IVV · Expected Move
iShares Core S&P 500 ETF · ETF
The expected move for IVV 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).
IVV 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 IVV Expected Move
30-Day Straddle
$26.25
7-Day Straddle
$14.20
30-Day ATM IV
15.2%
IV Rank
63%
Implied one-standard-deviation move through the next 30 days. Compare to IVV'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.
IVV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $26.25 | $14.20 | 15.2% | 63% |
| 20261022 | $27.15 | $15.45 | 15.7% | 71% |
| 20261021 | $24.05 | $13.50 | 13.6% | 36% |
| 20261020 | $25.45 | $14.75 | 14.3% | 47% |
| 20261019 | $26.80 | $9.12 | 14.7% | 47% |
| 20261016 | $26.25 | $12.75 | 15.4% | 57% |
| 20261015 | $22.95 | $10.65 | 13.2% | 24% |
| 20261014 | $25.10 | $12.25 | 14.1% | 38% |
| 20261013 | $23.00 | $11.15 | 12.7% | 18% |
| 20261012 | $23.95 | $7.50 | 12.8% | 18% |
| 20261009 | $21.75 | $8.45 | 12.7% | 18% |
| 20261008 | $23.35 | $10.40 | 13.4% | 28% |
| 20261007 | $23.60 | $10.70 | 13.2% | 25% |
| 20261006 | $23.75 | $12.45 | 13.0% | 22% |
| 20261005 | $24.50 | $6.83 | 13.3% | 26% |
| 20261002 | $22.20 | $9.70 | 13.2% | 24% |
| 20261001 | $24.80 | $12.55 | 14.4% | 42% |
| 20260930 | $24.70 | $12.60 | 14.1% | 37% |
| 20260929 | $24.85 | $13.15 | 13.8% | 34% |
| 20260928 | $25.25 | $9.30 | 13.6% | 31% |
| 20260925 | $22.00 | $9.95 | 13.1% | 23% |
| 20260924 | $22.35 | $11.25 | 12.9% | 21% |
| 20260923 | $21.95 | $11.45 | 12.4% | 13% |
| 20260922 | $22.50 | $10.65 | 12.3% | 12% |
| 20260921 | $23.25 | $7.42 | 12.6% | 16% |
| 20260918 | $20.25 | $8.35 | 12.3% | 12% |
| 20260917 | $22.30 | $11.00 | 13.1% | 23% |
| 20260916 | $25.45 | $13.30 | 14.6% | 45% |
| 20260915 | $24.75 | $14.90 | 14.1% | 38% |
| 20260914 | $24.35 | $9.80 | 13.5% | 29% |
| 20260911 | $21.95 | $10.30 | 12.9% | 20% |
| 20260910 | $24.80 | $13.85 | 14.4% | 43% |
| 20260909 | $23.75 | $13.70 | 13.5% | 29% |
| 20260908 | $22.75 | $13.30 | 12.8% | 19% |
| 20260904 | $19.50 | $8.65 | 11.5% | 0% |
| 20260903 | $20.65 | $9.70 | 11.8% | 0% |
| 20260902 | $21.90 | $11.00 | 12.5% | 11% |
| 20260901 | $23.50 | $12.75 | 13.1% | 21% |
| 20260831 | $22.20 | $7.35 | 12.1% | 5% |
| 20260828 | $19.75 | $8.82 | 11.8% | 0% |
| 20260827 | $21.00 | $10.05 | 12.1% | 2% |
| 20260826 | $22.00 | $11.55 | 12.6% | 10% |
| 20260825 | $23.10 | $12.85 | 12.8% | 13% |
| 20260824 | $24.20 | $8.95 | 13.2% | 19% |
| 20260821 | $21.25 | $10.30 | 12.7% | 11% |
| 20260820 | $23.35 | $11.95 | 13.2% | 19% |
| 20260819 | $22.80 | $11.05 | 12.7% | 12% |
| 20260818 | $23.90 | $12.65 | 13.2% | 19% |
| 20260817 | $23.85 | $6.28 | 12.6% | 10% |
| 20260814 | $19.90 | $7.50 | 12.0% | 0% |
| 20260813 | $21.80 | $9.35 | 12.6% | 0% |
| 20260812 | $22.40 | $10.35 | 12.6% | 0% |
| 20260811 | $23.10 | $11.65 | 12.7% | 0% |
| 20260810 | $23.95 | $8.00 | 13.0% | 1% |
| 20260807 | — | — | 12.9% | 0% |
| 20260806 | $23.50 | $12.20 | 13.5% | 4% |
| 20260805 | $23.95 | $12.40 | 13.5% | 4% |
| 20260804 | $25.85 | $14.45 | 14.2% | 9% |
| 20260803 | $24.30 | $6.90 | 13.3% | 3% |
| 20260731 | $22.70 | $9.65 | 13.8% | 6% |
More on IVV
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.