ICF · Expected Move
iShares Select U.S. REIT ETF · ETF
The expected move for ICF 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).
ICF 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 ICF Expected Move
30-Day Straddle
$3.38
7-Day Straddle
$1.90
30-Day ATM IV
21.2%
IV Rank
94%
Implied one-standard-deviation move through the next 30 days. Compare to ICF'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.
ICF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $3.38 | $1.90 | 21.2% | 94% |
| 20261112 | $4.10 | $2.10 | 21.4% | 96% |
| 20261111 | $2.78 | $2.15 | 17.9% | 54% |
| 20261110 | $3.30 | $2.05 | 20.9% | 91% |
| 20261109 | $3.73 | $2.17 | 21.7% | 100% |
| 20261106 | $3.83 | $2.55 | 21.3% | 100% |
| 20261105 | $3.17 | $2.20 | 18.3% | 67% |
| 20261104 | $2.00 | $2.00 | 16.5% | 43% |
| 20261103 | $2.55 | $2.55 | 19.5% | 85% |
| 20261102 | $2.25 | $2.25 | 17.8% | 61% |
| 20261030 | $2.25 | $2.25 | 18.5% | 70% |
| 20261029 | $2.22 | $2.22 | 18.0% | 64% |
| 20261028 | $2.45 | $2.45 | 19.0% | 77% |
| 20261027 | $2.85 | $2.85 | 19.0% | 78% |
| 20261026 | $2.92 | $2.92 | 20.2% | 94% |
| 20261023 | $2.62 | $2.62 | 18.4% | 69% |
| 20261022 | $2.83 | $2.83 | 19.6% | 86% |
| 20261021 | $2.45 | $2.45 | 16.7% | 46% |
| 20261020 | $2.52 | $2.52 | 19.1% | 80% |
| 20261019 | $2.80 | $2.80 | 18.9% | 77% |
| 20261016 | $2.92 | $1.05 | 18.1% | 65% |
| 20261015 | $2.95 | $1.30 | 18.6% | 73% |
| 20261014 | $2.40 | $1.50 | 15.1% | 23% |
| 20261013 | $2.88 | $1.30 | 16.8% | 48% |
| 20261012 | $2.83 | $1.38 | 17.0% | 50% |
| 20261009 | $3.05 | $1.65 | 17.8% | 61% |
| 20261008 | $3.03 | $1.52 | 20.3% | 97% |
| 20261007 | $3.17 | $1.55 | 18.5% | 71% |
| 20261006 | $3.60 | $1.98 | 20.2% | 95% |
| 20261005 | $3.23 | $2.08 | 20.6% | 100% |
| 20261002 | $1.65 | $1.65 | 17.1% | 65% |
| 20261001 | $1.95 | $1.95 | 17.3% | 68% |
| 20260930 | $1.95 | $1.95 | 18.4% | 87% |
| 20260929 | $1.93 | $1.93 | 17.1% | 66% |
| 20260928 | $2.15 | $2.15 | 18.8% | 95% |
| 20260925 | $1.95 | $1.95 | 18.3% | 89% |
| 20260924 | $2.50 | $2.50 | 18.5% | 91% |
| 20260923 | $2.45 | $2.45 | 19.1% | 100% |
| 20260922 | $2.42 | $2.42 | 18.2% | 88% |
| 20260921 | $2.25 | $2.25 | 18.4% | 91% |
| 20260918 | $2.52 | $3.12 | 18.1% | 55% |
| 20260917 | $2.48 | $0.85 | 17.3% | 48% |
| 20260916 | $2.33 | $1.50 | 14.4% | 20% |
| 20260915 | $2.75 | $1.35 | 18.3% | 57% |
| 20260914 | $2.38 | $1.50 | 17.2% | 47% |
| 20260911 | $2.52 | $1.95 | 15.0% | 26% |
| 20260910 | $2.47 | $1.82 | 18.4% | 58% |
| 20260909 | $2.40 | $1.95 | 14.8% | 24% |
| 20260908 | $2.50 | $1.93 | 17.1% | 46% |
| 20260904 | $2.30 | $2.20 | 15.3% | 29% |
| 20260903 | $2.67 | $1.88 | 17.0% | 45% |
| 20260902 | $1.77 | $1.77 | 15.6% | 32% |
| 20260901 | $1.88 | $1.88 | 14.8% | 24% |
| 20260831 | $2.33 | $2.33 | 16.7% | 42% |
| 20260828 | $1.90 | $1.90 | 17.0% | 45% |
| 20260827 | $1.90 | $1.90 | 13.7% | 14% |
| 20260826 | $2.20 | $2.20 | 16.1% | 37% |
| 20260825 | $2.20 | $2.20 | 16.0% | 36% |
| 20260824 | $1.88 | $1.88 | 13.6% | 13% |
| 20260821 | $2.35 | $3.30 | 17.7% | 51% |
More on ICF
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.