IJS · Expected Move
iShares S&P Small-Cap 600 Value ETF · ETF
The expected move for IJS 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).
IJS 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 IJS Expected Move
30-Day Straddle
$6.88
7-Day Straddle
$6.88
30-Day ATM IV
22.5%
IV Rank
89%
Implied one-standard-deviation move through the next 30 days. Compare to IJS'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.
IJS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $6.88 | $6.88 | 22.5% | 89% |
| 20261021 | $6.05 | $6.05 | 20.4% | 62% |
| 20261020 | $5.93 | $5.93 | 19.6% | 49% |
| 20261019 | $7.05 | $7.05 | 21.2% | 56% |
| 20261016 | $6.00 | $3.48 | 19.4% | 32% |
| 20261015 | $5.65 | $2.30 | 17.8% | 18% |
| 20261014 | $6.42 | $2.58 | 19.9% | 37% |
| 20261013 | $5.25 | $2.50 | 15.7% | 0% |
| 20261012 | $6.00 | $4.10 | 18.4% | 15% |
| 20261009 | $7.50 | $2.88 | 20.4% | 35% |
| 20261008 | $6.45 | $3.50 | 18.2% | 13% |
| 20261007 | $6.50 | $2.80 | 18.5% | 15% |
| 20261006 | $7.53 | $3.38 | 20.1% | 32% |
| 20261005 | $7.65 | $3.58 | 19.8% | 29% |
| 20261002 | $3.40 | $3.40 | 19.5% | 25% |
| 20261001 | $3.53 | $3.53 | 19.4% | 24% |
| 20260930 | $4.00 | $4.00 | 17.9% | 10% |
| 20260929 | $3.85 | $3.85 | 17.7% | 8% |
| 20260928 | $5.15 | $5.15 | 20.2% | 32% |
| 20260925 | $4.65 | $4.65 | 18.1% | 12% |
| 20260924 | $5.68 | $5.68 | 21.1% | 42% |
| 20260923 | $6.47 | $6.47 | 21.6% | 47% |
| 20260922 | $6.42 | $6.42 | 23.1% | 61% |
| 20260921 | $6.00 | $6.00 | 19.9% | 30% |
| 20260918 | $6.80 | $3.77 | 23.3% | 63% |
| 20260917 | $6.90 | $1.62 | 22.7% | 57% |
| 20260916 | $6.22 | $2.50 | 20.4% | 35% |
| 20260915 | $6.18 | $4.45 | 19.7% | 28% |
| 20260914 | $5.28 | $2.42 | 16.9% | 0% |
| 20260911 | $6.80 | $4.60 | 20.6% | 33% |
| 20260910 | $7.15 | $3.72 | 21.5% | 43% |
| 20260909 | $6.35 | $4.00 | 19.1% | 18% |
| 20260908 | $7.35 | $3.50 | 21.1% | 39% |
| 20260904 | $7.67 | $3.55 | 18.7% | 14% |
| 20260903 | $6.75 | $5.25 | 18.5% | 12% |
| 20260902 | $4.02 | $4.02 | 19.2% | 19% |
| 20260901 | $5.12 | $5.12 | 20.9% | 37% |
| 20260831 | $5.12 | $5.12 | 19.1% | 18% |
| 20260828 | $5.03 | $5.03 | 19.2% | 20% |
| 20260827 | $4.70 | $4.70 | 19.1% | 18% |
| 20260826 | $4.10 | $4.10 | 19.0% | 18% |
| 20260825 | $4.80 | $4.80 | 17.7% | 5% |
| 20260824 | $5.43 | $5.43 | 18.9% | 16% |
| 20260821 | $5.07 | $3.12 | 17.3% | 0% |
| 20260820 | $6.15 | $2.33 | 19.2% | 19% |
| 20260819 | $6.00 | $2.38 | 18.8% | 16% |
| 20260818 | $6.25 | $4.47 | 19.3% | 20% |
| 20260817 | $6.10 | $2.33 | 17.6% | 3% |
| 20260814 | $7.20 | $3.02 | 19.5% | 17% |
| 20260813 | $6.38 | $2.80 | 18.3% | 8% |
| 20260812 | $5.90 | $4.28 | 17.3% | 0% |
| 20260811 | $6.22 | $4.05 | 18.1% | 3% |
| 20260810 | $7.90 | $6.10 | 22.4% | 35% |
| 20260807 | — | — | 19.7% | 12% |
| 20260806 | $8.47 | $3.83 | 21.0% | 19% |
| 20260805 | $4.80 | $4.80 | 20.5% | 16% |
| 20260804 | $5.08 | $5.08 | 19.8% | 12% |
| 20260803 | $5.30 | $5.30 | 19.3% | 10% |
| 20260731 | $6.05 | $6.05 | 21.8% | 24% |
| 20260730 | $5.93 | $5.93 | 21.7% | 23% |
More on IJS
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.