IJJ · Expected Move

iShares S&P Mid-Cap 400 Value ETF · ETF

The expected move for IJJ 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).

IJJ 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 IJJ Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
18.4%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to IJJ'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.
IJJ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.00 $0.00 18.4% 34%
20261021 $0.00 $0.00 25.3% 86%
20261020 $0.00 $0.00 23.4% 72%
20261019 $0.00 $0.00 19.1% 40%
20261016 $5.93 $4.20 18.0% 31%
20261015 $6.28 $4.05 17.7% 28%
20261014 $6.53 $4.15 18.5% 34%
20261013 $6.53 $4.25 17.9% 29%
20261012 $6.75 $4.50 18.3% 32%
20261009 $7.00 $4.68 19.6% 42%
20261008 $6.70 $3.45 18.6% 35%
20261007 $7.15 $3.40 18.9% 37%
20261006 $7.20 $3.65 18.0% 30%
20261005 $6.80 $3.45 17.3% 25%
20261002 $4.20 $4.20 19.2% 39%
20261001 $4.65 $4.65 19.3% 40%
20260930 $4.58 $4.58 18.7% 35%
20260929 $5.12 $5.12 18.8% 36%
20260928 $5.07 $5.07 16.6% 20%
20260925 $5.17 $5.17 17.3% 25%
20260924 $5.12 $5.12 15.5% 12%
20260923 $4.78 $4.78 16.6% 20%
20260922 $5.12 $5.12 17.6% 27%
20260921 $4.92 $4.92 18.0% 30%
20260918 $6.28 $4.60 18.4% 33%
20260917 $5.92 $4.45 17.0% 23%
20260916 $5.42 $4.35 13.9% 0%
20260915 $6.80 $4.70 20.1% 34%
20260914 $6.88 $4.80 20.1% 33%
20260911 $7.20 $3.60 21.1% 42%
20260910 $7.35 $4.03 21.0% 42%
20260909 $7.07 $6.15 20.6% 38%
20260908 $7.18 $5.12 20.1% 33%
20260904 $7.45 $4.80 20.3% 35%
20260903 $7.70 $4.80 20.6% 38%
20260902 $5.50 $5.50 20.1% 34%
20260901 $5.47 $5.47 18.6% 20%
20260831 $5.28 $5.28 18.5% 19%
20260828 $4.88 $4.88 17.8% 13%
20260827 $4.60 $4.60 18.2% 17%
20260826 $6.60 $6.60 20.0% 33%
20260825 $5.75 $5.75 18.7% 21%
20260824 $5.95 $5.95 18.6% 20%
20260821 $6.50 $4.80 18.7% 21%
20260820 $6.12 $4.30 16.4% 0%
20260819 $6.20 $4.35 19.3% 11%
20260818 $6.53 $4.67 19.9% 17%
20260817 $7.03 $4.95 19.4% 12%
20260814 $7.22 $4.70 19.1% 9%
20260813 $7.20 $4.80 18.9% 7%
20260812 $7.22 $4.80 19.4% 10%
20260811 $7.45 $4.80 19.8% 14%
20260810 $8.38 $4.80 21.4% 30%
20260807 — — 22.6% 33%
20260806 $8.85 $5.88 22.4% 29%
20260805 $5.97 $5.97 22.4% 29%
20260804 $5.65 $5.65 18.3% 0%
20260803 $5.75 $5.75 22.1% 15%
20260731 $6.07 $6.07 20.3% 1%
20260730 $5.90 $5.90 20.2% 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.