IGIB · Expected Move

iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF · ETF

The expected move for IGIB 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).

IGIB 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 IGIB Expected Move
30-Day Straddle
$0.70
7-Day Straddle
$0.70
30-Day ATM IV
6.4%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to IGIB'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.
IGIB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.70 $0.70 6.4% 14%
20261021 $1.00 $1.00 10.6% 36%
20261020 $0.72 $0.72 5.8% 11%
20261019 $0.80 $0.80 6.1% 13%
20261016 $0.75 $0.25 9.0% 28%
20261015 $0.70 $1.70 5.5% 9%
20261014 $0.85 $1.10 5.9% 12%
20261013 $1.45 $1.10 8.3% 24%
20261012 $0.82 $3.02 5.8% 11%
20261009 $0.85 $0.95 8.8% 27%
20261008 $0.93 $0.38 9.1% 28%
20261007 $1.50 $1.02 9.6% 31%
20261006 $1.82 $1.02 10.4% 35%
20261005 $1.50 $0.45 19.1% 81%
20261002 $1.02 $1.02 10.7% 37%
20261001 $0.57 $0.57 22.8% 100%
20260930 $0.42 $0.42 11.8% 54%
20260929 $0.68 $0.68 9.5% 39%
20260928 $0.62 $0.62 13.3% 64%
20260925 $0.60 $0.60 10.8% 47%
20260924 $0.67 $0.67 7.1% 23%
20260923 $0.90 $0.90 8.5% 32%
20260922 $1.18 $1.18 7.4% 25%
20260921 $1.10 $1.10 12.8% 61%
20260918 $1.45 $1.27 9.7% 40%
20260917 $0.65 $1.05 12.6% 59%
20260916 $0.60 $0.80 5.2% 10%
20260915 $0.65 $0.82 5.4% 12%
20260914 $1.12 $0.25 5.0% 9%
20260911 $1.28 $0.88 9.1% 36%
20260910 $1.30 $1.02 9.0% 35%
20260909 $1.20 $0.88 11.5% 52%
20260908 $1.80 $1.38 9.2% 37%
20260904 $0.60 $0.77 6.3% 17%
20260903 $0.60 $0.30 6.0% 15%
20260902 $0.85 $0.85 11.8% 54%
20260901 $0.40 $0.40 10.6% 46%
20260831 $0.80 $0.80 4.4% 5%
20260828 $0.90 $0.90 7.7% 26%
20260827 $0.92 $0.92 6.9% 21%
20260826 $0.57 $0.57 10.7% 46%
20260825 $0.65 $0.65 5.1% 9%
20260824 $1.48 $1.48 8.7% 33%
20260821 $0.95 $3.08 5.9% 15%
20260820 $0.57 $0.73 5.1% 9%
20260819 $0.65 $0.95 5.0% 9%
20260818 $1.00 $0.28 5.0% 9%
20260817 $0.60 $0.25 5.0% 8%
20260814 $0.65 $0.38 5.6% 12%
20260813 $0.72 $0.53 4.9% 8%
20260812 $0.65 $0.38 4.9% 8%
20260811 $1.15 $0.77 8.1% 29%
20260810 $0.72 $0.40 6.3% 17%
20260807 — — 5.2% 10%
20260806 $0.80 $2.98 9.1% 36%
20260805 $1.48 $1.48 9.7% 40%
20260804 $0.62 $0.62 7.5% 25%
20260803 $1.55 $1.55 8.0% 29%
20260731 $0.47 $0.47 5.8% 14%
20260730 $1.00 $1.00 7.7% 26%

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.