ITA · Expected Move
iShares U.S. Aerospace & Defense ETF · ETF
The expected move for ITA 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).
ITA 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 ITA Expected Move
30-Day Straddle
$12.20
7-Day Straddle
$12.20
30-Day ATM IV
25.7%
IV Rank
92%
Implied one-standard-deviation move through the next 30 days. Compare to ITA'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.
ITA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $12.20 | $12.20 | 25.7% | 92% |
| 20261021 | $10.85 | $10.85 | 23.1% | 36% |
| 20261020 | $12.60 | $12.60 | 25.6% | 64% |
| 20261019 | $12.30 | $12.30 | 24.2% | 41% |
| 20261016 | $13.40 | $2.00 | 25.5% | 61% |
| 20261015 | $12.60 | $2.67 | 23.4% | 29% |
| 20261014 | $12.40 | $3.67 | 23.8% | 35% |
| 20261013 | $13.30 | $3.47 | 24.8% | 49% |
| 20261012 | $12.65 | $4.35 | 23.2% | 26% |
| 20261009 | $13.65 | $4.80 | 23.9% | 35% |
| 20261008 | $14.50 | $6.17 | 25.8% | 64% |
| 20261007 | $12.45 | $5.47 | 21.8% | 4% |
| 20261006 | $12.85 | $6.12 | 21.5% | 0% |
| 20261005 | $13.45 | $5.67 | 22.2% | 6% |
| 20261002 | $6.85 | $6.85 | 22.2% | 6% |
| 20261001 | $7.62 | $7.62 | 22.5% | 10% |
| 20260930 | $8.35 | $8.35 | 22.7% | 14% |
| 20260929 | $8.35 | $8.35 | 22.8% | 16% |
| 20260928 | $8.30 | $8.30 | 23.8% | 32% |
| 20260925 | $9.35 | $9.35 | 22.6% | 13% |
| 20260924 | $9.75 | $9.75 | 23.3% | 24% |
| 20260923 | $9.70 | $9.70 | 22.9% | 18% |
| 20260922 | $10.25 | $10.25 | 23.3% | 24% |
| 20260921 | $10.95 | $10.95 | 24.0% | 34% |
| 20260918 | $10.90 | $1.68 | 22.7% | 14% |
| 20260917 | $11.15 | $2.85 | 23.4% | 25% |
| 20260916 | $12.00 | $3.70 | 24.4% | 42% |
| 20260915 | $12.20 | $4.53 | 24.5% | 42% |
| 20260914 | $12.60 | $5.40 | 24.3% | 39% |
| 20260911 | $12.75 | $6.38 | 23.6% | 28% |
| 20260910 | $14.00 | $6.42 | 24.9% | 49% |
| 20260909 | $13.05 | $7.55 | 23.8% | 31% |
| 20260908 | $13.70 | $7.12 | 23.9% | 33% |
| 20260904 | $14.40 | $7.67 | 23.3% | 23% |
| 20260903 | $14.00 | $8.95 | 22.9% | 18% |
| 20260902 | $8.65 | $8.65 | 23.2% | 22% |
| 20260901 | $9.38 | $9.38 | 23.5% | 27% |
| 20260831 | $9.60 | $9.60 | 23.5% | 27% |
| 20260828 | $10.35 | $10.35 | 22.6% | 12% |
| 20260827 | $10.05 | $10.05 | 21.8% | 0% |
| 20260826 | $11.05 | $11.05 | 22.7% | 15% |
| 20260825 | $10.40 | $10.40 | 22.4% | 10% |
| 20260824 | $11.35 | $11.35 | 23.2% | 21% |
| 20260821 | $12.65 | $3.67 | 23.5% | 27% |
| 20260820 | $12.40 | $3.90 | 22.3% | 8% |
| 20260819 | $13.20 | $4.20 | 23.0% | 19% |
| 20260818 | $13.55 | $4.38 | 22.3% | 7% |
| 20260817 | $13.55 | $5.72 | 22.7% | 14% |
| 20260814 | $14.90 | $6.75 | 23.0% | 19% |
| 20260813 | $14.80 | $7.38 | 23.7% | 28% |
| 20260812 | $15.10 | $7.12 | 23.3% | 23% |
| 20260811 | $15.55 | $8.50 | 23.8% | 31% |
| 20260810 | $16.95 | $8.65 | 25.5% | 52% |
| 20260807 | — | — | 24.3% | 29% |
| 20260806 | $17.40 | $10.20 | 24.8% | 36% |
| 20260805 | $11.00 | $11.00 | 24.7% | 35% |
| 20260804 | $11.45 | $11.45 | 26.0% | 51% |
| 20260803 | $11.60 | $11.60 | 25.8% | 48% |
| 20260731 | $10.95 | $10.95 | 23.9% | 25% |
| 20260730 | $12.80 | $12.80 | 24.8% | 35% |
More on ITA
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.