IMCG · Expected Move

iShares Morningstar Mid-Cap Growth ETF · ETF

The expected move for IMCG 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).

IMCG 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 IMCG Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$1.88
30-Day ATM IV
18.7%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to IMCG'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.
IMCG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.88 $1.88 18.7% 35%
20261021 $0.00 $0.00 19.6% 40%
20261020 $0.97 $0.97 17.7% 29%
20261019 $0.00 $0.00 29.9% 100%
20261016 $4.33 $3.40 18.8% 54%
20261015 $4.28 $2.10 18.0% 46%
20261014 $4.58 $2.15 19.0% 55%
20261013 $4.40 $2.28 17.6% 44%
20261012 $4.70 $2.58 18.3% 49%
20261009 $4.82 $2.58 20.0% 65%
20261008 $4.85 $2.70 21.1% 74%
20261007 $4.97 $2.80 21.4% 76%
20261006 $5.03 $2.95 19.6% 61%
20261005 $5.08 $2.80 20.7% 70%
20261002 $3.03 $3.03 20.9% 72%
20261001 $3.03 $3.03 19.9% 63%
20260930 $3.25 $3.25 20.4% 68%
20260929 $3.02 $3.02 18.8% 54%
20260928 $2.95 $2.95 19.1% 56%
20260925 $2.98 $2.98 19.2% 57%
20260924 $3.03 $3.03 19.0% 55%
20260923 $3.05 $3.05 19.7% 62%
20260922 $2.98 $2.98 19.6% 61%
20260921 $2.95 $2.95 19.5% 60%
20260918 $3.40 $3.10 17.4% 41%
20260917 $3.45 $2.23 17.0% 38%
20260916 $3.40 $2.28 15.0% 21%
20260915 $3.50 $2.55 15.0% 19%
20260914 $4.40 $3.80 15.6% 23%
20260911 $4.35 $3.83 17.9% 42%
20260910 $3.80 $2.88 17.1% 36%
20260909 $4.50 $4.05 17.4% 39%
20260908 $4.45 $3.88 19.4% 55%
20260904 $4.50 $3.95 19.6% 56%
20260903 $3.85 $2.85 20.1% 60%
20260902 $4.05 $4.05 17.4% 38%
20260901 $4.10 $4.10 16.4% 30%
20260831 $4.10 $4.10 19.6% 56%
20260828 $4.15 $4.15 19.2% 53%
20260827 $3.90 $3.90 18.7% 48%
20260826 $3.35 $3.35 17.9% 43%
20260825 $4.05 $4.05 17.4% 38%
20260824 $3.35 $3.35 19.6% 56%
20260821 $6.75 $2.98 24.1% 92%
20260820 $3.50 $2.23 19.4% 55%
20260819 $4.25 $2.30 16.5% 31%
20260818 $4.55 $2.55 17.2% 36%
20260817 $3.75 $2.65 17.0% 35%
20260814 $3.95 $2.80 13.7% 8%
20260813 $3.85 $2.75 13.0% 2%
20260812 $4.35 $2.75 13.7% 8%
20260811 $3.75 $2.40 14.4% 14%
20260810 $4.35 $2.42 13.4% 5%
20260807 — — 12.7% 0%
20260806 $4.53 $2.65 16.3% 16%
20260805 $2.80 $2.80 16.7% 19%
20260804 $2.62 $2.62 13.9% 0%
20260803 $2.67 $2.67 14.9% 4%
20260731 $3.00 $3.00 16.3% 13%
20260730 $2.95 $2.95 16.5% 15%

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.