IVOL · Expected Move
Quadratic Interest Rate Volatility and Inflation Hedge ETF · ETF
The expected move for IVOL 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).
IVOL 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 IVOL Expected Move
30-Day Straddle
$4.05
7-Day Straddle
$4.05
30-Day ATM IV
40.9%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to IVOL'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.
IVOL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.05 | $4.05 | 40.9% | 45% |
| 20261021 | $10.00 | $10.00 | 36.0% | 35% |
| 20261020 | $3.03 | $3.03 | 28.5% | 21% |
| 20261019 | $2.92 | $2.92 | 27.7% | 20% |
| 20261016 | $4.05 | $2.33 | 33.5% | 31% |
| 20261015 | $1.58 | $1.33 | 26.3% | 17% |
| 20261014 | $2.90 | $1.02 | 24.8% | 14% |
| 20261013 | $3.42 | $2.75 | 29.3% | 23% |
| 20261012 | $1.62 | $2.80 | 25.9% | 16% |
| 20261009 | $3.33 | $1.40 | 35.3% | 34% |
| 20261008 | $2.95 | $2.85 | 34.0% | 32% |
| 20261007 | $3.42 | $2.80 | 37.7% | 39% |
| 20261006 | $1.73 | $2.80 | 34.6% | 33% |
| 20261005 | $1.77 | $2.88 | 43.2% | 49% |
| 20261002 | $2.83 | $2.83 | 32.0% | 23% |
| 20261001 | $2.12 | $2.12 | 28.5% | 17% |
| 20260930 | $2.20 | $2.20 | 34.9% | 27% |
| 20260929 | $1.50 | $1.50 | 40.9% | 36% |
| 20260928 | $2.08 | $2.08 | 34.8% | 27% |
| 20260925 | $2.95 | $2.95 | 41.7% | 37% |
| 20260924 | $2.55 | $2.55 | 34.9% | 27% |
| 20260923 | $2.83 | $2.83 | 45.3% | 43% |
| 20260922 | $1.38 | $1.38 | 44.3% | 42% |
| 20260921 | $1.40 | $1.40 | 43.7% | 41% |
| 20260918 | $1.60 | $2.97 | 41.0% | 36% |
| 20260917 | $1.23 | $2.75 | 30.5% | 20% |
| 20260916 | $1.20 | $1.58 | 69.8% | 81% |
| 20260915 | $1.62 | $1.52 | 41.1% | 37% |
| 20260914 | $3.10 | $1.50 | 41.9% | 38% |
| 20260911 | $2.88 | $1.45 | 56.0% | 60% |
| 20260910 | $1.60 | $1.45 | 47.6% | 47% |
| 20260909 | $1.60 | $1.42 | 37.2% | 31% |
| 20260908 | $1.58 | $0.68 | 38.7% | 33% |
| 20260904 | $1.65 | $1.05 | 37.6% | 31% |
| 20260903 | $1.65 | $1.07 | 34.1% | 26% |
| 20260902 | $1.05 | $1.05 | 36.6% | 30% |
| 20260901 | $1.73 | $1.73 | 35.9% | 29% |
| 20260831 | $8.93 | $8.93 | 36.3% | 30% |
| 20260828 | $1.05 | $1.05 | 37.4% | 32% |
| 20260827 | $1.18 | $1.18 | 32.7% | 25% |
| 20260826 | $1.20 | $1.20 | 32.7% | 25% |
| 20260825 | $1.23 | $1.23 | 31.8% | 23% |
| 20260824 | $1.23 | $1.23 | 32.3% | 24% |
| 20260821 | $1.75 | $1.92 | 32.2% | 24% |
| 20260820 | $1.12 | $4.55 | 31.4% | 23% |
| 20260819 | $1.12 | $8.12 | 31.5% | 23% |
| 20260818 | $1.25 | $0.92 | 28.9% | 19% |
| 20260817 | $1.32 | $2.10 | 29.7% | 20% |
| 20260814 | $1.30 | $0.97 | 32.8% | 25% |
| 20260813 | $1.38 | $1.53 | 31.5% | 23% |
| 20260812 | $1.62 | $1.12 | 29.6% | 20% |
| 20260811 | $1.17 | $0.88 | 25.3% | 14% |
| 20260810 | $1.30 | $0.88 | 26.4% | 15% |
| 20260807 | — | — | 24.4% | 12% |
| 20260806 | $8.93 | $2.78 | 30.0% | 21% |
| 20260805 | $7.75 | $7.75 | 20.0% | 6% |
| 20260804 | $0.97 | $0.97 | 19.5% | 5% |
| 20260803 | $0.95 | $0.95 | 18.5% | 4% |
| 20260731 | $0.90 | $0.90 | 23.7% | 12% |
| 20260730 | $0.95 | $0.95 | 21.4% | 8% |
More on IVOL
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.