IJR · Expected Move
iShares Core S&P Small-Cap ETF · ETF
The expected move for IJR 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).
IJR 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 IJR Expected Move
30-Day Straddle
$5.50
7-Day Straddle
$5.50
30-Day ATM IV
17.8%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to IJR'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.
IJR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.50 | $5.50 | 17.8% | 38% |
| 20261021 | $5.38 | $5.38 | 17.1% | 30% |
| 20261020 | $5.90 | $5.90 | 17.8% | 39% |
| 20261019 | $6.25 | $6.25 | 19.2% | 42% |
| 20261016 | $5.88 | $0.70 | 17.7% | 28% |
| 20261015 | $6.12 | $1.35 | 17.5% | 27% |
| 20261014 | $6.00 | $1.73 | 16.9% | 21% |
| 20261013 | $6.12 | $2.17 | 17.1% | 23% |
| 20261012 | $6.43 | $2.40 | 18.1% | 32% |
| 20261009 | $6.53 | $2.55 | 17.4% | 26% |
| 20261008 | $6.55 | $2.42 | 17.2% | 24% |
| 20261007 | $6.40 | $2.70 | 16.8% | 19% |
| 20261006 | $6.53 | $3.15 | 16.3% | 15% |
| 20261005 | $6.70 | $3.17 | 16.9% | 21% |
| 20261002 | $3.40 | $3.40 | 16.3% | 15% |
| 20261001 | $3.98 | $3.98 | 17.9% | 30% |
| 20260930 | $4.03 | $4.03 | 17.2% | 24% |
| 20260929 | $4.03 | $4.03 | 16.5% | 17% |
| 20260928 | $3.92 | $3.92 | 15.8% | 11% |
| 20260925 | $3.80 | $3.80 | 15.7% | 9% |
| 20260924 | $4.10 | $4.10 | 15.5% | 7% |
| 20260923 | $4.55 | $4.55 | 16.7% | 19% |
| 20260922 | $4.03 | $4.03 | 14.9% | 2% |
| 20260921 | $5.07 | $5.07 | 16.9% | 20% |
| 20260918 | $5.12 | $1.20 | 16.7% | 19% |
| 20260917 | $5.60 | $1.18 | 17.2% | 24% |
| 20260916 | $5.60 | $1.70 | 17.3% | 24% |
| 20260915 | $6.03 | $3.00 | 18.5% | 36% |
| 20260914 | $6.15 | $2.88 | 18.2% | 33% |
| 20260911 | $6.10 | $3.12 | 17.1% | 23% |
| 20260910 | $6.25 | $3.42 | 17.0% | 21% |
| 20260909 | $5.80 | $3.05 | 16.3% | 15% |
| 20260908 | $5.92 | $3.70 | 15.8% | 10% |
| 20260904 | $6.30 | $3.15 | 15.3% | 6% |
| 20260903 | $6.10 | $3.25 | 15.1% | 4% |
| 20260902 | $3.48 | $3.48 | 14.9% | 2% |
| 20260901 | $4.30 | $4.30 | 17.2% | 24% |
| 20260831 | $4.20 | $4.20 | 16.2% | 14% |
| 20260828 | $4.20 | $4.20 | 15.8% | 11% |
| 20260827 | $4.35 | $4.35 | 14.9% | 2% |
| 20260826 | $4.70 | $4.70 | 15.5% | 7% |
| 20260825 | $4.45 | $4.45 | 15.1% | 4% |
| 20260824 | $4.70 | $4.70 | 15.3% | 6% |
| 20260821 | $5.38 | $1.15 | 16.2% | 14% |
| 20260820 | $6.03 | $2.33 | 17.4% | 26% |
| 20260819 | $5.20 | $1.97 | 15.5% | 8% |
| 20260818 | $5.18 | $1.95 | 15.0% | 3% |
| 20260817 | $5.22 | $1.65 | 14.7% | 0% |
| 20260814 | $5.53 | $2.08 | 14.8% | 0% |
| 20260813 | $5.60 | $2.67 | 15.0% | 0% |
| 20260812 | $6.10 | $2.85 | 16.0% | 2% |
| 20260811 | $7.05 | $3.15 | 17.2% | 13% |
| 20260810 | $6.45 | $3.90 | 16.8% | 8% |
| 20260807 | — | — | 17.0% | 8% |
| 20260806 | $6.70 | $5.00 | 17.1% | 8% |
| 20260805 | $3.45 | $3.45 | 15.7% | 0% |
| 20260804 | $4.90 | $4.90 | 18.2% | 13% |
| 20260803 | $5.00 | $5.00 | 18.0% | 11% |
| 20260731 | $4.83 | $4.83 | 18.6% | 15% |
| 20260730 | $4.55 | $4.55 | 17.5% | 8% |
More on IJR
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.