IWD · Expected Move
iShares Russell 1000 Value ETF · ETF
The expected move for IWD 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).
IWD 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 IWD Expected Move
30-Day Straddle
$6.88
7-Day Straddle
$6.88
30-Day ATM IV
11.2%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to IWD'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.
IWD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $6.88 | $6.88 | 11.2% | 31% |
| 20261022 | $6.65 | $6.65 | 11.2% | 31% |
| 20261021 | $6.40 | $6.40 | 10.9% | 24% |
| 20261020 | $6.33 | $6.33 | 10.3% | 14% |
| 20261019 | $7.17 | $7.17 | 11.5% | 36% |
| 20261016 | $7.45 | $0.93 | 11.4% | 34% |
| 20261015 | $7.00 | $1.88 | 10.5% | 18% |
| 20261014 | $7.05 | $2.35 | 11.1% | 29% |
| 20261013 | $7.40 | $2.20 | 11.3% | 33% |
| 20261012 | $6.72 | $2.48 | 10.2% | 12% |
| 20261009 | $7.55 | $3.30 | 11.2% | 30% |
| 20261008 | $9.18 | $3.70 | 12.2% | 50% |
| 20261007 | $9.15 | $3.60 | 12.5% | 55% |
| 20261006 | $8.15 | $4.40 | 11.3% | 33% |
| 20261005 | $8.57 | $4.20 | 11.9% | 44% |
| 20261002 | $4.62 | $4.62 | 12.9% | 62% |
| 20261001 | $4.55 | $4.55 | 12.5% | 56% |
| 20260930 | $4.05 | $4.05 | 12.1% | 47% |
| 20260929 | $4.35 | $4.35 | 11.9% | 45% |
| 20260928 | $5.03 | $5.03 | 12.2% | 49% |
| 20260925 | $5.97 | $5.97 | 11.3% | 32% |
| 20260924 | $5.62 | $5.62 | 11.4% | 35% |
| 20260923 | $5.62 | $5.62 | 11.1% | 29% |
| 20260922 | $5.97 | $5.97 | 12.1% | 47% |
| 20260921 | $6.60 | $6.60 | 12.3% | 52% |
| 20260918 | $7.85 | $2.52 | 12.9% | 63% |
| 20260917 | $6.95 | $2.53 | 13.1% | 66% |
| 20260916 | $7.82 | $2.62 | 13.1% | 67% |
| 20260915 | $6.82 | $2.95 | 12.0% | 46% |
| 20260914 | $6.72 | $3.38 | 11.1% | 28% |
| 20260911 | $7.28 | $3.30 | 11.4% | 35% |
| 20260910 | $8.12 | $4.62 | 12.7% | 59% |
| 20260909 | $7.88 | $4.47 | 12.6% | 56% |
| 20260908 | $7.90 | $4.03 | 11.9% | 43% |
| 20260904 | $7.72 | $4.65 | 10.7% | 20% |
| 20260903 | $7.42 | $4.30 | 10.5% | 16% |
| 20260902 | $4.70 | $4.70 | 11.2% | 29% |
| 20260901 | $5.38 | $5.38 | 11.5% | 35% |
| 20260831 | $4.85 | $4.85 | 10.6% | 19% |
| 20260828 | $5.60 | $5.60 | 11.2% | 31% |
| 20260827 | $5.53 | $5.53 | 11.4% | 34% |
| 20260826 | $6.20 | $6.20 | 11.6% | 37% |
| 20260825 | $5.50 | $5.50 | 10.8% | 24% |
| 20260824 | $6.78 | $6.78 | 11.9% | 43% |
| 20260821 | $6.67 | $2.48 | 11.1% | 29% |
| 20260820 | $7.05 | $1.93 | 11.6% | 34% |
| 20260819 | $5.90 | $1.60 | 10.7% | 20% |
| 20260818 | $7.23 | $2.43 | 11.3% | 29% |
| 20260817 | $6.35 | $3.03 | 9.6% | 0% |
| 20260814 | $6.88 | $2.02 | 11.1% | 0% |
| 20260813 | $8.10 | $2.30 | 12.0% | 11% |
| 20260812 | $7.92 | $3.05 | 11.8% | 8% |
| 20260811 | $8.25 | $3.50 | 12.1% | 11% |
| 20260810 | $7.65 | $3.28 | 11.4% | 3% |
| 20260807 | — | — | 11.1% | 0% |
| 20260806 | $8.93 | $5.03 | 11.5% | 0% |
| 20260805 | $4.62 | $4.62 | 11.8% | 3% |
| 20260804 | $4.90 | $4.90 | 11.9% | 4% |
| 20260803 | $4.83 | $4.83 | 11.6% | 1% |
| 20260731 | $6.10 | $6.10 | 11.6% | 1% |
More on IWD
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.