IQLT · Expected Move
iShares MSCI Intl Quality Factor ETF · ETF
The expected move for IQLT 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).
IQLT 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 IQLT Expected Move
30-Day Straddle
$0.93
7-Day Straddle
$0.93
30-Day ATM IV
21.9%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to IQLT'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.
IQLT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.93 | $0.93 | 21.9% | 39% |
| 20261020 | $1.15 | $1.15 | 21.0% | 34% |
| 20261019 | $0.00 | $0.00 | 23.6% | 48% |
| 20261016 | $2.25 | $2.35 | 21.5% | 36% |
| 20261015 | $2.10 | $1.33 | 22.1% | 38% |
| 20261014 | $2.20 | $1.48 | 21.0% | 29% |
| 20261013 | $2.23 | $1.50 | 22.0% | 33% |
| 20261012 | $2.25 | $1.57 | 21.0% | 28% |
| 20261009 | $2.30 | $1.57 | 20.9% | 28% |
| 20261008 | $2.42 | $1.68 | 19.1% | 20% |
| 20261007 | $2.42 | $1.65 | 18.6% | 18% |
| 20261006 | $2.35 | $1.65 | 20.4% | 26% |
| 20261005 | $2.40 | $1.70 | 19.6% | 22% |
| 20261002 | $1.80 | $1.80 | 18.7% | 18% |
| 20261001 | $1.82 | $1.82 | 18.0% | 10% |
| 20260930 | $1.88 | $1.88 | 16.6% | 6% |
| 20260929 | $1.77 | $1.77 | 16.3% | 5% |
| 20260928 | $1.42 | $1.42 | 14.6% | 0% |
| 20260925 | $1.77 | $1.77 | 17.6% | 6% |
| 20260924 | $1.88 | $1.88 | 16.9% | 3% |
| 20260923 | $1.85 | $1.85 | 16.3% | 2% |
| 20260922 | $1.82 | $1.82 | 20.8% | 16% |
| 20260921 | $1.52 | $1.52 | 19.8% | 13% |
| 20260918 | $1.95 | $2.12 | 17.7% | 6% |
| 20260917 | $2.08 | $1.50 | 19.2% | 11% |
| 20260916 | $1.95 | $1.60 | 16.9% | 3% |
| 20260915 | $2.12 | $1.55 | 17.3% | 5% |
| 20260914 | $2.08 | $1.57 | 15.8% | 0% |
| 20260911 | $2.20 | $1.70 | 20.4% | 13% |
| 20260910 | $2.25 | $1.70 | 22.8% | 20% |
| 20260909 | $2.10 | $1.60 | 21.8% | 17% |
| 20260908 | $2.22 | $1.43 | 17.9% | 5% |
| 20260904 | $2.30 | $1.68 | 19.5% | 10% |
| 20260903 | $2.35 | $1.70 | 23.0% | 20% |
| 20260902 | $1.80 | $1.80 | 24.7% | 26% |
| 20260901 | $1.75 | $1.75 | 25.4% | 28% |
| 20260831 | $1.85 | $1.85 | 23.0% | 21% |
| 20260828 | $1.80 | $1.80 | 23.4% | 22% |
| 20260827 | $1.85 | $1.85 | 22.8% | 20% |
| 20260826 | $1.92 | $1.92 | 23.0% | 20% |
| 20260825 | $2.05 | $2.05 | 21.4% | 16% |
| 20260824 | $1.95 | $1.95 | 23.6% | 22% |
| 20260821 | $2.10 | $3.00 | 23.7% | 23% |
| 20260820 | $2.05 | $1.50 | 25.8% | 29% |
| 20260819 | $2.05 | $1.48 | 25.0% | 27% |
| 20260818 | $2.38 | $1.60 | 28.3% | 37% |
| 20260817 | $2.08 | $1.55 | 24.9% | 22% |
| 20260814 | $2.15 | $1.57 | 23.9% | 19% |
| 20260813 | $2.10 | $1.58 | 23.4% | 18% |
| 20260812 | $1.95 | $1.27 | 24.7% | 21% |
| 20260811 | $2.67 | $2.17 | 27.0% | 27% |
| 20260810 | $2.95 | $2.35 | 26.3% | 25% |
| 20260807 | — | — | 25.0% | 22% |
| 20260806 | $4.80 | $4.80 | 26.3% | 25% |
| 20260805 | $2.47 | $2.47 | 26.7% | 26% |
| 20260804 | $2.42 | $2.42 | 27.5% | 28% |
| 20260803 | $2.53 | $2.53 | 28.7% | 32% |
| 20260731 | $2.60 | $2.60 | 27.9% | 30% |
| 20260730 | $2.58 | $2.58 | 25.8% | 24% |
| 20260729 | $2.80 | $2.80 | 26.2% | 25% |
More on IQLT
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.