IAGG · Expected Move
iShares Core International Aggregate Bond Fund · ETF
The expected move for IAGG 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).
IAGG 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 IAGG Expected Move
30-Day Straddle
$2.15
7-Day Straddle
$2.15
30-Day ATM IV
26.4%
IV Rank
71%
Implied one-standard-deviation move through the next 30 days. Compare to IAGG'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.
IAGG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.15 | $2.15 | 26.4% | 71% |
| 20261020 | $2.20 | $2.20 | 25.9% | 69% |
| 20261019 | $3.68 | $3.68 | 24.4% | 61% |
| 20261016 | $2.25 | $2.05 | 24.6% | 62% |
| 20261015 | $2.30 | $2.10 | 24.4% | 61% |
| 20261014 | $2.28 | $3.48 | 26.0% | 69% |
| 20261013 | $2.30 | $2.05 | 30.6% | 91% |
| 20261012 | $2.30 | $3.53 | 24.7% | 63% |
| 20261009 | $2.38 | $2.02 | 25.3% | 65% |
| 20261008 | $2.40 | $4.90 | 26.1% | 69% |
| 20261007 | $2.38 | $2.00 | 25.2% | 65% |
| 20261006 | $2.45 | $4.90 | 28.4% | 80% |
| 20261005 | $2.42 | $2.02 | 28.2% | 79% |
| 20261002 | $2.00 | $2.00 | 26.5% | 71% |
| 20261001 | $2.02 | $2.02 | 24.7% | 63% |
| 20260930 | $2.15 | $2.15 | 29.3% | 85% |
| 20260929 | $2.15 | $2.15 | 29.0% | 84% |
| 20260928 | $2.12 | $2.12 | 23.5% | 58% |
| 20260925 | $2.00 | $2.00 | 20.8% | 46% |
| 20260924 | $2.00 | $2.00 | 20.6% | 45% |
| 20260923 | $2.10 | $2.10 | 20.1% | 43% |
| 20260922 | $2.30 | $2.30 | 19.0% | 38% |
| 20260921 | $2.38 | $2.38 | 19.5% | 41% |
| 20260918 | $2.30 | $3.23 | 25.9% | 70% |
| 20260917 | $2.35 | $2.25 | 25.0% | 66% |
| 20260916 | $2.28 | $2.17 | 25.4% | 68% |
| 20260915 | $2.27 | $2.15 | 25.9% | 70% |
| 20260914 | $2.30 | $3.58 | 25.1% | 66% |
| 20260911 | $3.47 | $2.20 | 26.0% | 70% |
| 20260910 | $2.40 | $3.62 | 24.9% | 65% |
| 20260909 | $2.45 | $2.17 | 22.3% | 54% |
| 20260908 | $2.42 | $2.12 | 20.0% | 43% |
| 20260904 | $2.48 | $2.10 | 17.6% | 33% |
| 20260903 | $2.50 | $2.12 | 17.2% | 31% |
| 20260902 | $2.20 | $2.20 | 16.6% | 28% |
| 20260901 | $2.15 | $2.15 | 18.5% | 37% |
| 20260831 | $3.40 | $3.40 | 18.7% | 37% |
| 20260828 | $2.10 | $2.10 | 18.6% | 37% |
| 20260827 | $2.05 | $2.05 | 25.1% | 66% |
| 20260826 | $2.05 | $2.05 | 15.9% | 24% |
| 20260825 | $2.05 | $2.05 | 19.9% | 38% |
| 20260824 | $2.10 | $2.10 | 20.1% | 39% |
| 20260821 | $2.08 | $2.05 | 20.3% | 40% |
| 20260820 | $2.05 | $2.05 | 12.4% | 8% |
| 20260819 | $2.08 | $2.05 | 13.7% | 13% |
| 20260818 | $2.12 | $2.12 | 14.4% | 16% |
| 20260817 | $2.15 | $2.08 | 18.3% | 32% |
| 20260814 | $2.20 | $2.02 | 26.3% | 64% |
| 20260813 | $2.25 | $2.00 | 20.7% | 41% |
| 20260812 | $2.17 | $1.98 | 18.4% | 32% |
| 20260811 | $1.60 | $1.38 | 17.7% | 29% |
| 20260810 | $1.65 | $1.42 | 18.7% | 33% |
| 20260807 | — | — | 19.2% | 35% |
| 20260806 | $1.80 | $1.57 | 14.0% | 14% |
| 20260805 | $1.57 | $1.57 | 15.4% | 20% |
| 20260804 | $1.50 | $1.50 | 14.2% | 15% |
| 20260803 | $1.52 | $1.52 | 21.4% | 44% |
| 20260731 | $1.65 | $1.65 | 21.4% | 44% |
| 20260730 | $1.62 | $1.62 | 13.9% | 14% |
| 20260729 | $1.52 | $1.52 | 23.5% | 52% |
More on IAGG
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.