IGE · Expected Move

iShares North American Natural Resources ETF · ETF

The expected move for IGE 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).

IGE straddle price & implied vol

60 sessions

Bars: 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 IGE Expected Move
30-Day Straddle
$2.83
7-Day Straddle
$2.83
30-Day ATM IV
19.6%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to IGE'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.
IGE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.83 $2.83 19.6% 5%
20261021 $3.05 $3.05 20.0% 7%
20261020 $3.00 $3.00 19.6% 5%
20261019 $2.95 $2.95 19.5% 4%
20261016 $3.12 $1.42 19.0% 2%
20261015 $3.08 $1.60 19.4% 4%
20261014 $3.12 $1.65 19.0% 2%
20261013 $3.27 $1.83 19.6% 5%
20261012 $3.25 $1.88 20.1% 8%
20261009 $3.40 $1.98 23.7% 28%
20261008 $3.55 $1.95 23.9% 29%
20261007 $3.70 $1.98 23.3% 26%
20261006 $3.70 $2.02 22.9% 23%
20261005 $3.90 $2.00 23.5% 27%
20261002 $2.35 $2.35 23.5% 26%
20261001 $2.27 $2.27 23.5% 26%
20260930 $2.27 $2.27 23.7% 27%
20260929 $2.42 $2.42 23.7% 27%
20260928 $2.62 $2.62 23.6% 26%
20260925 $2.52 $2.52 26.2% 40%
20260924 $2.67 $2.67 27.0% 45%
20260923 $2.80 $2.80 26.9% 44%
20260922 $2.67 $2.67 25.9% 38%
20260921 $3.28 $3.28 26.3% 41%
20260918 $3.30 $3.17 24.9% 33%
20260917 $3.50 $2.12 23.5% 26%
20260916 $3.47 $2.12 26.2% 40%
20260915 $3.45 $2.45 25.5% 37%
20260914 $3.52 $2.45 27.4% 47%
20260911 $3.75 $2.67 26.6% 42%
20260910 $3.75 $2.75 26.9% 44%
20260909 $3.73 $2.80 22.0% 18%
20260908 $3.83 $2.77 24.1% 29%
20260904 $3.80 $2.80 26.8% 43%
20260903 $4.00 $3.00 23.7% 27%
20260902 $3.85 $3.85 23.7% 27%
20260901 $3.08 $3.08 26.2% 40%
20260831 $3.75 $3.75 26.7% 43%
20260828 $4.00 $4.00 26.7% 43%
20260827 $3.10 $3.10 25.8% 38%
20260826 $3.15 $3.15 25.6% 37%
20260825 $3.12 $3.12 25.3% 35%
20260824 $3.20 $3.20 24.4% 30%
20260821 $3.20 $3.05 23.5% 26%
20260820 $6.65 $1.85 32.2% 72%
20260819 $3.25 $1.95 23.2% 24%
20260818 $3.25 $2.05 21.8% 16%
20260817 $3.25 $2.08 19.7% 5%
20260814 $3.35 $2.15 20.6% 10%
20260813 $3.42 $2.20 21.7% 16%
20260812 $3.75 $2.25 21.6% 15%
20260811 $3.45 $1.90 21.5% 15%
20260810 $3.45 $1.88 21.2% 13%
20260807 — — 20.0% 7%
20260806 $3.38 $2.05 20.6% 10%
20260805 $2.05 $2.05 20.6% 10%
20260804 $2.23 $2.23 21.0% 12%
20260803 $2.17 $2.17 20.5% 9%
20260731 $2.42 $2.42 21.3% 13%
20260730 $2.60 $2.60 22.0% 15%

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.