IVE · Expected Move
iShares S&P 500 Value ETF · ETF
The expected move for IVE 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).
IVE 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 IVE Expected Move
30-Day Straddle
$6.22
7-Day Straddle
$6.22
30-Day ATM IV
11.5%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to IVE'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.
IVE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $6.22 | $6.22 | 11.5% | 27% |
| 20261021 | $6.07 | $6.07 | 11.7% | 31% |
| 20261020 | $7.58 | $7.58 | 13.0% | 43% |
| 20261019 | $7.27 | $7.27 | 13.0% | 42% |
| 20261016 | $6.60 | $0.53 | 11.1% | 13% |
| 20261015 | $7.07 | $1.18 | 11.4% | 18% |
| 20261014 | $7.15 | $1.67 | 12.2% | 30% |
| 20261013 | $6.70 | $2.00 | 11.5% | 19% |
| 20261012 | $7.22 | $2.48 | 12.0% | 28% |
| 20261009 | $8.15 | $3.65 | 12.8% | 39% |
| 20261008 | $8.30 | $4.20 | 12.5% | 35% |
| 20261007 | $8.45 | $3.65 | 12.6% | 37% |
| 20261006 | $8.60 | $4.53 | 12.6% | 37% |
| 20261005 | $8.30 | $4.42 | 12.7% | 38% |
| 20261002 | $5.08 | $5.08 | 12.9% | 41% |
| 20261001 | $4.83 | $4.83 | 12.7% | 38% |
| 20260930 | $5.30 | $5.30 | 13.6% | 52% |
| 20260929 | $5.22 | $5.22 | 13.3% | 47% |
| 20260928 | $5.45 | $5.45 | 13.6% | 51% |
| 20260925 | $5.83 | $5.83 | 12.2% | 31% |
| 20260924 | $6.35 | $6.35 | 13.4% | 48% |
| 20260923 | $6.05 | $6.05 | 11.8% | 24% |
| 20260922 | $4.95 | $4.95 | 12.1% | 29% |
| 20260921 | $5.17 | $5.17 | 12.1% | 28% |
| 20260918 | $7.72 | $2.70 | 12.9% | 41% |
| 20260917 | $5.67 | $3.95 | 12.2% | 31% |
| 20260916 | $7.53 | $3.25 | 13.3% | 47% |
| 20260915 | $6.32 | $3.40 | 12.5% | 35% |
| 20260914 | $6.03 | $3.42 | 10.9% | 10% |
| 20260911 | $6.38 | $3.88 | 11.1% | 13% |
| 20260910 | $6.38 | $4.15 | 11.7% | 23% |
| 20260909 | $6.83 | $4.40 | 12.1% | 28% |
| 20260908 | $7.10 | $3.92 | 11.7% | 22% |
| 20260904 | $6.85 | $5.03 | 10.9% | 10% |
| 20260903 | $6.95 | $4.07 | 10.2% | 0% |
| 20260902 | $4.78 | $4.78 | 10.6% | 0% |
| 20260901 | $4.67 | $4.67 | 11.1% | 6% |
| 20260831 | $4.50 | $4.50 | 11.0% | 4% |
| 20260828 | $5.75 | $5.75 | 11.3% | 10% |
| 20260827 | $5.47 | $5.47 | 11.0% | 4% |
| 20260826 | $5.22 | $5.22 | 11.2% | 7% |
| 20260825 | $6.28 | $6.28 | 11.5% | 12% |
| 20260824 | $6.20 | $6.20 | 11.7% | 16% |
| 20260821 | $6.50 | $2.80 | 10.7% | 0% |
| 20260820 | $6.83 | $2.42 | 12.0% | 19% |
| 20260819 | $6.15 | $1.35 | 11.5% | 10% |
| 20260818 | $7.18 | $2.50 | 11.9% | 17% |
| 20260817 | $6.82 | $2.77 | 11.2% | 5% |
| 20260814 | $6.35 | $2.70 | 11.0% | 1% |
| 20260813 | $7.10 | $2.70 | 11.0% | 1% |
| 20260812 | $7.20 | $3.80 | 11.3% | 5% |
| 20260811 | $7.50 | $4.47 | 12.0% | 12% |
| 20260810 | $7.65 | $4.42 | 11.9% | 12% |
| 20260807 | — | — | 10.9% | 0% |
| 20260806 | $8.07 | $5.20 | 12.7% | 4% |
| 20260805 | $4.97 | $4.97 | 12.6% | 3% |
| 20260804 | $5.78 | $5.78 | 12.3% | 0% |
| 20260803 | $5.47 | $5.47 | 13.1% | 6% |
| 20260731 | $6.42 | $6.42 | 12.9% | 4% |
| 20260730 | $6.70 | $6.70 | 13.4% | 10% |
More on IVE
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.