ICVT · Expected Move
iShares Convertible Bond ETF · ETF
The expected move for ICVT 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).
ICVT 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 ICVT Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$4.90
30-Day ATM IV
24.9%
IV Rank
85%
Implied one-standard-deviation move through the next 30 days. Compare to ICVT'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.
ICVT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.90 | $4.90 | 24.9% | 85% |
| 20261020 | $5.50 | $5.50 | 22.6% | 54% |
| 20261019 | $5.85 | $5.85 | 23.2% | 62% |
| 20261016 | $5.95 | $4.90 | 24.7% | 83% |
| 20261015 | $6.30 | $4.95 | 23.8% | 70% |
| 20261014 | $6.60 | $5.03 | 25.5% | 94% |
| 20261013 | $6.50 | $4.90 | 22.9% | 59% |
| 20261012 | $6.45 | $4.90 | 21.5% | 40% |
| 20261009 | $6.35 | $4.90 | 23.5% | 66% |
| 20261008 | $6.70 | $5.00 | 24.1% | 75% |
| 20261007 | $6.60 | $4.90 | 23.7% | 69% |
| 20261006 | $6.75 | $4.90 | 22.8% | 57% |
| 20261005 | $6.50 | $4.90 | 23.3% | 63% |
| 20261002 | $4.90 | $4.90 | 23.1% | 61% |
| 20261001 | $4.90 | $4.90 | 23.7% | 69% |
| 20260930 | $4.90 | $4.90 | 23.5% | 66% |
| 20260929 | $4.90 | $4.90 | 23.1% | 61% |
| 20260928 | $4.80 | $4.80 | 23.1% | 61% |
| 20260925 | $4.80 | $4.80 | 22.5% | 52% |
| 20260924 | $4.80 | $4.80 | 22.2% | 49% |
| 20260923 | $5.15 | $5.15 | 22.3% | 50% |
| 20260922 | $4.80 | $4.80 | 18.6% | 0% |
| 20260921 | $4.95 | $4.95 | 20.7% | 26% |
| 20260918 | $4.95 | $4.80 | 21.3% | 34% |
| 20260917 | $5.30 | $4.80 | 21.0% | 30% |
| 20260916 | $5.50 | $4.80 | 21.6% | 38% |
| 20260915 | $5.03 | $4.80 | 20.8% | 27% |
| 20260914 | $5.50 | $4.80 | 20.8% | 27% |
| 20260911 | $5.55 | $4.80 | 21.1% | 32% |
| 20260910 | $6.00 | $4.80 | 22.7% | 54% |
| 20260909 | $5.50 | $4.80 | 21.3% | 44% |
| 20260908 | $5.75 | $4.80 | 21.3% | 44% |
| 20260904 | $6.00 | $4.80 | 21.8% | 49% |
| 20260903 | $5.95 | $4.80 | 22.5% | 58% |
| 20260902 | $4.80 | $4.80 | 22.2% | 55% |
| 20260901 | $5.15 | $5.15 | 22.5% | 58% |
| 20260831 | $4.80 | $4.80 | 22.7% | 60% |
| 20260828 | $5.40 | $5.40 | 22.4% | 56% |
| 20260827 | $4.80 | $4.80 | 21.4% | 57% |
| 20260826 | $5.15 | $5.15 | 21.3% | 55% |
| 20260825 | $5.15 | $5.15 | 21.8% | 61% |
| 20260824 | $5.30 | $5.30 | 21.8% | 61% |
| 20260821 | $5.50 | $3.88 | 21.5% | 58% |
| 20260820 | $5.30 | $4.85 | 20.9% | 52% |
| 20260819 | $5.50 | $5.20 | 21.1% | 54% |
| 20260818 | $5.85 | $5.07 | 23.0% | 71% |
| 20260817 | $5.35 | $5.15 | 19.0% | 33% |
| 20260814 | $5.50 | $5.15 | 20.0% | 44% |
| 20260813 | $5.55 | $4.95 | 20.4% | 47% |
| 20260812 | $5.50 | $4.80 | 20.4% | 47% |
| 20260811 | $6.25 | $5.07 | 22.2% | 64% |
| 20260810 | $6.45 | $5.40 | 23.1% | 73% |
| 20260807 | — | — | 22.8% | 70% |
| 20260806 | $6.50 | $5.45 | 22.7% | 69% |
| 20260805 | $5.40 | $5.40 | 23.5% | 76% |
| 20260804 | $5.35 | $5.35 | 22.0% | 63% |
| 20260803 | $5.20 | $5.20 | 22.2% | 64% |
| 20260731 | $5.72 | $5.72 | 24.7% | 88% |
| 20260730 | $6.53 | $6.53 | 25.1% | 92% |
| 20260729 | $5.90 | $5.90 | 26.0% | 100% |
More on ICVT
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.