IEO · Expected Move
iShares U.S. Oil & Gas Exploration & Production ETF · ETF
The expected move for IEO 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).
IEO 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 IEO Expected Move
30-Day Straddle
$11.05
7-Day Straddle
$11.05
30-Day ATM IV
32.4%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to IEO'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.
IEO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $11.05 | $11.05 | 32.4% | 78% |
| 20261020 | $10.70 | $10.70 | 31.2% | 60% |
| 20261019 | $11.15 | $11.15 | 31.6% | 67% |
| 20261016 | $11.70 | $1.90 | 31.3% | 62% |
| 20261015 | $11.35 | $3.45 | 30.6% | 52% |
| 20261014 | $11.60 | $3.33 | 30.6% | 51% |
| 20261013 | $11.80 | $3.10 | 30.6% | 51% |
| 20261012 | $11.40 | $4.15 | 30.2% | 45% |
| 20261009 | $11.75 | $4.43 | 29.9% | 40% |
| 20261008 | $12.25 | $5.30 | 31.0% | 57% |
| 20261007 | $11.90 | $5.32 | 30.8% | 54% |
| 20261006 | $12.15 | $5.67 | 30.9% | 55% |
| 20261005 | $12.40 | $6.33 | 31.9% | 70% |
| 20261002 | $6.53 | $6.53 | 31.7% | 61% |
| 20261001 | $6.78 | $6.78 | 31.4% | 55% |
| 20260930 | $6.62 | $6.62 | 31.5% | 56% |
| 20260929 | $7.70 | $7.70 | 33.1% | 77% |
| 20260928 | $8.05 | $8.05 | 33.7% | 85% |
| 20260925 | $8.25 | $8.25 | 32.2% | 65% |
| 20260924 | $8.40 | $8.40 | 32.1% | 65% |
| 20260923 | $8.35 | $8.35 | 31.3% | 53% |
| 20260922 | $8.60 | $8.60 | 31.2% | 52% |
| 20260921 | $8.90 | $8.90 | 31.4% | 55% |
| 20260918 | $10.10 | $1.52 | 32.8% | 73% |
| 20260917 | $10.10 | $2.47 | 32.0% | 62% |
| 20260916 | $10.50 | $3.28 | 32.9% | 75% |
| 20260915 | $11.40 | $4.25 | 33.9% | 87% |
| 20260914 | $10.40 | $4.12 | 31.3% | 54% |
| 20260911 | $11.00 | $4.30 | 31.4% | 55% |
| 20260910 | $11.40 | $5.68 | 31.9% | 62% |
| 20260909 | $10.55 | $5.95 | 29.9% | 35% |
| 20260908 | $10.70 | $5.95 | 30.0% | 36% |
| 20260904 | $10.50 | $6.25 | 28.1% | 12% |
| 20260903 | $11.00 | $6.25 | 28.5% | 17% |
| 20260902 | $6.35 | $6.35 | 28.5% | 18% |
| 20260901 | $7.75 | $7.75 | 29.4% | 29% |
| 20260831 | $7.35 | $7.35 | 29.4% | 29% |
| 20260828 | $7.33 | $7.33 | 28.7% | 20% |
| 20260827 | $7.65 | $7.65 | 28.7% | 19% |
| 20260826 | $7.70 | $7.70 | 29.2% | 26% |
| 20260825 | $8.45 | $8.45 | 29.9% | 35% |
| 20260824 | $8.65 | $8.65 | 30.7% | 46% |
| 20260821 | $9.38 | $1.50 | 30.3% | 40% |
| 20260820 | $8.95 | $2.08 | 29.5% | 30% |
| 20260819 | $9.15 | $2.70 | 29.6% | 31% |
| 20260818 | $9.45 | $3.12 | 30.1% | 38% |
| 20260817 | $9.38 | $4.05 | 27.9% | 9% |
| 20260814 | $8.75 | $3.97 | 27.2% | 0% |
| 20260813 | $8.90 | $4.45 | 27.4% | 0% |
| 20260812 | $9.45 | $5.22 | 29.0% | 11% |
| 20260811 | $9.90 | $5.75 | 29.9% | 23% |
| 20260810 | $9.55 | $5.72 | 29.6% | 16% |
| 20260807 | — | — | 30.8% | 28% |
| 20260806 | $10.20 | $6.00 | 31.1% | 31% |
| 20260805 | $5.88 | $5.88 | 30.6% | 26% |
| 20260804 | $7.58 | $7.58 | 32.0% | 40% |
| 20260803 | $7.00 | $7.00 | 31.8% | 38% |
| 20260731 | $7.18 | $7.18 | 29.6% | 16% |
| 20260730 | $7.97 | $7.97 | 32.4% | 45% |
| 20260729 | $8.65 | $8.65 | 32.6% | 47% |
More on IEO
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.