IMTM · Expected Move

iShares MSCI Intl Momentum Factor ETF · ETF

Iron condor setups Expected move IV rank history Fibonacci levels

The expected move for IMTM 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).

IMTM 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 IMTM Expected Move

30-Day Straddle

$2.20

7-Day Straddle

$2.20

30-Day ATM IV

18.2%

IV Rank

59%

Implied one-standard-deviation move through the next 30 days. Compare to IMTM'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.

IMTM Straddle Price — Last 60 Days

Date	30D Straddle	7D Straddle	ATM IV	IV Rank
20261021	$2.20	$2.20	18.2%	59%
20261020	$2.30	$2.30	18.6%	32%
20261019	$2.90	$2.90	21.8%	51%
20261016	$2.33	$2.98	18.7%	33%
20261015	$2.23	$1.10	17.7%	27%
20261014	$2.45	$1.15	19.1%	36%
20261013	$2.62	$1.25	19.0%	34%
20261012	$2.67	$1.30	19.3%	37%
20261009	$2.72	$1.32	19.7%	39%
20261008	$2.70	$1.33	20.0%	40%
20261007	$2.88	$1.55	20.4%	43%
20261006	$2.98	$1.57	20.0%	41%
20261005	$3.12	$1.50	20.6%	44%
20261002	$1.62	$1.62	19.8%	40%
20261001	$1.77	$1.77	20.2%	42%
20260930	$1.75	$1.75	19.5%	37%
20260929	$2.40	$2.40	21.9%	51%
20260928	$1.77	$1.77	19.2%	36%
20260925	$1.88	$1.88	20.1%	41%
20260924	$1.90	$1.90	18.5%	32%
20260923	$1.88	$1.88	18.5%	32%
20260922	$1.77	$1.77	18.8%	34%
20260921	$1.98	$1.98	19.5%	38%
20260918	$2.00	$2.10	17.2%	24%
20260917	$2.15	$1.25	20.9%	45%
20260916	$2.45	$1.20	20.3%	42%
20260915	$1.80	$1.25	17.7%	27%
20260914	$1.73	$1.23	16.0%	17%
20260911	$1.77	$1.27	17.6%	26%
20260910	$2.02	$1.45	15.4%	14%
20260909	$1.83	$1.43	18.0%	29%
20260908	$1.93	$1.38	17.6%	27%
20260904	$1.90	$1.43	17.0%	23%
20260903	$1.80	$1.43	18.3%	31%
20260902	$1.55	$1.55	16.2%	18%
20260901	$1.48	$1.48	14.7%	10%
20260831	$1.82	$1.82	16.0%	17%
20260828	$1.52	$1.52	15.8%	17%
20260827	$1.52	$1.52	17.3%	25%
20260826	$1.60	$1.60	17.8%	28%
20260825	$1.62	$1.62	17.9%	28%
20260824	$1.60	$1.60	17.4%	26%
20260821	$1.68	$5.00	18.2%	30%
20260820	$1.93	$1.27	17.2%	25%
20260819	$1.68	$1.20	17.7%	27%
20260818	$1.62	$1.12	17.9%	28%
20260817	$1.70	$1.23	17.6%	19%
20260814	$1.77	$1.25	16.1%	13%
20260813	$1.83	$1.35	16.2%	14%
20260812	$1.88	$1.27	16.3%	14%
20260811	$1.70	$1.15	15.3%	10%
20260810	$1.82	$1.35	16.4%	15%
20260807	—	—	16.3%	14%
20260806	$1.98	$1.38	16.2%	13%
20260805	$1.38	$1.38	16.4%	14%
20260804	$1.35	$1.35	16.0%	13%
20260803	$1.38	$1.38	15.4%	10%
20260731	$1.50	$1.50	15.7%	12%
20260730	$1.45	$1.45	15.3%	10%
20260729	$1.83	$1.83	15.3%	10%