ILCB · Expected Move
iShares Morningstar U.S. Equity ETF · ETF
The expected move for ILCB 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).
ILCB 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 ILCB Expected Move
30-Day Straddle
$1.85
7-Day Straddle
$1.85
30-Day ATM IV
13.3%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to ILCB'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.
ILCB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.85 | $1.85 | 13.3% | 22% |
| 20261001 | $2.20 | $2.20 | 13.9% | 32% |
| 20260930 | $2.27 | $2.27 | 14.2% | 36% |
| 20260929 | $2.30 | $2.30 | 13.6% | 26% |
| 20260928 | $2.35 | $2.35 | 13.4% | 24% |
| 20260925 | $2.38 | $2.38 | 12.7% | 14% |
| 20260924 | $2.70 | $2.70 | 13.0% | 18% |
| 20260923 | $2.73 | $2.73 | 12.7% | 14% |
| 20260922 | $2.60 | $2.60 | 12.0% | 5% |
| 20260921 | $2.58 | $2.58 | 11.8% | 2% |
| 20260918 | $2.72 | $5.00 | 11.7% | 0% |
| 20260917 | $3.10 | $1.30 | 12.3% | 5% |
| 20260916 | $3.70 | $1.27 | 15.2% | 48% |
| 20260915 | $3.30 | $1.70 | 14.0% | 30% |
| 20260914 | $3.50 | $1.60 | 13.4% | 21% |
| 20260911 | $3.33 | $1.75 | 13.3% | 19% |
| 20260910 | $3.83 | $1.95 | 14.7% | 40% |
| 20260909 | $3.52 | $1.95 | 13.6% | 24% |
| 20260908 | $3.55 | $1.92 | 13.3% | 19% |
| 20260904 | $3.45 | $1.93 | 12.3% | 5% |
| 20260903 | $3.58 | $1.88 | 12.2% | 3% |
| 20260902 | $2.17 | $2.17 | 13.0% | 15% |
| 20260901 | $2.25 | $2.25 | 13.1% | 16% |
| 20260831 | $2.38 | $2.38 | 12.4% | 5% |
| 20260828 | $2.25 | $2.25 | 12.0% | 0% |
| 20260827 | $2.42 | $2.42 | 12.2% | 0% |
| 20260826 | $2.70 | $2.70 | 12.9% | 8% |
| 20260825 | $2.78 | $2.78 | 12.9% | 8% |
| 20260824 | $2.83 | $2.83 | 13.0% | 10% |
| 20260821 | $2.95 | $3.08 | 12.4% | 0% |
| 20260820 | $3.10 | $1.10 | 13.2% | 11% |
| 20260819 | $3.05 | $1.20 | 12.5% | 0% |
| 20260818 | $3.40 | $1.50 | 13.1% | 4% |
| 20260817 | $3.35 | $1.40 | 12.8% | 1% |
| 20260814 | $3.33 | $1.43 | 12.8% | 0% |
| 20260813 | $3.42 | $1.45 | 12.8% | 0% |
| 20260812 | $3.50 | $1.62 | 13.0% | 2% |
| 20260811 | $3.70 | $1.65 | 13.8% | 10% |
| 20260810 | $4.00 | $2.50 | 15.0% | 21% |
| 20260807 | — | — | 14.6% | 13% |
| 20260806 | $4.15 | $2.80 | 14.9% | 15% |
| 20260805 | $2.80 | $2.80 | 15.7% | 21% |
| 20260804 | $2.58 | $2.58 | 14.3% | 11% |
| 20260803 | $2.62 | $2.62 | 14.4% | 11% |
| 20260731 | $2.83 | $2.83 | 15.5% | 19% |
| 20260730 | $3.03 | $3.03 | 15.5% | 19% |
| 20260729 | $3.53 | $3.53 | 18.0% | 38% |
| 20260728 | $3.25 | $3.25 | 15.7% | 20% |
| 20260727 | $3.55 | $3.55 | 16.1% | 24% |
| 20260724 | $3.72 | $3.72 | 15.9% | 22% |
| 20260723 | $3.88 | $3.88 | 16.3% | 25% |
| 20260722 | $3.50 | $3.50 | 15.2% | 17% |
| 20260721 | $3.50 | $3.50 | 14.9% | 15% |
| 20260720 | $3.75 | $3.75 | 15.8% | 21% |
| 20260716 | $3.80 | $1.90 | 14.0% | 8% |
| 20260715 | $3.55 | $2.02 | 13.7% | 6% |
| 20260714 | $3.80 | $2.08 | 14.0% | 8% |
| 20260713 | $3.90 | $2.15 | 14.6% | 12% |
| 20260710 | $3.75 | $2.12 | 15.6% | 20% |
| 20260709 | $4.05 | $2.25 | 15.5% | 19% |
More on ILCB
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.