INDY · Expected Move
iShares S&P India Nifty 50 Index Fund · ETF
The expected move for INDY 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).
INDY 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 INDY Expected Move
30-Day Straddle
$2.22
7-Day Straddle
$2.22
30-Day ATM IV
30.1%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to INDY'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.
INDY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $2.22 | $2.22 | 30.1% | 32% |
| 20261026 | $2.25 | $2.25 | 28.4% | 27% |
| 20261023 | $2.25 | $2.25 | 27.1% | 23% |
| 20261022 | $2.12 | $2.12 | 26.1% | 20% |
| 20261021 | $2.23 | $2.23 | 25.7% | 19% |
| 20261020 | $1.77 | $1.77 | 25.0% | 17% |
| 20261019 | $2.27 | $2.27 | 25.0% | 17% |
| 20261016 | $2.30 | $3.00 | 23.5% | 12% |
| 20261015 | $2.38 | $1.27 | 25.9% | 20% |
| 20261014 | $2.38 | $1.70 | 31.6% | 37% |
| 20261013 | $2.38 | $1.50 | 30.6% | 34% |
| 20261012 | $2.33 | $1.75 | 27.5% | 25% |
| 20261009 | $2.42 | $1.83 | 34.2% | 45% |
| 20261008 | $2.12 | $1.80 | 33.9% | 44% |
| 20261007 | $2.53 | $1.90 | 40.6% | 64% |
| 20261006 | $2.30 | $1.85 | 33.6% | 43% |
| 20261005 | $2.45 | $1.88 | 33.5% | 43% |
| 20261002 | $1.88 | $1.88 | 34.3% | 45% |
| 20261001 | $1.95 | $1.95 | 33.9% | 44% |
| 20260930 | $1.98 | $1.98 | 40.5% | 64% |
| 20260929 | $2.00 | $2.00 | 31.8% | 37% |
| 20260928 | $2.00 | $2.00 | 37.0% | 53% |
| 20260925 | $1.90 | $1.90 | 26.6% | 22% |
| 20260924 | $2.00 | $2.00 | 34.9% | 47% |
| 20260923 | $1.98 | $1.98 | 26.4% | 21% |
| 20260922 | $2.05 | $2.05 | 27.8% | 26% |
| 20260921 | $2.05 | $2.05 | 26.3% | 21% |
| 20260918 | $2.12 | $5.00 | 24.9% | 17% |
| 20260917 | $2.17 | $1.65 | 25.3% | 18% |
| 20260916 | $2.10 | $1.55 | 33.9% | 44% |
| 20260915 | $2.20 | $1.73 | 34.2% | 45% |
| 20260914 | $2.17 | $1.80 | 20.6% | 4% |
| 20260911 | $2.25 | $1.88 | 27.3% | 24% |
| 20260910 | $2.22 | $1.75 | 38.2% | 57% |
| 20260909 | $2.20 | $1.82 | 39.6% | 61% |
| 20260908 | $2.25 | $1.80 | 33.5% | 43% |
| 20260904 | $2.33 | $1.77 | 19.9% | 2% |
| 20260903 | $2.33 | $1.85 | 19.4% | 0% |
| 20260902 | $1.88 | $1.88 | 19.4% | 0% |
| 20260901 | $1.85 | $1.85 | 44.7% | 45% |
| 20260831 | $1.90 | $1.90 | 38.2% | 0% |
| 20260828 | $2.00 | $2.00 | 39.3% | 8% |
| 20260827 | $1.60 | $1.60 | 38.6% | 3% |
| 20260826 | $1.98 | $1.98 | 42.1% | 27% |
| 20260825 | $2.00 | $2.00 | 45.2% | 49% |
| 20260824 | $2.12 | $2.12 | 48.3% | 71% |
| 20260821 | $2.05 | $1.07 | 49.6% | 81% |
| 20260820 | $2.17 | $1.73 | 50.4% | 86% |
| 20260819 | $2.15 | $1.75 | 51.0% | 90% |
| 20260818 | $2.25 | $1.82 | 50.4% | 86% |
| 20260817 | $2.27 | $1.55 | 49.3% | 78% |
| 20260814 | $2.27 | $1.93 | 49.5% | 80% |
| 20260813 | $2.27 | $1.85 | 49.2% | 78% |
| 20260812 | $2.35 | $1.90 | 49.0% | 63% |
| 20260811 | $4.65 | $4.25 | 48.9% | 62% |
| 20260810 | $4.75 | $4.30 | 48.6% | 61% |
| 20260807 | — | — | 44.3% | 35% |
| 20260806 | $4.80 | $4.35 | 44.3% | 35% |
| 20260805 | $4.35 | $4.35 | 44.0% | 34% |
| 20260804 | $4.40 | $4.40 | 44.5% | 37% |
More on INDY
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.