HYGH · Expected Move
iShares Interest Rate Hedged High Yield Bond ETF · ETF
The expected move for HYGH 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).
HYGH 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 HYGH Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
24.2%
IV Rank
72%
Implied one-standard-deviation move through the next 30 days. Compare to HYGH'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.
HYGH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 24.2% | 72% |
| 20261020 | $2.10 | $2.10 | 24.0% | 71% |
| 20261019 | $0.00 | $0.00 | 31.9% | 100% |
| 20261016 | $4.30 | $3.93 | 21.8% | 65% |
| 20261015 | $3.95 | $2.98 | 21.9% | 65% |
| 20261014 | $4.35 | $3.15 | 21.7% | 65% |
| 20261013 | $4.15 | $3.25 | 21.8% | 65% |
| 20261012 | $4.65 | $3.40 | 21.6% | 64% |
| 20261009 | $4.65 | $3.40 | 23.2% | 70% |
| 20261008 | $4.70 | $3.40 | 23.0% | 69% |
| 20261007 | $4.75 | $3.40 | 22.9% | 69% |
| 20261006 | $4.80 | $3.45 | 22.8% | 68% |
| 20261005 | $4.75 | $3.50 | 22.6% | 68% |
| 20261002 | $3.55 | $3.55 | 21.5% | 64% |
| 20261001 | $4.20 | $4.20 | 22.4% | 67% |
| 20260930 | $4.10 | $4.10 | 21.9% | 65% |
| 20260929 | $4.15 | $4.15 | 21.8% | 65% |
| 20260928 | $4.15 | $4.15 | 21.7% | 64% |
| 20260925 | $4.30 | $4.30 | 21.3% | 63% |
| 20260924 | $4.40 | $4.40 | 20.6% | 61% |
| 20260923 | $4.45 | $4.45 | 20.2% | 59% |
| 20260922 | $4.10 | $4.10 | 31.6% | 100% |
| 20260921 | $4.10 | $4.10 | 19.1% | 57% |
| 20260918 | $4.05 | $3.45 | 19.1% | 57% |
| 20260917 | $4.05 | $3.45 | 18.5% | 55% |
| 20260916 | $4.40 | $3.40 | 19.0% | 57% |
| 20260915 | $4.00 | $3.40 | 19.0% | 57% |
| 20260914 | $4.10 | $3.45 | 18.4% | 54% |
| 20260911 | $4.55 | $3.60 | 15.9% | 45% |
| 20260910 | $4.20 | $3.55 | 16.2% | 46% |
| 20260909 | $4.55 | $3.55 | 16.1% | 46% |
| 20260908 | $4.55 | $3.60 | 15.8% | 45% |
| 20260904 | $4.65 | $3.60 | 15.3% | 43% |
| 20260903 | $4.35 | $3.55 | 15.5% | 44% |
| 20260902 | $3.65 | $3.65 | 15.5% | 44% |
| 20260901 | $4.05 | $4.05 | 16.2% | 46% |
| 20260831 | $4.05 | $4.05 | 16.1% | 46% |
| 20260828 | $4.10 | $4.10 | 15.6% | 44% |
| 20260827 | $3.95 | $3.95 | 14.6% | 40% |
| 20260826 | $3.70 | $3.70 | 14.8% | 41% |
| 20260825 | $3.95 | $3.95 | 14.3% | 39% |
| 20260824 | $3.95 | $3.95 | 13.9% | 38% |
| 20260821 | $4.60 | $3.17 | 27.2% | 87% |
| 20260820 | $3.65 | $3.23 | 12.4% | 32% |
| 20260819 | $3.90 | $1.93 | 12.1% | 31% |
| 20260818 | $4.30 | $3.23 | 11.8% | 30% |
| 20260817 | $4.00 | $2.65 | 11.7% | 30% |
| 20260814 | $3.90 | $2.10 | 11.7% | 30% |
| 20260813 | $3.90 | $2.10 | 11.7% | 29% |
| 20260812 | $4.45 | $3.33 | 11.6% | 29% |
| 20260811 | $4.05 | $2.47 | 11.7% | 30% |
| 20260810 | $4.15 | $2.55 | 11.8% | 30% |
| 20260807 | — | — | 11.4% | 29% |
| 20260806 | $4.15 | $2.62 | 11.6% | 29% |
| 20260805 | $2.62 | $2.62 | 12.0% | 31% |
| 20260804 | $2.67 | $2.67 | 11.2% | 28% |
| 20260803 | $3.55 | $3.55 | 10.5% | 25% |
| 20260731 | $3.40 | $3.40 | 10.7% | 26% |
| 20260730 | $3.80 | $3.80 | 11.4% | 29% |
| 20260729 | $2.98 | $2.98 | 13.9% | 38% |
More on HYGH
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.