HYS · Expected Move
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund · ETF
The expected move for HYS 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).
HYS 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 HYS Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
28.5%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to HYS'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.
HYS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.00 | $0.00 | 28.5% | 53% |
| 20261021 | $0.00 | $0.00 | 40.7% | 100% |
| 20261020 | $0.00 | $0.00 | 27.5% | 63% |
| 20261019 | $0.00 | $0.00 | 27.7% | 64% |
| 20261016 | $3.28 | $3.93 | 25.3% | 52% |
| 20261015 | $3.30 | $2.58 | 25.8% | 54% |
| 20261014 | $3.30 | $2.85 | 25.4% | 52% |
| 20261013 | $3.35 | $2.65 | 25.3% | 52% |
| 20261012 | $3.50 | $2.80 | 25.4% | 52% |
| 20261009 | $3.65 | $2.83 | 26.0% | 55% |
| 20261008 | $3.60 | $2.80 | 25.6% | 54% |
| 20261007 | $3.65 | $2.85 | 25.4% | 53% |
| 20261006 | $3.75 | $3.00 | 25.3% | 52% |
| 20261005 | $3.80 | $2.83 | 24.9% | 50% |
| 20261002 | $2.80 | $2.80 | 24.3% | 47% |
| 20261001 | $2.88 | $2.88 | 24.2% | 46% |
| 20260930 | $3.05 | $3.05 | 23.0% | 41% |
| 20260929 | $3.17 | $3.17 | 22.9% | 40% |
| 20260928 | $3.12 | $3.12 | 22.7% | 39% |
| 20260925 | $3.03 | $3.03 | 21.7% | 35% |
| 20260924 | $3.00 | $3.00 | 21.3% | 33% |
| 20260923 | $3.77 | $3.77 | 21.3% | 32% |
| 20260922 | $3.02 | $3.02 | 15.7% | 5% |
| 20260921 | $3.05 | $3.05 | 15.8% | 6% |
| 20260918 | $3.50 | $3.23 | 17.9% | 16% |
| 20260917 | $3.55 | $3.08 | 17.2% | 13% |
| 20260916 | $3.45 | $3.15 | 16.7% | 10% |
| 20260915 | $3.60 | $3.17 | 16.9% | 11% |
| 20260914 | $3.55 | $3.15 | 16.4% | 8% |
| 20260911 | $3.60 | $3.15 | 19.5% | 24% |
| 20260910 | $3.65 | $3.15 | 19.9% | 26% |
| 20260909 | $3.80 | $3.35 | 18.8% | 20% |
| 20260908 | $3.80 | $3.35 | 19.6% | 24% |
| 20260904 | $4.00 | $3.45 | 21.7% | 35% |
| 20260903 | $3.95 | $3.35 | 22.1% | 37% |
| 20260902 | $3.45 | $3.45 | 22.7% | 39% |
| 20260901 | $3.40 | $3.40 | 23.2% | 42% |
| 20260831 | $3.40 | $3.40 | 23.7% | 44% |
| 20260828 | $3.30 | $3.30 | 24.8% | 50% |
| 20260827 | $3.45 | $3.45 | 25.3% | 52% |
| 20260826 | $3.50 | $3.50 | 25.6% | 54% |
| 20260825 | $3.45 | $3.45 | 26.0% | 55% |
| 20260824 | $3.55 | $3.55 | 26.5% | 58% |
| 20260821 | $3.55 | $3.23 | 27.5% | 63% |
| 20260820 | $3.50 | $3.17 | 27.8% | 64% |
| 20260819 | $3.40 | $3.00 | 28.0% | 65% |
| 20260818 | $3.40 | $3.10 | 27.6% | 63% |
| 20260817 | $3.40 | $3.03 | 27.2% | 61% |
| 20260814 | $3.55 | $3.10 | 27.4% | 62% |
| 20260813 | $3.55 | $3.10 | 27.3% | 62% |
| 20260812 | $3.60 | $3.10 | 27.3% | 62% |
| 20260811 | $3.60 | $3.15 | 27.3% | 62% |
| 20260810 | $4.80 | $4.50 | 27.2% | 61% |
| 20260806 | $4.80 | $4.60 | 26.6% | 58% |
| 20260805 | $4.60 | $4.60 | 26.6% | 58% |
| 20260804 | $4.60 | $4.60 | 26.5% | 58% |
| 20260803 | $4.65 | $4.65 | 26.5% | 58% |
| 20260731 | $4.65 | $4.65 | 25.4% | 53% |
| 20260730 | $4.60 | $4.60 | 25.4% | 52% |
| 20260729 | $4.80 | $4.80 | 25.3% | 52% |
More on HYS
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.