HYZD · Expected Move

WisdomTree Trust WisdomTree Interest Rate Hedged High Yield Bond Fund · ETF

The expected move for HYZD 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).

HYZD straddle price & implied vol

60 sessions

Bars: 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 HYZD Expected Move
30-Day Straddle
$1.18
7-Day Straddle
$1.18
30-Day ATM IV
49.2%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to HYZD'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.
HYZD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.18 $1.18 49.2% 48%
20261021 $1.20 $1.20 50.5% 50%
20261020 $3.00 $3.00 56.2% 57%
20261019 $1.25 $1.25 49.3% 48%
20261016 $1.27 $3.23 47.4% 45%
20261015 $1.25 $1.17 50.7% 50%
20261014 $1.25 $3.20 25.1% 14%
20261013 $1.33 $1.20 47.0% 45%
20261012 $1.30 $1.20 48.8% 47%
20261009 $1.33 $1.20 42.8% 39%
20261008 $1.33 $1.17 43.3% 40%
20261007 $1.33 $1.17 42.1% 38%
20261006 $1.38 $3.20 40.7% 36%
20261005 $1.38 $1.17 40.0% 35%
20261002 $1.15 $1.15 46.1% 43%
20261001 $1.10 $1.10 34.4% 27%
20260930 $1.17 $1.17 35.5% 29%
20260929 $1.17 $1.17 35.5% 29%
20260928 $1.23 $1.23 35.6% 29%
20260925 $1.25 $1.25 33.5% 26%
20260924 $1.38 $1.38 47.7% 46%
20260923 $1.35 $1.35 33.0% 25%
20260922 $1.33 $1.33 31.7% 24%
20260921 $1.33 $1.33 25.7% 15%
20260918 $1.35 $3.25 16.6% 3%
20260917 $1.38 $1.25 17.5% 4%
20260916 $1.38 $1.30 23.3% 12%
20260915 $1.35 $1.30 14.6% 0%
20260914 $1.35 $1.27 15.1% 0%
20260911 $1.38 $1.33 15.6% 0%
20260910 $1.38 $1.30 20.4% 6%
20260909 $1.40 $1.33 27.5% 16%
20260908 $1.38 $1.27 17.4% 2%
20260904 $1.40 $1.27 16.4% 0%
20260903 $1.40 $1.30 16.5% 1%
20260902 $1.30 $1.30 16.3% 0%
20260901 $1.27 $1.27 19.7% 5%
20260831 $1.27 $1.27 22.8% 9%
20260828 $1.27 $1.27 21.7% 7%
20260827 $1.27 $1.27 23.6% 9%
20260826 $1.27 $1.27 23.5% 9%
20260825 $1.33 $1.33 19.0% 3%
20260824 $1.35 $1.35 23.1% 8%
20260821 $1.38 $3.27 19.6% 4%
20260820 $1.35 $1.30 17.1% 1%
20260819 $1.35 $1.27 22.9% 8%
20260818 $1.35 $1.30 16.7% 1%
20260817 $1.35 $1.27 22.2% 7%
20260814 $1.38 $1.30 18.5% 3%
20260813 $1.38 $1.30 17.0% 1%
20260812 $1.35 $1.27 16.1% 0%
20260811 $1.33 $1.23 19.9% 0%
20260810 $2.27 $2.05 65.9% 18%
20260806 $2.33 $2.10 65.8% 17%
20260805 $2.08 $2.08 66.0% 18%
20260804 $2.08 $2.08 65.8% 18%
20260803 $2.10 $2.10 65.9% 18%
20260731 $2.15 $2.15 66.4% 19%
20260730 $2.23 $2.23 66.5% 19%
20260729 $2.20 $2.20 66.5% 19%

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.