ILF · Expected Move

iShares Latin America 40 ETF · ETF

The expected move for ILF 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).

ILF 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 ILF Expected Move
30-Day Straddle
$3.42
7-Day Straddle
$3.42
30-Day ATM IV
39.7%
IV Rank
88%
Implied one-standard-deviation move through the next 30 days. Compare to ILF'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.
ILF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $3.42 $3.42 39.7% 88%
20261021 $3.65 $3.65 42.2% 99%
20261020 $3.77 $3.77 42.5% 100%
20261019 $3.40 $3.40 37.3% 93%
20261016 $3.10 $0.80 33.8% 75%
20261015 $3.30 $0.72 34.3% 77%
20261014 $2.92 $1.23 30.6% 58%
20261013 $2.75 $1.10 28.1% 45%
20261012 $2.45 $1.10 25.3% 30%
20261009 $3.10 $1.12 27.6% 42%
20261008 $2.62 $1.38 26.5% 36%
20261007 $3.00 $1.43 28.5% 47%
20261006 $3.28 $1.50 30.7% 58%
20261005 $3.08 $1.57 28.6% 47%
20261002 $2.15 $2.15 38.6% 100%
20261001 $1.95 $1.95 30.9% 63%
20260930 $1.85 $1.85 30.1% 58%
20260929 $1.43 $1.43 26.5% 39%
20260928 $1.50 $1.50 24.7% 29%
20260925 $2.05 $2.05 30.4% 60%
20260924 $2.08 $2.08 32.6% 72%
20260923 $2.15 $2.15 31.5% 66%
20260922 $2.08 $2.08 28.1% 47%
20260921 $2.40 $2.40 35.1% 86%
20260918 $2.23 $0.30 28.9% 52%
20260917 $2.33 $0.82 30.5% 61%
20260916 $2.47 $0.90 31.1% 64%
20260915 $2.88 $1.10 32.9% 74%
20260914 $2.65 $1.23 30.6% 61%
20260911 $2.65 $1.07 30.0% 58%
20260910 $2.70 $1.20 29.5% 55%
20260909 $2.75 $1.32 29.5% 55%
20260908 $2.75 $1.30 28.5% 50%
20260904 $2.67 $1.35 26.9% 40%
20260903 $2.85 $1.40 27.2% 42%
20260902 $1.45 $1.45 27.3% 43%
20260901 $1.45 $1.45 27.4% 43%
20260831 $1.65 $1.65 27.6% 44%
20260828 $1.48 $1.48 25.0% 30%
20260827 $1.52 $1.52 24.7% 28%
20260826 $1.60 $1.60 24.4% 27%
20260825 $1.65 $1.65 24.4% 27%
20260824 $1.98 $1.98 27.6% 44%
20260821 $1.75 $0.80 23.4% 21%
20260820 $1.77 $0.62 23.8% 21%
20260819 $1.70 $0.53 22.5% 14%
20260818 $1.88 $1.05 23.3% 18%
20260817 $1.65 $1.40 19.6% 0%
20260814 $1.83 $1.30 25.9% 29%
20260813 $1.83 $1.27 37.5% 88%
20260812 $1.88 $1.07 23.3% 12%
20260811 $1.60 $0.82 20.3% 0%
20260810 $2.00 $1.07 24.5% 17%
20260807 — — 21.2% 2%
20260806 $2.20 $1.40 23.0% 10%
20260805 $1.40 $1.40 23.6% 12%
20260804 $1.55 $1.55 26.0% 22%
20260803 $1.92 $1.92 26.9% 26%
20260731 $2.23 $2.23 25.6% 20%
20260730 $1.30 $1.30 21.6% 4%

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.