IAU · Expected Move
iShares Gold Trust · ETF
The expected move for IAU 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).
IAU 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 IAU Expected Move
30-Day Straddle
$3.50
7-Day Straddle
$1.92
30-Day ATM IV
19.2%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to IAU'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.
IAU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.50 | $1.92 | 19.2% | 12% |
| 20261020 | $3.75 | $2.33 | 20.7% | 18% |
| 20261019 | $3.75 | $1.02 | 20.4% | 17% |
| 20261016 | $3.65 | $1.57 | 20.8% | 18% |
| 20261015 | $3.70 | $1.92 | 20.9% | 18% |
| 20261014 | $3.83 | $1.95 | 21.5% | 21% |
| 20261013 | $3.82 | $2.02 | 20.9% | 19% |
| 20261012 | $4.05 | $1.35 | 21.4% | 20% |
| 20260302 | $7.62 | $3.72 | 32.0% | 59% |
| 20260227 | $6.95 | $3.83 | 31.5% | 57% |
| 20260226 | $6.75 | $3.75 | 30.5% | 53% |
| 20260225 | $7.10 | $4.10 | 31.9% | 59% |
| 20260224 | $7.85 | $4.62 | 34.8% | 69% |
| 20260223 | $8.30 | $3.58 | 35.6% | 72% |
| 20260221 | $6.95 | $3.75 | — | — |
| 20260220 | $6.95 | $3.75 | 32.4% | 61% |
| 20260219 | $6.43 | $3.48 | 30.4% | 53% |
| 20260218 | $6.55 | $3.25 | 30.3% | 53% |
| 20260217 | $6.07 | $3.80 | 28.5% | 46% |
| 20260213 | $5.88 | $2.55 | 27.7% | 44% |
| 20260212 | $5.90 | $3.33 | 28.1% | 45% |
| 20260211 | $5.75 | $3.15 | 26.8% | 40% |
| 20260210 | $6.00 | $3.42 | 27.0% | 42% |
| 20260209 | $7.17 | $2.95 | 31.9% | 59% |
| 20260206 | $6.53 | $3.90 | 32.2% | 60% |
| 20260205 | $6.40 | $4.35 | 32.0% | 60% |
| 20260204 | $7.50 | $4.82 | 35.5% | 72% |
| 20260203 | $7.75 | $5.60 | 36.7% | 76% |
| 20260202 | $6.45 | $3.65 | 32.9% | 63% |
| 20260130 | $8.60 | $5.72 | 40.9% | 92% |
| 20260129 | $9.80 | $7.00 | 43.2% | 100% |
| 20260128 | $8.75 | $5.97 | 37.8% | 100% |
| 20260127 | $7.50 | $4.60 | 32.8% | 100% |
| 20260126 | $7.00 | $2.88 | 31.1% | 92% |
| 20260123 | $5.82 | $3.23 | 28.1% | 75% |
| 20260122 | $5.47 | $3.20 | 26.1% | 64% |
| 20260121 | $5.22 | $3.28 | 25.5% | 61% |
| 20260120 | $4.83 | $3.00 | 23.1% | 48% |
| 20260116 | $4.17 | $1.75 | 21.4% | 39% |
| 20260115 | $4.22 | $2.10 | 21.7% | 40% |
| 20260114 | $4.70 | $2.45 | 23.3% | 49% |
| 20260113 | $4.55 | $2.75 | 22.8% | 46% |
| 20260112 | $4.78 | $1.90 | 23.7% | 51% |
| 20260109 | $4.17 | $1.95 | 22.2% | 43% |
| 20260108 | $4.80 | $2.17 | 30.0% | 86% |
| 20260107 | $4.40 | $2.48 | 22.9% | 47% |
| 20260106 | $4.60 | $2.73 | 23.3% | 49% |
| 20260105 | $4.72 | $1.85 | 23.2% | 49% |
| 20260102 | $4.15 | $2.05 | 23.0% | 47% |
| 20251231 | $4.20 | $2.03 | 22.6% | 46% |
| 20251230 | $4.82 | $2.80 | 24.3% | 55% |
| 20251229 | $4.68 | $1.95 | 24.4% | 56% |
| 20251226 | $5.42 | $2.02 | 27.6% | 74% |
| 20251224 | $4.22 | $2.05 | 21.9% | 44% |
| 20251223 | $4.43 | $2.33 | 22.7% | 48% |
| 20251222 | $4.83 | $1.30 | 23.3% | 51% |
| 20251219 | $3.38 | $1.38 | 18.8% | 27% |
| 20251218 | $3.75 | $2.00 | 19.8% | 33% |
| 20251217 | $3.80 | $1.73 | 20.1% | 35% |
| 20251216 | $3.67 | $1.90 | 19.4% | 31% |
More on IAU
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.