IAI · Expected Move
iShares U.S. Broker-Dealers & Securities Exchanges ETF · ETF
The expected move for IAI 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).
IAI 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 IAI Expected Move
30-Day Straddle
$8.50
7-Day Straddle
$8.50
30-Day ATM IV
21.3%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to IAI'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.
IAI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $8.50 | $8.50 | 21.3% | 67% |
| 20261021 | $8.40 | $8.40 | 20.4% | 56% |
| 20261020 | $9.05 | $9.05 | 22.0% | 77% |
| 20261019 | $9.05 | $9.05 | 22.0% | 77% |
| 20261016 | $8.98 | $2.10 | 20.7% | 60% |
| 20261015 | $9.00 | $3.17 | 20.6% | 58% |
| 20261014 | $10.05 | $3.23 | 22.7% | 85% |
| 20261013 | $10.60 | $4.00 | 23.2% | 91% |
| 20261012 | $10.25 | $4.78 | 22.1% | 77% |
| 20261009 | $10.90 | $5.85 | 22.8% | 87% |
| 20261008 | $10.85 | $4.97 | 22.7% | 85% |
| 20261007 | $11.40 | $5.95 | 23.9% | 100% |
| 20261006 | $10.95 | $5.72 | 22.5% | 84% |
| 20261005 | $11.50 | $6.50 | 23.2% | 95% |
| 20261002 | $6.38 | $6.38 | 22.8% | 89% |
| 20261001 | $7.07 | $7.07 | 23.7% | 100% |
| 20260930 | $6.40 | $6.40 | 22.2% | 83% |
| 20260929 | $7.08 | $7.08 | 22.9% | 92% |
| 20260928 | $6.72 | $6.72 | 21.2% | 70% |
| 20260925 | $7.35 | $7.35 | 20.8% | 65% |
| 20260924 | $7.58 | $7.58 | 21.4% | 73% |
| 20260923 | $7.30 | $7.30 | 20.9% | 66% |
| 20260922 | $7.70 | $7.70 | 20.1% | 55% |
| 20260921 | $8.10 | $8.10 | 18.9% | 39% |
| 20260918 | $7.97 | $2.27 | 19.4% | 45% |
| 20260917 | $8.12 | $2.83 | 19.8% | 50% |
| 20260916 | $8.95 | $3.57 | 21.5% | 74% |
| 20260915 | $8.98 | $4.00 | 20.8% | 64% |
| 20260914 | $9.00 | $4.17 | 20.2% | 57% |
| 20260911 | $8.70 | $4.32 | 18.5% | 33% |
| 20260910 | $10.10 | $5.45 | 21.5% | 73% |
| 20260909 | $10.65 | $5.00 | 21.2% | 70% |
| 20260908 | $10.30 | $4.92 | 20.3% | 57% |
| 20260904 | $9.50 | $5.50 | 17.2% | 16% |
| 20260903 | $9.65 | $5.05 | 17.2% | 16% |
| 20260902 | $6.15 | $6.15 | 19.3% | 44% |
| 20260901 | $6.07 | $6.07 | 20.1% | 55% |
| 20260831 | $6.15 | $6.15 | 18.4% | 32% |
| 20260828 | $6.03 | $6.03 | 17.0% | 13% |
| 20260827 | $6.45 | $6.45 | 17.3% | 17% |
| 20260826 | $6.75 | $6.75 | 17.6% | 22% |
| 20260825 | $6.20 | $6.20 | 16.6% | 8% |
| 20260824 | $7.35 | $7.35 | 18.5% | 34% |
| 20260821 | $7.35 | $2.50 | 17.2% | 16% |
| 20260820 | $7.55 | $2.50 | 18.0% | 26% |
| 20260819 | $7.70 | $2.70 | 17.5% | 21% |
| 20260818 | $7.58 | $3.72 | 16.9% | 12% |
| 20260817 | $7.20 | $3.23 | 16.0% | 0% |
| 20260814 | $7.88 | $3.90 | 16.8% | 0% |
| 20260813 | $8.52 | $4.25 | 17.8% | 1% |
| 20260812 | $8.57 | $4.68 | 17.8% | 0% |
| 20260811 | $9.03 | $5.22 | 18.9% | 8% |
| 20260810 | $9.45 | $6.00 | 19.5% | 12% |
| 20260807 | — | — | 18.2% | 0% |
| 20260806 | $9.90 | $6.12 | 18.8% | 3% |
| 20260805 | $6.10 | $6.10 | 18.8% | 2% |
| 20260804 | $6.97 | $6.97 | 19.8% | 9% |
| 20260803 | $6.53 | $6.53 | 19.2% | 5% |
| 20260731 | $7.67 | $7.67 | 20.5% | 14% |
| 20260730 | $7.00 | $7.00 | 19.0% | 4% |
More on IAI
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.