IEF · Expected Move
iShares 7-10 Year Treasury Bond ETF · ETF
The expected move for IEF 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).
IEF 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 IEF Expected Move
30-Day Straddle
$1.86
7-Day Straddle
$0.69
30-Day ATM IV
8.8%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to IEF'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.
IEF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $1.86 | $0.69 | 8.8% | 100% |
| 20261002 | $1.64 | $0.75 | 8.4% | 100% |
| 20261001 | $1.66 | $0.90 | 8.3% | 100% |
| 20260930 | $1.66 | $0.98 | 8.1% | 95% |
| 20260929 | $1.67 | $1.01 | 8.1% | 95% |
| 20260928 | $1.71 | $0.79 | 8.1% | 96% |
| 20260925 | $1.50 | $0.87 | 7.6% | 81% |
| 20260924 | $1.69 | $1.02 | 8.2% | 100% |
| 20260923 | $1.50 | $0.95 | 7.2% | 100% |
| 20260922 | $1.28 | $0.82 | 6.0% | 56% |
| 20260921 | $1.33 | $0.51 | 6.1% | 62% |
| 20260918 | $1.26 | $0.57 | 6.2% | 67% |
| 20260917 | $1.24 | $0.67 | 6.0% | 55% |
| 20260916 | $1.42 | $0.81 | 6.8% | 96% |
| 20260915 | $1.42 | $0.81 | 6.7% | 91% |
| 20260914 | $1.40 | $0.58 | 6.6% | 82% |
| 20260911 | $1.30 | $0.69 | 6.5% | 80% |
| 20260910 | $1.46 | $0.88 | 6.9% | 100% |
| 20260909 | $1.23 | $0.71 | 5.9% | 53% |
| 20260908 | $1.24 | $0.75 | 5.7% | 44% |
| 20260904 | $1.24 | $0.57 | 5.7% | 46% |
| 20260903 | $1.24 | $0.59 | 5.9% | 57% |
| 20260902 | $1.30 | $0.67 | 6.0% | 58% |
| 20260901 | $1.33 | $0.73 | 6.1% | 64% |
| 20260831 | $1.30 | $0.52 | 5.8% | 48% |
| 20260828 | $1.10 | $0.64 | 5.4% | 32% |
| 20260827 | $1.15 | $0.67 | 5.4% | 32% |
| 20260826 | $1.17 | $0.74 | 5.4% | 30% |
| 20260825 | $1.15 | $0.73 | 5.3% | 26% |
| 20260824 | $1.21 | $0.44 | 5.6% | 38% |
| 20260821 | $1.16 | $0.53 | 5.6% | 39% |
| 20260820 | $1.15 | $0.57 | 5.5% | 37% |
| 20260819 | $1.18 | $0.53 | 5.3% | 27% |
| 20260818 | $1.19 | $0.61 | 5.5% | 35% |
| 20260817 | $1.25 | $0.39 | 5.6% | 42% |
| 20260814 | $1.10 | $0.46 | 5.4% | 30% |
| 20260813 | $1.10 | $0.47 | 5.3% | 23% |
| 20260812 | $1.15 | $0.55 | 5.5% | 32% |
| 20260811 | $1.26 | $0.68 | 5.9% | 45% |
| 20260810 | $1.27 | $0.51 | 5.8% | 41% |
| 20260807 | — | — | 5.6% | 22% |
| 20260806 | $1.27 | $0.69 | 5.8% | 24% |
| 20260805 | $1.24 | $0.70 | 5.8% | 23% |
| 20260804 | $1.36 | $0.83 | 6.0% | 26% |
| 20260803 | $1.37 | $0.52 | 6.3% | 32% |
| 20260731 | $1.27 | $0.64 | 6.3% | 33% |
| 20260730 | $1.33 | $0.68 | 6.1% | 29% |
| 20260729 | $1.33 | $0.78 | 6.1% | 29% |
| 20260728 | $1.29 | $0.80 | 5.9% | 24% |
| 20260727 | $1.32 | $0.54 | 5.9% | 24% |
| 20260724 | $1.24 | $0.62 | 6.1% | 27% |
| 20260723 | $1.32 | $0.70 | 6.3% | 32% |
| 20260722 | $1.29 | $0.73 | 6.2% | 31% |
| 20260721 | $1.25 | $0.71 | 5.7% | 20% |
| 20260720 | $1.23 | $0.45 | 5.6% | 18% |
| 20260716 | $1.15 | $0.57 | 5.3% | 12% |
| 20260715 | $1.16 | $0.55 | 5.4% | 13% |
| 20260714 | $1.25 | $0.68 | 5.7% | 21% |
| 20260713 | $1.32 | $0.58 | 6.0% | 27% |
| 20260710 | $1.18 | $0.57 | 5.5% | 16% |
More on IEF
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