IWB · Expected Move

iShares Russell 1000 ETF · ETF

The expected move for IWB 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).

IWB 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 IWB Expected Move
30-Day Straddle
$14.00
7-Day Straddle
$14.00
30-Day ATM IV
13.4%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to IWB'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.
IWB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $14.00 $14.00 13.4% 30%
20261020 $14.05 $14.05 14.4% 51%
20261019 $14.05 $14.05 14.4% 43%
20261016 $16.45 $1.77 15.4% 60%
20261015 $14.65 $3.05 13.3% 24%
20261014 $14.80 $3.92 13.9% 34%
20261013 $13.75 $3.35 12.5% 10%
20261012 $14.95 $4.07 13.5% 26%
20261009 $15.00 $4.93 12.7% 13%
20261008 $15.60 $6.25 13.4% 25%
20261007 $15.75 $5.90 13.1% 20%
20261006 $16.60 $6.43 13.3% 24%
20261005 $16.15 $6.88 13.4% 25%
20261002 $7.92 $7.92 13.7% 31%
20261001 $9.57 $9.57 14.0% 37%
20260930 $9.88 $9.88 14.1% 39%
20260929 $9.78 $9.78 13.7% 30%
20260928 $9.20 $9.20 13.7% 32%
20260925 $10.15 $10.15 13.0% 17%
20260924 $10.30 $10.30 13.4% 25%
20260923 $10.35 $10.35 13.0% 19%
20260922 $11.20 $11.20 12.6% 11%
20260921 $11.55 $11.55 12.5% 9%
20260918 $11.40 $1.80 12.1% 2%
20260917 $12.45 $3.20 13.0% 18%
20260916 $13.45 $4.70 13.9% 35%
20260915 $13.35 $5.72 14.2% 40%
20260914 $13.85 $5.72 13.7% 30%
20260911 $13.55 $6.00 13.2% 23%
20260910 $15.30 $7.20 14.7% 49%
20260909 $15.05 $7.55 13.6% 29%
20260908 $14.10 $7.30 13.1% 20%
20260904 $14.80 $7.62 12.2% 4%
20260903 $14.00 $8.18 12.0% 0%
20260902 $8.25 $8.25 12.7% 11%
20260901 $9.62 $9.62 13.4% 24%
20260831 $9.05 $9.05 13.0% 15%
20260828 $9.57 $9.57 12.2% 0%
20260827 $10.35 $10.35 12.3% 0%
20260826 $10.55 $10.55 13.0% 10%
20260825 $11.10 $11.10 13.4% 19%
20260824 $11.45 $11.45 13.5% 20%
20260821 $11.65 $1.32 12.8% 7%
20260820 $12.40 $2.95 13.3% 18%
20260819 $12.65 $3.48 12.6% 3%
20260818 $12.60 $3.85 12.8% 8%
20260817 $12.80 $3.55 12.7% 5%
20260814 $13.35 $4.50 12.4% 0%
20260813 $14.15 $5.70 12.9% 1%
20260812 $14.10 $5.97 12.9% 0%
20260811 $15.35 $6.72 13.3% 1%
20260810 $15.55 $8.50 14.1% 10%
20260807 — — 13.2% 0%
20260806 $16.90 $9.95 14.2% 7%
20260805 $9.60 $9.60 13.8% 4%
20260804 $11.15 $11.15 14.0% 6%
20260803 $9.70 $9.70 13.4% 1%
20260731 $10.10 $10.10 13.7% 3%
20260730 $11.50 $11.50 14.6% 11%
20260729 $13.35 $13.35 16.7% 27%

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.