IBIT · Expected Move

iShares Bitcoin Trust ETF · ETF

The expected move for IBIT 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).

IBIT 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 IBIT Expected Move
30-Day Straddle
$4.10
7-Day Straddle
$1.77
30-Day ATM IV
37.3%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to IBIT'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.
IBIT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $4.10 $1.77 37.3% 39%
20261020 $4.03 $1.65 36.9% 36%
20261019 $4.03 $1.62 36.7% 34%
20261016 $3.87 $1.79 37.6% 38%
20261015 $3.99 $1.79 38.0% 40%
20261014 $4.04 $1.79 38.1% 29%
20261013 $4.07 $1.68 37.0% 24%
20261012 $4.10 $1.60 36.8% 23%
20261009 $3.65 $1.60 35.9% 18%
20261008 $3.98 $1.83 38.1% 30%
20261007 $4.01 $1.77 37.0% 24%
20261006 $4.11 $1.71 36.3% 20%
20261005 $4.21 $1.61 36.4% 21%
20261002 $3.60 $1.55 34.7% 12%
20261001 $3.91 $1.58 36.6% 22%
20260930 $3.91 $1.69 35.9% 19%
20260929 $3.98 $1.53 35.9% 18%
20260928 $4.11 $1.77 36.6% 22%
20260925 $3.73 $1.74 35.7% 18%
20260924 $3.98 $1.71 36.9% 24%
20260923 $4.19 $1.94 38.1% 29%
20260922 $4.38 $1.83 38.5% 31%
20260921 $4.60 $2.20 40.0% 39%
20260918 $3.75 $1.92 37.1% 24%
20260917 $3.21 $1.27 32.6% 2%
20260916 $3.76 $1.73 38.4% 31%
20260915 $3.95 $1.81 39.4% 36%
20260914 $4.13 $1.95 38.8% 33%
20260911 $3.53 $1.72 36.4% 21%
20260910 $3.74 $1.73 38.0% 29%
20260909 $4.00 $1.95 39.2% 35%
20260908 $4.13 $1.75 40.0% 39%
20260904 $3.83 $1.70 38.5% 31%
20260903 $4.30 $1.96 41.1% 44%
20260902 $3.62 $1.50 36.0% 19%
20260901 $3.88 $1.78 37.8% 28%
20260831 $3.87 $1.92 36.5% 22%
20260828 $3.64 $1.73 37.5% 26%
20260827 $4.07 $1.83 39.8% 38%
20260826 $4.00 $1.94 39.4% 36%
20260825 $4.40 $1.93 42.3% 50%
20260824 $4.62 $2.33 43.9% 58%
20260821 $4.00 $2.30 40.8% 43%
20260820 $3.60 $1.62 38.9% 33%
20260819 $3.25 $1.54 36.5% 21%
20260818 $2.88 $1.01 33.2% 5%
20260817 $3.03 $1.18 34.1% 10%
20260814 $2.51 $1.06 32.2% 0%
20260813 $2.65 $1.21 33.0% 2%
20260812 $2.73 $1.30 33.1% 3%
20260811 $2.82 $1.43 33.7% 6%
20260810 $3.01 $0.99 34.9% 12%
20260807 — — 32.5% 0%
20260806 $2.84 $1.29 34.6% 3%
20260805 $2.91 $1.38 34.2% 1%
20260804 $2.92 $1.45 34.1% 1%
20260803 $2.70 $1.06 34.1% 1%
20260731 $2.85 $1.32 34.5% 3%
20260730 $2.85 $1.46 33.9% 0%
20260729 $3.04 $1.68 37.1% 13%

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.