IVLU · Expected Move
iShares MSCI Intl Value Factor ETF · ETF
The expected move for IVLU 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).
IVLU 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 IVLU Expected Move
30-Day Straddle
$1.90
7-Day Straddle
$1.90
30-Day ATM IV
23.0%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to IVLU'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.
IVLU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.90 | $1.90 | 23.0% | 74% |
| 20261021 | $0.00 | $0.00 | 25.0% | 94% |
| 20261020 | $0.80 | $0.80 | 24.6% | 90% |
| 20261019 | $0.00 | $0.00 | 22.2% | 66% |
| 20261016 | $1.88 | $3.12 | 23.3% | 76% |
| 20261015 | $1.95 | $1.50 | 24.5% | 88% |
| 20261014 | $2.05 | $1.40 | 23.1% | 75% |
| 20261013 | $2.00 | $1.50 | 23.5% | 79% |
| 20261012 | $2.10 | $1.52 | 22.4% | 68% |
| 20261009 | $2.15 | $1.50 | 23.9% | 82% |
| 20261008 | $2.12 | $1.50 | 24.5% | 89% |
| 20261007 | $2.20 | $1.60 | 23.4% | 61% |
| 20261006 | $2.20 | $1.52 | 21.6% | 47% |
| 20261005 | $2.17 | $1.60 | 22.1% | 51% |
| 20261002 | $1.65 | $1.65 | 22.1% | 40% |
| 20261001 | $1.70 | $1.70 | 20.9% | 32% |
| 20260930 | $1.60 | $1.60 | 25.7% | 61% |
| 20260929 | $1.65 | $1.65 | 21.3% | 35% |
| 20260928 | $1.70 | $1.70 | 17.6% | 13% |
| 20260925 | $1.73 | $1.73 | 19.1% | 22% |
| 20260924 | $1.82 | $1.82 | 19.5% | 24% |
| 20260923 | $1.85 | $1.85 | 24.8% | 56% |
| 20260922 | $1.65 | $1.65 | 21.0% | 33% |
| 20260921 | $1.62 | $1.62 | 20.9% | 33% |
| 20260918 | $1.82 | $3.17 | 18.3% | 17% |
| 20260917 | $1.93 | $1.43 | 19.0% | 21% |
| 20260916 | $1.77 | $1.33 | 17.2% | 11% |
| 20260915 | $1.95 | $1.48 | 18.1% | 16% |
| 20260914 | $1.95 | $1.50 | 17.8% | 14% |
| 20260911 | $1.95 | $1.52 | 18.4% | 18% |
| 20260910 | $2.02 | $1.57 | 20.2% | 28% |
| 20260909 | $2.02 | $1.62 | 21.5% | 36% |
| 20260908 | $1.95 | $1.50 | 20.7% | 32% |
| 20260904 | $2.05 | $1.55 | 20.5% | 30% |
| 20260903 | $2.05 | $1.60 | 20.3% | 29% |
| 20260902 | $1.68 | $1.68 | 19.7% | 26% |
| 20260901 | $1.65 | $1.65 | 20.4% | 30% |
| 20260831 | $1.68 | $1.68 | 20.5% | 30% |
| 20260828 | $1.57 | $1.57 | 20.5% | 30% |
| 20260827 | $1.73 | $1.73 | 19.9% | 27% |
| 20260826 | $1.52 | $1.52 | 20.2% | 28% |
| 20260825 | $1.80 | $1.80 | 18.9% | 20% |
| 20260824 | $1.83 | $1.83 | 19.5% | 24% |
| 20260821 | $1.90 | $2.33 | 19.0% | 21% |
| 20260820 | $1.82 | $1.30 | 21.4% | 36% |
| 20260819 | $1.85 | $1.35 | 21.3% | 35% |
| 20260818 | $1.85 | $1.35 | 20.8% | 32% |
| 20260817 | $1.88 | $1.48 | 21.5% | 36% |
| 20260814 | $2.00 | $1.48 | 21.7% | 37% |
| 20260813 | $2.00 | $1.57 | 21.3% | 35% |
| 20260812 | $1.95 | $1.50 | 20.9% | 33% |
| 20260811 | $2.70 | $2.22 | 20.3% | 29% |
| 20260810 | $2.95 | $1.95 | 20.1% | 28% |
| 20260807 | — | — | 20.9% | 33% |
| 20260806 | $4.80 | $3.60 | 19.6% | 20% |
| 20260805 | $2.45 | $2.45 | 19.0% | 17% |
| 20260804 | $2.48 | $2.48 | 18.9% | 17% |
| 20260803 | $2.53 | $2.53 | 19.8% | 21% |
| 20260731 | $2.58 | $2.58 | 20.4% | 24% |
| 20260730 | $2.60 | $2.60 | 18.8% | 16% |
More on IVLU
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.