IVT · Expected Move
InvenTrust Properties Corp.
The expected move for IVT 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).
IVT 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 IVT Expected Move
30-Day Straddle
$3.18
7-Day Straddle
$3.18
30-Day ATM IV
20.3%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to IVT'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.
IVT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.18 | $3.18 | 20.3% | 0% |
| 20261021 | $3.58 | $3.58 | 24.7% | 6% |
| 20261020 | $1.82 | $1.82 | 21.7% | 1% |
| 20261019 | $1.73 | $1.73 | 21.8% | 1% |
| 20261016 | $4.15 | $2.62 | 21.3% | 0% |
| 20261015 | $3.40 | $2.15 | 29.2% | 13% |
| 20261014 | $1.73 | $1.10 | 24.5% | 4% |
| 20261013 | $3.70 | $1.75 | 26.6% | 8% |
| 20261012 | $1.77 | $1.92 | — | — |
| 20261009 | $2.98 | $4.60 | 30.8% | 16% |
| 20261008 | $4.17 | $3.33 | 51.1% | 52% |
| 20261007 | $2.10 | $4.70 | 31.3% | 17% |
| 20261006 | $4.93 | $3.10 | 40.2% | 32% |
| 20261005 | $2.98 | $4.05 | 25.5% | 6% |
| 20261002 | $4.00 | $4.00 | 28.8% | 12% |
| 20261001 | $1.75 | $1.75 | 30.6% | 15% |
| 20260930 | $3.83 | $3.83 | 26.6% | 8% |
| 20260929 | $2.15 | $2.15 | 24.4% | 4% |
| 20260928 | $4.20 | $4.20 | 24.8% | 5% |
| 20260925 | $4.05 | $4.05 | 23.7% | 3% |
| 20260924 | $3.17 | $3.17 | 30.3% | 15% |
| 20260923 | $4.00 | $4.00 | 31.9% | 18% |
| 20260922 | $4.90 | $4.90 | 48.4% | 47% |
| 20260921 | $4.10 | $4.10 | 40.9% | 34% |
| 20260918 | $3.20 | $1.12 | 22.0% | 0% |
| 20260917 | $4.88 | $1.58 | 39.6% | 31% |
| 20260916 | $3.28 | $1.40 | 38.6% | 29% |
| 20260915 | $3.70 | $1.93 | 38.9% | 30% |
| 20260914 | $10.10 | $3.08 | — | — |
| 20260911 | $10.05 | $2.15 | 78.3% | 100% |
| 20260910 | $5.00 | $2.93 | 35.0% | 26% |
| 20260909 | $10.20 | $3.03 | 58.4% | 76% |
| 20260908 | $3.08 | $2.75 | 30.0% | 16% |
| 20260904 | $3.60 | $10.25 | — | — |
| 20260903 | $3.35 | $2.90 | 37.3% | 31% |
| 20260902 | $2.90 | $2.90 | 48.1% | 54% |
| 20260901 | $2.50 | $2.50 | — | — |
| 20260831 | $3.05 | $3.05 | — | — |
| 20260828 | $10.10 | $10.10 | — | — |
| 20260827 | $10.32 | $10.32 | — | — |
| 20260826 | $3.07 | $3.07 | 33.4% | 23% |
| 20260825 | $3.05 | $3.05 | 32.6% | 22% |
| 20260824 | $5.10 | $5.10 | 24.7% | 5% |
| 20260821 | $10.05 | $10.05 | — | — |
| 20260820 | $2.55 | $2.25 | 33.6% | 24% |
| 20260819 | $2.20 | $2.62 | 30.8% | 18% |
| 20260818 | $3.03 | $2.97 | 33.0% | 22% |
| 20260817 | $2.95 | $2.70 | 36.0% | 29% |
| 20260814 | $2.45 | $2.70 | 30.0% | 16% |
| 20260813 | $3.20 | $2.70 | 39.7% | 36% |
| 20260812 | $3.20 | $9.22 | 40.9% | 39% |
| 20260811 | $3.58 | $10.75 | — | — |
| 20260810 | $3.78 | $2.85 | — | — |
| 20260807 | — | — | 37.6% | 32% |
| 20260806 | $3.00 | $4.90 | 52.2% | 63% |
| 20260805 | $4.80 | $4.80 | 50.8% | 60% |
| 20260804 | $4.80 | $4.80 | 26.4% | 9% |
| 20260803 | $4.82 | $4.82 | 51.9% | 62% |
| 20260731 | $4.80 | $4.80 | 23.6% | 3% |
| 20260730 | $4.80 | $4.80 | 23.8% | 2% |
More on IVT
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.