% | 97% |
| 20260923 | $0.95 | $0.66 | 5.1% | 68% |
| 20260922 | $0.76 | $0.47 | 4.0% | 18% |
| 20260921 | $0.79 | $0.31 | 4.1% | 22% |
| 20260918 | $0.93 | $0.28 | 4.6% | 44% |
| 20260917 | $0.73 | $0.40 | 4.0% | 18% |
| 20260916 | $1.09 | $0.46 | 5.1% | 67% |
| 20260915 | $1.04 | $0.51 | 5.1% | 50% |
| 20260914 | $0.94 | $0.34 | 4.8% | 40% |
| 20260911 | $0.92 | $0.52 | 4.9% | 43% |
| 20260910 | $1.02 | $0.58 | 5.5% | 61% |
| 20260909 | $0.84 | $0.45 | 4.6% | 32% |
| 20260908 | $0.86 | $0.51 | 4.6% | 33% |
| 20260904 | $0.80 | $0.33 | 4.3% | 22% |
| 20260903 | $0.84 | $0.43 | 4.2% | 21% |
| 20260902 | $0.99 | $0.47 | 5.0% | 30% |
| 20260901 | $0.99 | $0.53 | 5.0% | 31% |
| 20260831 | $1.09 | $0.66 | 4.8% | 26% |
| 20260828 | $0.69 | $0.49 | 4.6% | 22% |
| 20260827 | $0.68 | $0.57 | 3.8% | 4% |
| 20260826 | $0.70 | $0.52 | 3.6% | 1% |
| 20260825 | $0.71 | $0.56 | 3.6% | 1% |
| 20260824 | $0.75 | $0.40 | 3.7% | 1% |
| 20260821 | $0.79 | $0.36 | 4.0% | 0% |
| 20260820 | $0.83 | $0.42 | 4.2% | 1% |
| 20260819 | $0.70 | $0.46 | 3.7% | 0% |
| 20260818 | $0.84 | $0.41 | 4.0% | 0% |
| 20260817 | $0.78 | $0.24 | 3.8% | 0% |
| 20260814 | $0.73 | $0.34 | 3.6% | 0% |
| 20260813 | $0.68 | $0.27 | 3.6% | 0% |
| 20260812 | $0.74 | $0.33 | 3.8% | 0% |
| 20260811 | $0.78 | $0.33 | 4.1% | 1% |
| 20260810 | $0.79 | $0.25 | 4.2% | 1% |
| 20260807 | — | — | 4.4% | 1% |
| 20260806 | $1.03 | $0.38 | 5.6% | 2% |
| 20260805 | $0.78 | $0.35 | 4.1% | 1% |
| 20260804 | $0.81 | $0.38 | 4.1% | 1% |
| 20260803 | $0.85 | $0.29 | 4.6% | 1% |
| 20260731 | $0.81 | $0.47 | 4.8% | 1% |
| 20260730 | $0.80 | $0.55 | 4.6% | 1% |
| 20260729 | $1.00 | $0.66 | 5.2% | 2% |
More on HYG
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.