IEI · Expected Move
iShares 3-7 Year Treasury Bond ETF · ETF
The expected move for IEI 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).
IEI 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 IEI Expected Move
30-Day Straddle
$1.50
7-Day Straddle
$1.27
30-Day ATM IV
5.2%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to IEI'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.
IEI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.50 | $1.27 | 5.2% | 44% |
| 20261015 | $1.48 | $0.28 | 5.2% | 42% |
| 20261014 | $1.48 | $0.48 | 5.7% | 54% |
| 20261013 | $1.45 | $0.80 | 4.9% | 36% |
| 20261012 | $1.58 | $0.93 | 5.0% | 39% |
| 20261009 | $1.50 | $0.75 | 4.9% | 37% |
| 20261008 | $2.05 | $0.75 | 7.4% | 89% |
| 20261007 | $1.75 | $1.45 | 5.8% | 8% |
| 20261006 | $2.08 | $1.12 | 5.6% | 8% |
| 20261005 | $1.38 | $0.93 | 4.8% | 5% |
| 20261002 | $1.02 | $1.02 | 5.6% | 8% |
| 20261001 | $1.15 | $1.15 | 5.9% | 9% |
| 20260930 | $1.07 | $1.07 | 5.7% | 8% |
| 20260929 | $1.70 | $1.70 | 5.7% | 8% |
| 20260928 | $1.10 | $1.10 | 4.9% | 5% |
| 20260925 | $1.12 | $1.12 | 5.0% | 6% |
| 20260924 | $2.40 | $2.40 | 7.7% | 14% |
| 20260923 | $1.38 | $1.38 | 5.8% | 8% |
| 20260922 | $1.10 | $1.10 | 4.4% | 4% |
| 20260921 | $1.60 | $1.60 | 5.9% | 9% |
| 20260918 | $1.80 | $0.40 | 6.7% | 11% |
| 20260917 | $1.70 | $0.62 | 4.2% | 3% |
| 20260916 | $1.20 | $0.42 | 4.5% | 4% |
| 20260915 | $1.30 | $0.62 | 4.7% | 5% |
| 20260914 | $1.35 | $0.72 | 4.6% | 5% |
| 20260911 | $1.25 | $0.65 | 4.4% | 4% |
| 20260910 | $1.32 | $0.73 | 5.1% | 6% |
| 20260909 | $1.27 | $1.03 | 4.1% | 3% |
| 20260908 | $2.15 | $0.70 | 5.8% | 8% |
| 20260904 | $1.18 | $0.53 | 4.1% | 3% |
| 20260903 | $1.40 | $0.60 | 4.2% | 3% |
| 20260902 | $1.62 | $1.62 | 5.7% | 8% |
| 20260901 | $0.85 | $0.85 | 4.2% | 3% |
| 20260831 | $0.78 | $0.78 | 4.2% | 3% |
| 20260828 | $0.60 | $0.60 | 3.7% | 2% |
| 20260827 | $0.60 | $0.60 | 4.2% | 3% |
| 20260826 | $1.02 | $1.02 | 3.9% | 2% |
| 20260825 | $0.92 | $0.92 | 3.7% | 2% |
| 20260824 | $1.88 | $1.88 | 7.2% | 13% |
| 20260821 | $1.02 | $8.22 | 5.3% | 7% |
| 20260820 | $1.23 | $1.50 | 4.2% | 3% |
| 20260819 | $1.45 | $0.45 | 3.6% | 2% |
| 20260818 | $1.50 | $0.47 | 4.6% | 5% |
| 20260817 | $1.55 | $0.53 | 5.6% | 8% |
| 20260814 | $1.48 | $0.53 | 4.6% | 5% |
| 20260813 | $1.45 | $0.33 | 4.9% | 6% |
| 20260812 | $0.77 | $0.80 | 3.1% | 0% |
| 20260811 | $3.20 | $0.78 | 8.0% | 14% |
| 20260810 | $1.27 | $0.80 | 4.1% | 2% |
| 20260807 | — | — | 4.5% | 3% |
| 20260806 | $1.40 | $0.97 | 4.0% | 2% |
| 20260805 | $0.80 | $0.80 | 4.0% | 2% |
| 20260804 | $0.85 | $0.85 | 3.5% | 0% |
| 20260803 | $0.65 | $0.65 | 5.5% | 6% |
| 20260731 | $0.88 | $0.88 | 4.0% | 2% |
| 20260730 | $0.95 | $0.95 | 4.2% | 2% |
| 20260729 | $1.27 | $1.27 | 5.9% | 8% |
| 20260728 | $1.00 | $1.00 | 5.1% | 5% |
| 20260727 | $0.88 | $0.88 | 4.9% | 5% |
| 20260724 | $1.10 | $1.10 | 5.0% | 5% |
More on IEI
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.