IUSV · Expected Move
iShares Core S&P U.S. Value ETF · ETF
The expected move for IUSV 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).
IUSV 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 IUSV Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$1.88
30-Day ATM IV
17.3%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to IUSV'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.
IUSV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.88 | $1.88 | 17.3% | 40% |
| 20261021 | $0.00 | $0.00 | 25.7% | 97% |
| 20261020 | $0.00 | $0.00 | 26.2% | 100% |
| 20261019 | $0.00 | $0.00 | 14.4% | 32% |
| 20261016 | $3.35 | $4.00 | 14.5% | 33% |
| 20261015 | $3.45 | $1.98 | 13.9% | 27% |
| 20261014 | $3.52 | $2.10 | 12.9% | 16% |
| 20261013 | $3.65 | $2.08 | 13.4% | 21% |
| 20261012 | $3.67 | $2.25 | 13.1% | 18% |
| 20261009 | $3.67 | $2.30 | 16.2% | 52% |
| 20261008 | $3.77 | $2.20 | 15.9% | 48% |
| 20261007 | $4.17 | $2.47 | 15.2% | 40% |
| 20261006 | $3.98 | $2.45 | 16.2% | 51% |
| 20261005 | $3.98 | $1.88 | 14.4% | 32% |
| 20261002 | $2.60 | $2.60 | 15.3% | 41% |
| 20261001 | $2.65 | $2.65 | 13.4% | 22% |
| 20260930 | $2.80 | $2.80 | 14.0% | 28% |
| 20260929 | $2.70 | $2.70 | 13.0% | 17% |
| 20260928 | $2.85 | $2.85 | 12.4% | 11% |
| 20260925 | $2.70 | $2.70 | 13.2% | 20% |
| 20260924 | $2.80 | $2.80 | 13.0% | 17% |
| 20260923 | $2.90 | $2.90 | 13.5% | 22% |
| 20260922 | $2.88 | $2.88 | 15.1% | 40% |
| 20260921 | $2.95 | $2.95 | 16.0% | 49% |
| 20260918 | $3.50 | $3.38 | 13.1% | 18% |
| 20260917 | $3.50 | $2.42 | 15.1% | 39% |
| 20260916 | $3.58 | $2.35 | 12.7% | 14% |
| 20260915 | $3.75 | $2.70 | 13.9% | 27% |
| 20260914 | $3.75 | $2.85 | 17.0% | 60% |
| 20260911 | $3.90 | $2.95 | 18.3% | 73% |
| 20260910 | $4.15 | $3.15 | 16.6% | 55% |
| 20260909 | $4.05 | $3.05 | 15.8% | 47% |
| 20260908 | $4.00 | $3.08 | 15.7% | 46% |
| 20260904 | $4.05 | $3.08 | 16.2% | 51% |
| 20260903 | $4.00 | $3.08 | 15.6% | 45% |
| 20260902 | $3.17 | $3.17 | 17.0% | 59% |
| 20260901 | $3.20 | $3.20 | 17.6% | 66% |
| 20260831 | $3.35 | $3.35 | 17.2% | 62% |
| 20260828 | $3.20 | $3.20 | 16.4% | 53% |
| 20260827 | $3.25 | $3.25 | 17.0% | 60% |
| 20260826 | $3.35 | $3.35 | 16.2% | 51% |
| 20260825 | $3.40 | $3.40 | 16.9% | 59% |
| 20260824 | $3.50 | $3.50 | 16.9% | 58% |
| 20260821 | $3.45 | $4.00 | 17.4% | 64% |
| 20260820 | $3.70 | $2.60 | 19.0% | 81% |
| 20260819 | $3.65 | $2.33 | 16.9% | 57% |
| 20260818 | $3.80 | $2.50 | 11.7% | 3% |
| 20260817 | $3.90 | $2.58 | 11.4% | 0% |
| 20260814 | $4.00 | $2.78 | 16.1% | 45% |
| 20260813 | $3.95 | $2.65 | 15.4% | 38% |
| 20260812 | $3.95 | $2.75 | 11.5% | 0% |
| 20260811 | $3.90 | $2.75 | 12.4% | 7% |
| 20260810 | $4.05 | $2.80 | 11.8% | 0% |
| 20260807 | — | — | 14.6% | 10% |
| 20260806 | $4.30 | $4.05 | 13.9% | 2% |
| 20260805 | $3.08 | $3.08 | 13.8% | 0% |
| 20260804 | $2.85 | $2.85 | 14.3% | 0% |
| 20260803 | $3.15 | $3.15 | 17.2% | 36% |
| 20260731 | $3.17 | $3.17 | 18.2% | 51% |
| 20260730 | $3.40 | $3.40 | 17.8% | 45% |
More on IUSV
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.