ICSH · Expected Move
iShares Ultra Short Duration Bond Active ETF · ETF
The expected move for ICSH 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).
ICSH 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 ICSH Expected Move
30-Day Straddle
$0.50
7-Day Straddle
$0.50
30-Day ATM IV
6.9%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to ICSH'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.
ICSH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.50 | $0.50 | 6.9% | 13% |
| 20261020 | $2.90 | $2.90 | 4.2% | 3% |
| 20261019 | $1.65 | $1.65 | 4.4% | 3% |
| 20261016 | $0.42 | $0.42 | 4.0% | 2% |
| 20261015 | $2.90 | $2.70 | 3.9% | 2% |
| 20261014 | $0.50 | $0.40 | 3.7% | 1% |
| 20261013 | $0.50 | $0.40 | 4.0% | 2% |
| 20261012 | $0.50 | $0.42 | 3.5% | 0% |
| 20261009 | $0.50 | $0.40 | 7.5% | 11% |
| 20261008 | $0.42 | $0.40 | 10.1% | 21% |
| 20261007 | $0.50 | $0.40 | 14.2% | 36% |
| 20261006 | $0.50 | $0.40 | 4.5% | 0% |
| 20261005 | $0.50 | $0.40 | 9.2% | 14% |
| 20261002 | $0.40 | $0.40 | 12.6% | 27% |
| 20261001 | $0.40 | $0.40 | 9.3% | 14% |
| 20260930 | $0.45 | $0.45 | 5.8% | 0% |
| 20260929 | $1.43 | $1.43 | 14.5% | 16% |
| 20260928 | $1.43 | $1.43 | 11.4% | 0% |
| 20260925 | $2.48 | $2.48 | 13.2% | 9% |
| 20260924 | $3.58 | $3.58 | 17.7% | 32% |
| 20260923 | $1.93 | $1.93 | 18.0% | 34% |
| 20260922 | $1.43 | $1.43 | 12.9% | 8% |
| 20260921 | $1.40 | $1.40 | 18.2% | 34% |
| 20260918 | $2.73 | $2.70 | 21.5% | 51% |
| 20260917 | $2.73 | $2.67 | 21.4% | 51% |
| 20260916 | $2.73 | $2.67 | 20.8% | 48% |
| 20260915 | $2.75 | $2.67 | 20.9% | 48% |
| 20260914 | $2.75 | $2.70 | 20.1% | 44% |
| 20260911 | $2.85 | $2.70 | 21.7% | 52% |
| 20260910 | $2.90 | $2.70 | 20.4% | 45% |
| 20260909 | $2.90 | $2.73 | 20.7% | 47% |
| 20260908 | $2.90 | $2.73 | 21.4% | 51% |
| 20260904 | $3.00 | $2.73 | 20.8% | 48% |
| 20260903 | $3.00 | $2.73 | 20.8% | 47% |
| 20260902 | $2.73 | $2.73 | 20.6% | 47% |
| 20260901 | $2.73 | $2.73 | 21.6% | 52% |
| 20260831 | $1.15 | $1.15 | 19.7% | 42% |
| 20260828 | $2.83 | $2.83 | 21.2% | 50% |
| 20260827 | $2.73 | $2.73 | 20.5% | 46% |
| 20260826 | $2.50 | $2.50 | 20.4% | 46% |
| 20260825 | $2.10 | $2.10 | 17.8% | 33% |
| 20260824 | $2.45 | $2.45 | 19.3% | 40% |
| 20260821 | $1.90 | $2.70 | 11.4% | 0% |
| 20260820 | $6.17 | $2.12 | 14.0% | 12% |
| 20260819 | $2.60 | $2.77 | 13.8% | 10% |
| 20260818 | $2.55 | $2.03 | 13.6% | 9% |
| 20260817 | $2.55 | $0.97 | 12.4% | 2% |
| 20260814 | $2.62 | $2.53 | 14.5% | 10% |
| 20260813 | $2.65 | $1.03 | 14.0% | 8% |
| 20260812 | $2.58 | $2.40 | 14.0% | 8% |
| 20260811 | $2.48 | $1.80 | 14.7% | 11% |
| 20260810 | $2.62 | $2.35 | 14.1% | 9% |
| 20260807 | — | — | 14.3% | 9% |
| 20260806 | $2.62 | $2.40 | 18.2% | 23% |
| 20260805 | $2.40 | $2.40 | 16.2% | 16% |
| 20260804 | $2.40 | $2.40 | 14.9% | 12% |
| 20260803 | $2.40 | $2.40 | 13.9% | 8% |
| 20260731 | $2.02 | $2.02 | 15.1% | 12% |
| 20260730 | $2.00 | $2.00 | 15.4% | 13% |
| 20260729 | $1.78 | $1.78 | 13.1% | 5% |
More on ICSH
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.