ITB · Expected Move

iShares U.S. Home Construction ETF · ETF

The expected move for ITB 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).

ITB 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 ITB Expected Move
30-Day Straddle
$7.78
7-Day Straddle
$3.70
30-Day ATM IV
33.4%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to ITB'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.
ITB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261008 $7.78 $3.70 33.4% 66%
20261007 $8.00 $3.30 32.9% 61%
20261006 $8.60 $4.78 35.2% 85%
20261005 $7.85 $4.15 32.3% 54%
20261002 $4.80 $4.80 32.1% 53%
20261001 $4.97 $4.97 31.1% 43%
20260930 $4.88 $4.88 30.6% 31%
20260929 $4.78 $4.78 30.8% 33%
20260928 $4.70 $4.70 31.0% 35%
20260925 $5.00 $5.00 30.3% 29%
20260924 $5.10 $5.10 29.5% 19%
20260923 $5.32 $5.32 30.4% 27%
20260922 $5.78 $5.78 29.8% 22%
20260921 $5.57 $5.57 30.1% 24%
20260918 $5.97 $1.38 29.9% 22%
20260917 $6.07 $2.17 29.9% 23%
20260916 $6.45 $2.77 32.5% 43%
20260915 $6.67 $3.40 31.9% 38%
20260914 $6.65 $2.90 31.4% 34%
20260911 $6.67 $3.15 29.9% 23%
20260910 $7.00 $3.27 31.0% 31%
20260909 $6.85 $3.70 30.1% 24%
20260908 $7.10 $3.65 29.8% 22%
20260904 $7.60 $4.35 29.5% 19%
20260903 $7.70 $5.38 30.2% 25%
20260902 $4.28 $4.28 29.3% 18%
20260901 $5.00 $5.00 30.3% 26%
20260831 $4.45 $4.45 27.3% 2%
20260828 $5.15 $5.15 27.0% 0%
20260827 $5.62 $5.62 28.8% 13%
20260826 $5.60 $5.60 28.2% 8%
20260825 $6.10 $6.10 29.9% 22%
20260824 $5.50 $5.50 28.6% 11%
20260821 $6.15 $0.85 28.5% 10%
20260820 $5.85 $1.88 27.6% 3%
20260819 $6.58 $2.67 27.9% 6%
20260818 $6.40 $2.33 28.5% 10%
20260817 $6.95 $4.03 30.0% 22%
20260814 $7.03 $3.30 28.5% 10%
20260813 $7.25 $4.28 28.1% 8%
20260812 $7.67 $4.25 30.7% 28%
20260811 $7.85 $5.22 30.2% 24%
20260810 $7.40 $4.47 29.6% 19%
20260807 — — 28.0% 6%
20260806 $8.65 $5.20 31.6% 35%
20260805 $5.40 $5.40 31.4% 33%
20260804 $5.68 $5.68 32.9% 45%
20260803 $4.95 $4.95 30.0% 22%
20260731 $5.25 $5.25 28.9% 14%
20260730 $6.28 $6.28 32.6% 43%
20260729 $6.20 $6.20 32.4% 41%
20260728 $6.33 $6.33 31.5% 34%
20260727 $5.47 $5.47 29.2% 16%
20260724 $6.40 $6.40 29.9% 21%
20260723 $6.10 $6.10 31.4% 33%
20260722 $6.50 $6.50 30.0% 22%
20260721 $6.65 $6.65 30.3% 25%
20260720 $6.83 $6.83 29.2% 16%
20260716 $7.45 $2.08 30.2% 24%
20260715 $6.72 $2.23 27.2% 0%

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.