IAUI · Expected Move

NEOS Gold High Income ETF · ETF

The expected move for IAUI 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).

IAUI 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 IAUI Expected Move
30-Day Straddle
$1.90
7-Day Straddle
$1.90
30-Day ATM IV
16.4%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to IAUI'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.
IAUI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.90 $1.90 16.4% 15%
20261021 $0.00 $0.00 30.9% 69%
20261020 $2.48 $2.48 24.5% 45%
20261019 $0.00 $0.00 17.7% 20%
20261016 $2.20 $1.38 16.3% 15%
20261015 $2.15 $0.47 16.0% 13%
20261014 $2.08 $0.38 16.2% 14%
20261013 $2.10 $1.17 16.3% 15%
20261012 $2.02 $1.20 16.8% 16%
20261009 $2.40 $0.70 19.7% 27%
20261008 $1.85 $1.15 22.0% 36%
20261007 $2.15 $1.27 15.7% 12%
20261006 $2.33 $0.93 16.2% 14%
20261005 $2.38 $1.48 17.6% 19%
20261002 $1.45 $1.45 15.7% 12%
20261001 $1.33 $1.33 16.9% 17%
20260930 $1.20 $1.20 17.9% 20%
20260929 $1.15 $1.15 16.6% 16%
20260928 $1.35 $1.35 14.7% 9%
20260925 $1.15 $1.15 12.4% 0%
20260924 $2.08 $2.08 17.2% 12%
20260923 $1.60 $1.60 16.1% 8%
20260922 $1.68 $1.68 16.0% 7%
20260921 $1.73 $1.73 16.7% 10%
20260918 $2.00 $1.38 16.6% 10%
20260917 $2.50 $0.75 21.0% 28%
20260916 $2.27 $0.72 19.3% 21%
20260915 $2.12 $1.15 18.4% 17%
20260914 $2.12 $0.57 18.0% 15%
20260911 $2.27 $1.38 17.6% 14%
20260910 $2.58 $1.50 21.1% 28%
20260909 $1.98 $1.80 23.7% 38%
20260908 $2.62 $1.80 20.2% 24%
20260904 $2.85 $1.50 26.2% 48%
20260903 $2.85 $1.02 18.1% 16%
20260902 $1.93 $1.93 19.0% 20%
20260901 $1.58 $1.58 20.1% 24%
20260831 $6.17 $6.17 19.7% 22%
20260828 $1.65 $1.65 35.3% 85%
20260827 $1.42 $1.42 39.1% 100%
20260826 $2.65 $2.65 21.4% 30%
20260825 $1.77 $1.77 24.2% 42%
20260824 $2.45 $2.45 20.7% 27%
20260821 $3.35 $5.80 25.5% 47%
20260820 $2.85 $0.92 35.0% 87%
20260819 $2.45 $1.12 37.6% 98%
20260818 $1.75 $1.18 38.2% 100%
20260817 $2.83 $0.95 29.7% 69%
20260814 $2.17 $1.55 33.5% 86%
20260813 $2.08 $1.40 31.5% 77%
20260812 $2.40 $1.27 36.6% 100%
20260811 $3.27 $1.58 28.5% 72%
20260810 $3.85 $2.27 25.2% 55%
20260807 — — 34.2% 100%
20260806 $2.60 $5.53 31.9% 93%
20260805 $1.38 $1.38 24.6% 24%
20260804 $1.32 $1.32 19.6% 13%
20260803 $1.40 $1.40 21.5% 17%
20260731 $1.52 $1.52 22.0% 18%
20260730 $1.40 $1.40 19.0% 11%

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.