IGHG · Expected Move
ProShares Investment Grade-Interest Rate Hedged · ETF
The expected move for IGHG 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).
IGHG 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 IGHG Expected Move
30-Day Straddle
$3.70
7-Day Straddle
$3.70
30-Day ATM IV
22.0%
IV Rank
87%
Implied one-standard-deviation move through the next 30 days. Compare to IGHG'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.
IGHG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.70 | $3.70 | 22.0% | 87% |
| 20261021 | $3.65 | $3.65 | 22.7% | 100% |
| 20261020 | $3.70 | $3.70 | 21.9% | 88% |
| 20261019 | $3.65 | $3.65 | 21.4% | 79% |
| 20261016 | $3.90 | $4.35 | 20.7% | 65% |
| 20261015 | $3.80 | $3.40 | 20.4% | 68% |
| 20261014 | $4.65 | $3.30 | 20.1% | 64% |
| 20261013 | $3.85 | $3.35 | 19.9% | 60% |
| 20261012 | $3.80 | $3.25 | 19.6% | 57% |
| 20261009 | $3.95 | $3.30 | 21.8% | 88% |
| 20261008 | $4.00 | $3.35 | 21.7% | 87% |
| 20261007 | $4.05 | $3.25 | 21.6% | 86% |
| 20261006 | $4.10 | $3.30 | 21.6% | 86% |
| 20261005 | $4.10 | $3.40 | 21.6% | 85% |
| 20261002 | $3.45 | $3.45 | 21.4% | 83% |
| 20261001 | $3.45 | $3.45 | 21.4% | 82% |
| 20260930 | $3.55 | $3.55 | 21.3% | 82% |
| 20260929 | $3.65 | $3.65 | 21.4% | 83% |
| 20260928 | $3.65 | $3.65 | 21.3% | 81% |
| 20260925 | $3.75 | $3.75 | 21.1% | 79% |
| 20260924 | $3.60 | $3.60 | 21.3% | 82% |
| 20260923 | $3.55 | $3.55 | 21.0% | 77% |
| 20260922 | $3.50 | $3.50 | 20.9% | 76% |
| 20260921 | $3.50 | $3.50 | 20.9% | 75% |
| 20260918 | $3.55 | $4.10 | 21.4% | 82% |
| 20260917 | $3.50 | $3.20 | 21.0% | 77% |
| 20260916 | $3.60 | $3.20 | 20.6% | 72% |
| 20260915 | $3.65 | $3.30 | 18.7% | 43% |
| 20260914 | $3.60 | $3.30 | 18.5% | 40% |
| 20260911 | $3.75 | $3.35 | 19.6% | 56% |
| 20260910 | $3.75 | $3.30 | 19.1% | 42% |
| 20260909 | $3.65 | $3.25 | 18.9% | 40% |
| 20260908 | $3.65 | $3.35 | 18.8% | 39% |
| 20260904 | $3.85 | $3.40 | 19.2% | 43% |
| 20260903 | $3.85 | $3.35 | 19.2% | 41% |
| 20260902 | $3.40 | $3.40 | 19.2% | 41% |
| 20260901 | $3.30 | $3.30 | 19.2% | 41% |
| 20260831 | $3.45 | $3.45 | 18.6% | 33% |
| 20260828 | $3.45 | $3.45 | 18.6% | 34% |
| 20260827 | $3.45 | $3.45 | 18.6% | 29% |
| 20260826 | $3.45 | $3.45 | 18.7% | 25% |
| 20260825 | $3.45 | $3.45 | 18.8% | 26% |
| 20260824 | $3.45 | $3.45 | 18.9% | 27% |
| 20260821 | $3.33 | $4.15 | 18.9% | 26% |
| 20260820 | $3.38 | $3.15 | 19.0% | 28% |
| 20260819 | $3.40 | $3.03 | 19.0% | 27% |
| 20260818 | $3.45 | $3.15 | 18.7% | 24% |
| 20260817 | $3.45 | $3.05 | 18.4% | 22% |
| 20260814 | $3.50 | $3.05 | 19.4% | 31% |
| 20260813 | $3.50 | $2.95 | 19.6% | 32% |
| 20260812 | $3.50 | $2.98 | 19.7% | 33% |
| 20260811 | $3.20 | $2.72 | 20.3% | 39% |
| 20260810 | $3.35 | $2.83 | 20.0% | 36% |
| 20260807 | — | — | 20.3% | 39% |
| 20260806 | $3.40 | $2.88 | 20.4% | 39% |
| 20260805 | $2.90 | $2.90 | 20.6% | 41% |
| 20260804 | $2.88 | $2.88 | 20.9% | 44% |
| 20260803 | $2.92 | $2.92 | 20.9% | 44% |
| 20260731 | $3.10 | $3.10 | 21.3% | 48% |
| 20260730 | $3.12 | $3.12 | 21.3% | 48% |
More on IGHG
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.