IVW · Expected Move

iShares S&P 500 Growth ETF · ETF

The expected move for IVW 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).

IVW straddle price & implied vol

60 sessions

Bars: 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 IVW Expected Move
30-Day Straddle
$7.47
7-Day Straddle
$7.47
30-Day ATM IV
24.2%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to IVW'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.
IVW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $7.47 $7.47 24.2% 78%
20261021 $6.43 $6.43 19.9% 39%
20261020 $6.80 $6.80 20.9% 45%
20261019 $6.95 $6.95 20.6% 42%
20261016 $7.45 $1.68 21.7% 52%
20261015 $6.28 $3.03 18.4% 23%
20261014 $6.82 $2.45 18.8% 26%
20261013 $6.30 $2.00 16.6% 7%
20261012 $7.05 $2.50 18.4% 23%
20261009 $6.90 $2.42 17.3% 13%
20261008 $7.30 $3.20 18.5% 24%
20261007 $7.45 $3.20 18.2% 21%
20261006 $7.75 $3.67 18.8% 26%
20261005 $7.58 $3.80 18.2% 22%
20261002 $3.48 $3.48 17.9% 19%
20261001 $4.47 $4.47 19.2% 30%
20260930 $4.88 $4.88 17.8% 18%
20260929 $5.12 $5.12 18.6% 25%
20260928 $5.05 $5.05 19.5% 33%
20260925 $4.90 $4.90 18.7% 26%
20260924 $5.78 $5.78 18.6% 25%
20260923 $5.47 $5.47 17.6% 16%
20260922 $4.65 $4.65 17.0% 11%
20260921 $4.88 $4.88 16.5% 6%
20260918 $5.22 $0.95 16.7% 9%
20260917 $5.68 $1.80 18.1% 21%
20260916 $6.55 $1.88 19.0% 28%
20260915 $6.97 $2.50 19.2% 30%
20260914 $5.42 $2.25 17.1% 12%
20260911 $5.30 $2.55 15.7% 0%
20260910 $6.58 $3.22 18.9% 19%
20260909 $6.65 $4.05 19.2% 22%
20260908 $6.35 $3.45 17.8% 8%
20260904 $7.00 $3.42 17.4% 5%
20260903 $6.75 $3.95 16.9% 0%
20260902 $4.08 $4.08 18.1% 11%
20260901 $4.33 $4.33 17.8% 8%
20260831 $3.77 $3.77 17.3% 4%
20260828 $4.47 $4.47 17.3% 4%
20260827 $4.40 $4.40 17.1% 1%
20260826 $4.85 $4.85 18.1% 11%
20260825 $4.90 $4.90 18.0% 10%
20260824 $5.25 $5.25 18.4% 14%
20260821 $6.15 $1.27 20.0% 30%
20260820 $5.53 $1.50 18.1% 11%
20260819 $5.62 $1.70 18.0% 10%
20260818 $5.88 $1.82 18.0% 10%
20260817 $5.85 $2.12 17.6% 6%
20260814 $5.97 $2.47 17.0% 0%
20260813 $6.75 $2.45 18.5% 11%
20260812 $6.60 $3.20 18.2% 8%
20260811 $7.20 $3.03 19.3% 20%
20260810 $6.70 $4.28 18.5% 11%
20260807 — — 19.7% 21%
20260806 $7.20 $4.75 19.9% 23%
20260805 $4.97 $4.97 21.1% 34%
20260804 $4.72 $4.72 20.3% 26%
20260803 $5.70 $5.70 21.3% 36%
20260731 $5.42 $5.42 22.1% 43%
20260730 $6.32 $6.32 23.8% 58%

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.