IGOV · Expected Move

iShares International Treasury Bond ETF · ETF

The expected move for IGOV 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).

IGOV 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 IGOV Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
13.6%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to IGOV'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.
IGOV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 13.6% 14%
20261020 $1.18 $1.18 16.0% 21%
20261019 $1.18 $1.18 16.4% 22%
20261016 $2.40 $4.90 15.3% 19%
20261015 $2.42 $1.92 13.5% 13%
20261014 $2.45 $2.08 21.7% 38%
20261013 $2.47 $2.08 18.7% 29%
20261012 $2.48 $2.12 26.0% 51%
20261009 $2.55 $2.12 20.1% 33%
20261008 $2.55 $2.08 21.0% 36%
20261007 $2.62 $2.15 20.1% 33%
20261006 $2.62 $2.15 18.5% 28%
20261005 $2.65 $2.17 19.6% 32%
20261002 $2.12 $2.12 17.9% 27%
20261001 $2.20 $2.20 20.2% 34%
20260930 $2.17 $2.17 20.5% 34%
20260929 $2.17 $2.17 17.0% 24%
20260928 $2.23 $2.23 17.6% 26%
20260925 $2.25 $2.25 16.0% 21%
20260924 $2.17 $2.17 27.1% 54%
20260923 $1.75 $1.75 26.4% 52%
20260922 $2.23 $2.23 24.1% 45%
20260921 $2.30 $2.30 24.7% 47%
20260918 $2.47 $3.70 25.8% 51%
20260917 $2.40 $2.15 24.8% 48%
20260916 $1.83 $1.50 24.7% 47%
20260915 $2.48 $2.17 24.3% 46%
20260914 $2.42 $1.42 23.7% 44%
20260911 $2.53 $1.40 26.0% 51%
20260910 $2.55 $1.43 26.1% 51%
20260909 $2.52 $1.50 27.4% 55%
20260908 $2.60 $1.77 29.2% 61%
20260904 $2.65 $1.73 31.0% 66%
20260903 $2.67 $1.73 30.8% 66%
20260902 $1.60 $1.60 29.3% 61%
20260901 $1.62 $1.62 28.9% 60%
20260831 $1.73 $1.73 30.8% 65%
20260828 $1.68 $1.68 31.3% 67%
20260827 $1.77 $1.77 32.8% 72%
20260826 $1.82 $1.82 33.1% 72%
20260825 $2.33 $2.33 27.6% 56%
20260824 $2.47 $2.47 27.4% 55%
20260821 $2.50 $3.70 32.0% 69%
20260820 $2.53 $2.33 27.0% 54%
20260819 $2.50 $2.35 32.4% 70%
20260818 $2.52 $2.12 20.7% 35%
20260817 $2.50 $2.20 22.2% 39%
20260814 $2.60 $2.28 22.0% 39%
20260813 $2.65 $2.30 23.4% 43%
20260812 $2.60 $2.22 21.5% 38%
20260811 $2.58 $2.25 21.9% 39%
20260810 $2.80 $2.38 21.8% 38%
20260807 — — 26.5% 53%
20260806 $2.92 $2.50 21.4% 37%
20260805 $2.48 $2.48 25.2% 49%
20260804 $2.47 $2.47 17.2% 24%
20260803 $2.48 $2.48 17.0% 24%
20260731 $2.48 $2.48 17.0% 24%
20260730 $2.47 $2.47 20.8% 35%
20260729 $2.47 $2.47 9.1% 0%

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.