ICE · Expected Move
Intercontinental Exchange Inc.
The expected move for ICE 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).
ICE 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 ICE Expected Move
30-Day Straddle
$10.10
7-Day Straddle
$4.97
30-Day ATM IV
27.8%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to ICE'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.
ICE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $10.10 | $4.97 | 27.8% | 30% |
| 20261015 | $10.30 | $5.22 | 28.3% | 33% |
| 20261014 | $10.10 | $5.47 | 28.6% | 35% |
| 20261013 | $10.20 | $4.80 | 27.9% | 30% |
| 20261012 | $10.15 | $3.85 | 27.7% | 30% |
| 20261009 | $9.30 | $4.40 | 27.9% | 31% |
| 20261008 | $9.85 | $4.85 | 28.1% | 32% |
| 20261007 | $10.05 | $4.50 | 28.9% | 37% |
| 20261006 | $9.85 | $5.38 | 27.7% | 30% |
| 20261005 | $9.25 | $3.52 | 26.3% | 21% |
| 20261002 | $9.40 | $4.53 | 29.4% | 40% |
| 20261001 | $9.75 | $5.08 | 29.0% | 37% |
| 20260930 | $10.45 | $4.85 | 29.9% | 43% |
| 20260929 | $10.30 | $5.33 | 28.8% | 36% |
| 20260928 | $10.40 | $3.77 | 27.6% | 29% |
| 20260925 | $9.10 | $4.58 | 27.0% | 26% |
| 20260924 | $8.95 | $5.07 | 25.3% | 15% |
| 20260923 | $9.00 | $5.20 | 25.5% | 16% |
| 20260922 | $9.15 | $5.05 | 25.5% | 16% |
| 20260921 | $9.20 | $3.42 | 24.8% | 12% |
| 20260918 | $7.75 | $4.03 | 22.9% | 0% |
| 20260917 | $8.05 | $4.38 | 23.5% | 4% |
| 20260916 | $8.60 | $5.15 | 24.6% | 11% |
| 20260915 | $9.10 | $5.45 | 25.2% | 15% |
| 20260914 | $9.80 | $3.95 | 26.0% | 19% |
| 20260911 | $8.80 | $4.22 | 25.5% | 16% |
| 20260910 | $9.00 | $4.43 | 25.4% | 16% |
| 20260909 | $9.60 | $5.45 | 26.4% | 22% |
| 20260908 | $10.00 | $5.57 | 27.4% | 28% |
| 20260904 | $8.70 | $4.12 | 24.2% | 8% |
| 20260903 | $9.10 | $4.78 | 24.4% | 10% |
| 20260902 | $8.45 | $4.72 | 23.5% | 4% |
| 20260901 | $9.35 | $5.05 | 25.4% | 16% |
| 20260831 | $9.38 | $3.67 | 24.2% | 9% |
| 20260828 | $8.40 | $4.05 | 23.8% | 6% |
| 20260827 | $8.23 | $4.67 | 22.9% | 0% |
| 20260826 | $9.05 | $4.80 | 24.5% | 10% |
| 20260825 | $9.20 | $5.22 | 24.3% | 9% |
| 20260824 | $9.80 | $3.95 | 25.3% | 15% |
| 20260821 | $8.80 | $4.60 | 24.4% | 10% |
| 20260820 | $9.40 | $4.78 | 26.0% | 19% |
| 20260819 | $10.20 | $6.58 | 28.3% | 33% |
| 20260818 | $9.45 | $5.97 | 25.5% | 16% |
| 20260817 | $9.10 | $3.65 | 24.8% | 12% |
| 20260814 | $7.95 | $4.38 | 24.0% | 7% |
| 20260813 | $8.50 | $4.40 | 24.5% | 10% |
| 20260812 | $8.75 | $4.75 | 24.7% | 12% |
| 20260811 | $8.10 | $5.45 | 22.8% | 0% |
| 20260810 | $9.10 | $4.40 | 25.6% | 15% |
| 20260807 | — | — | 26.4% | 20% |
| 20260806 | $10.70 | $5.75 | 31.4% | 51% |
| 20260805 | $11.20 | $5.20 | 33.0% | 61% |
| 20260804 | $11.50 | $7.62 | 33.2% | 62% |
| 20260803 | $11.45 | $4.40 | 31.7% | 53% |
| 20260731 | $12.05 | $5.30 | 35.2% | 74% |
| 20260730 | $12.35 | $6.22 | 34.4% | 69% |
| 20260729 | $11.55 | $8.00 | 33.3% | 63% |
| 20260728 | $11.50 | $7.90 | 32.8% | 59% |
| 20260727 | $12.30 | $6.85 | 34.9% | 73% |
| 20260724 | $11.35 | $6.80 | 34.9% | 73% |
More on ICE
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.