ITOT · Expected Move

iShares Core S&P Total U.S. Stock Market ETF · ETF

The expected move for ITOT 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).

ITOT 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 ITOT Expected Move
30-Day Straddle
$6.20
7-Day Straddle
$6.20
30-Day ATM IV
16.1%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to ITOT'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.
ITOT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $6.20 $6.20 16.1% 40%
20261021 $5.68 $5.68 14.4% 22%
20261020 $5.88 $5.88 14.7% 25%
20261019 $5.72 $5.72 14.7% 25%
20261016 $6.55 $1.98 15.9% 38%
20261015 $5.92 $2.73 14.0% 18%
20261014 $6.43 $5.08 21.6% 100%
20261013 $5.95 $1.98 13.5% 13%
20261012 $6.25 $1.67 13.8% 17%
20261009 $6.28 $1.95 13.4% 13%
20261008 $6.57 $2.55 14.2% 22%
20261007 $6.65 $2.58 14.1% 20%
20261006 $6.90 $2.58 14.1% 20%
20261005 $6.83 $3.12 14.2% 21%
20261002 $3.28 $3.28 14.4% 25%
20261001 $4.18 $4.18 14.9% 30%
20260930 $4.72 $4.72 15.4% 37%
20260929 $4.03 $4.03 14.5% 26%
20260928 $4.85 $4.85 14.6% 27%
20260925 $4.28 $4.28 13.7% 16%
20260924 $5.22 $5.22 14.6% 26%
20260923 $4.08 $4.08 13.8% 17%
20260922 $3.78 $3.78 12.4% 0%
20260921 $4.45 $4.45 12.9% 4%
20260918 $5.65 $1.60 14.0% 18%
20260917 $5.30 $1.73 13.2% 9%
20260916 $5.82 $2.10 15.6% 38%
20260915 $5.55 $2.30 14.3% 22%
20260914 $6.05 $2.25 14.1% 19%
20260911 $6.53 $2.45 20.7% 100%
20260910 $6.25 $2.88 14.5% 31%
20260909 $6.67 $2.92 14.0% 24%
20260908 $6.12 $2.83 14.4% 29%
20260904 $6.00 $3.00 12.9% 5%
20260903 $6.30 $3.17 12.9% 6%
20260902 $3.17 $3.17 13.4% 14%
20260901 $3.88 $3.88 13.0% 8%
20260831 $3.73 $3.73 12.8% 5%
20260828 $4.08 $4.08 12.6% 2%
20260827 $4.20 $4.20 13.2% 10%
20260826 $4.47 $4.47 13.7% 19%
20260825 $4.68 $4.68 13.8% 20%
20260824 $4.17 $4.17 13.0% 8%
20260821 $4.53 $1.12 12.5% 0%
20260820 $4.85 $1.80 12.8% 5%
20260819 $5.30 $1.70 13.5% 15%
20260818 $5.28 $1.95 13.4% 14%
20260817 $5.60 $1.95 13.8% 18%
20260814 $5.53 $2.35 12.7% 3%
20260813 $5.70 $2.15 13.2% 8%
20260812 $5.88 $2.65 13.3% 8%
20260811 $6.10 $2.73 13.8% 14%
20260810 $6.25 $3.42 14.2% 16%
20260807 — — 14.7% 16%
20260806 $6.85 $4.15 14.8% 16%
20260805 $4.32 $4.32 14.3% 12%
20260804 $3.65 $3.65 14.7% 15%
20260803 $5.22 $5.22 15.7% 23%
20260731 $4.70 $4.70 15.0% 18%
20260730 $4.47 $4.47 15.9% 23%

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.