IHE · Expected Move

iShares U.S. Pharmaceuticals ETF · ETF

The expected move for IHE 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).

IHE 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 IHE Expected Move
30-Day Straddle
$5.38
7-Day Straddle
$1.55
30-Day ATM IV
21.6%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to IHE'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.
IHE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $5.38 $1.55 21.6% 82%
20261015 $5.75 $1.65 22.8% 100%
20261014 $6.38 $2.58 22.3% 100%
20261013 $4.47 $3.03 18.9% 46%
20261012 $5.28 $1.45 20.1% 65%
20261009 $5.67 $1.70 20.5% 67%
20261008 $5.53 $3.15 21.7% 85%
20261007 $5.72 $3.17 20.8% 71%
20261006 $5.45 $3.25 21.2% 78%
20261005 $5.60 $3.45 21.6% 84%
20261002 $3.50 $3.50 20.2% 62%
20261001 $3.85 $3.85 19.8% 55%
20260930 $3.10 $3.10 20.0% 58%
20260929 $3.52 $3.52 19.5% 51%
20260928 $4.47 $4.47 20.5% 66%
20260925 $4.92 $4.92 20.1% 61%
20260924 $3.83 $3.83 19.3% 47%
20260923 $3.92 $3.92 19.7% 54%
20260922 $4.85 $4.85 19.8% 56%
20260921 $4.00 $4.00 18.8% 41%
20260918 $3.75 $3.12 17.2% 15%
20260917 $3.65 $2.67 17.3% 16%
20260916 $3.98 $2.88 17.9% 25%
20260915 $3.65 $3.03 16.3% 0%
20260914 $4.35 $3.15 17.5% 8%
20260911 $4.15 $3.30 17.9% 15%
20260910 $4.88 $3.60 19.9% 52%
20260909 $5.33 $3.60 20.6% 64%
20260908 $5.55 $3.80 20.0% 46%
20260904 $5.55 $3.85 20.6% 53%
20260903 $5.70 $3.70 20.1% 42%
20260902 $3.80 $3.80 18.9% 25%
20260901 $3.95 $3.95 20.8% 51%
20260831 $4.20 $4.20 20.6% 50%
20260828 $4.45 $4.45 20.7% 51%
20260827 $4.05 $4.05 19.4% 32%
20260826 $5.10 $5.10 21.6% 63%
20260825 $4.95 $4.95 21.6% 64%
20260824 $4.95 $4.95 21.4% 60%
20260821 $5.15 $2.65 21.4% 60%
20260820 $5.25 $1.83 21.2% 57%
20260819 $5.25 $2.38 21.2% 58%
20260818 $5.35 $2.95 21.5% 62%
20260817 $5.25 $3.40 21.6% 63%
20260814 $5.45 $3.60 22.1% 69%
20260813 $5.45 $3.85 21.7% 64%
20260812 $5.15 $3.85 22.0% 67%
20260811 $5.30 $3.15 20.4% 46%
20260810 $5.17 $3.55 19.6% 34%
20260807 — — 19.2% 21%
20260806 $5.72 $3.52 21.3% 40%
20260805 $3.80 $3.80 20.9% 36%
20260804 $3.67 $3.67 20.6% 33%
20260803 $3.92 $3.92 21.2% 38%
20260731 $4.38 $4.38 20.7% 34%
20260730 $4.17 $4.17 19.5% 23%
20260729 $4.35 $4.35 20.6% 33%
20260728 $4.38 $4.38 20.7% 34%
20260727 $4.20 $4.20 19.5% 23%
20260724 $3.92 $3.92 18.5% 13%

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.