IWM · Expected Move
iShares Russell 2000 ETF · ETF
The expected move for IWM 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).
IWM 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 IWM Expected Move
30-Day Straddle
$12.11
7-Day Straddle
$5.71
30-Day ATM IV
20.0%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to IWM'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.
IWM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $12.11 | $5.71 | 20.0% | 39% |
| 20261015 | $11.43 | $4.63 | 18.5% | 24% |
| 20261014 | $12.29 | $5.05 | 19.7% | 37% |
| 20261013 | $12.04 | $4.97 | 18.7% | 26% |
| 20261012 | $12.18 | $4.69 | 18.5% | 24% |
| 20261009 | $11.20 | $4.87 | 18.3% | 23% |
| 20261008 | $12.09 | $5.45 | 19.4% | 33% |
| 20261007 | $12.31 | $5.11 | 19.3% | 33% |
| 20261006 | $12.45 | $4.70 | 18.8% | 28% |
| 20261005 | $13.12 | $5.23 | 18.7% | 26% |
| 20261002 | $11.36 | $4.74 | 18.4% | 24% |
| 20261001 | $12.41 | $5.68 | 19.8% | 38% |
| 20260930 | $12.57 | $5.71 | 19.8% | 37% |
| 20260929 | $12.69 | $5.71 | 19.6% | 35% |
| 20260928 | $12.83 | $5.70 | 19.3% | 33% |
| 20260925 | $11.16 | $5.59 | 18.1% | 20% |
| 20260924 | $11.72 | $5.50 | 18.6% | 26% |
| 20260923 | $11.73 | $5.18 | 18.2% | 22% |
| 20260922 | $11.41 | $4.70 | 17.0% | 9% |
| 20260921 | $11.52 | $4.45 | 17.0% | 9% |
| 20260918 | $10.52 | $4.45 | 16.8% | 8% |
| 20260917 | $11.04 | $4.88 | 17.1% | 11% |
| 20260916 | $12.40 | $4.91 | 19.1% | 31% |
| 20260915 | $12.75 | $6.49 | 19.2% | 31% |
| 20260914 | $12.50 | $5.91 | 18.4% | 23% |
| 20260911 | $11.38 | $5.88 | 17.9% | 18% |
| 20260910 | $13.09 | $7.29 | 20.2% | 41% |
| 20260909 | $12.28 | $6.23 | 18.5% | 24% |
| 20260908 | $11.91 | $5.21 | 17.4% | 13% |
| 20260904 | $10.57 | $4.43 | 16.3% | 2% |
| 20260903 | $11.07 | $4.26 | 16.6% | 6% |
| 20260902 | $11.74 | $4.55 | 17.4% | 14% |
| 20260901 | $11.91 | $5.11 | 18.2% | 21% |
| 20260831 | $11.00 | $4.85 | 16.4% | 3% |
| 20260828 | $10.64 | $4.71 | 16.2% | 1% |
| 20260827 | $11.00 | $4.77 | 16.3% | 3% |
| 20260826 | $11.62 | $4.88 | 17.0% | 10% |
| 20260825 | $12.03 | $4.92 | 17.2% | 11% |
| 20260824 | $12.40 | $5.03 | 17.6% | 16% |
| 20260821 | $11.37 | $5.00 | 17.2% | 11% |
| 20260820 | $11.96 | $5.00 | 17.9% | 18% |
| 20260819 | $11.50 | $4.36 | 16.6% | 6% |
| 20260818 | $12.15 | $4.66 | 17.2% | 12% |
| 20260817 | $12.12 | $4.20 | 16.7% | 6% |
| 20260814 | $10.65 | $4.25 | 16.1% | 1% |
| 20260813 | $11.00 | $4.24 | 16.1% | 0% |
| 20260812 | $11.41 | $4.38 | 16.4% | 0% |
| 20260811 | $12.30 | $5.21 | 17.6% | 5% |
| 20260810 | $12.47 | $4.92 | 17.6% | 5% |
| 20260807 | — | — | 17.0% | 0% |
| 20260806 | $12.23 | $5.53 | 18.1% | 1% |
| 20260805 | $12.29 | $5.22 | 18.0% | 0% |
| 20260804 | $13.28 | $5.62 | 18.9% | 4% |
| 20260803 | $12.93 | $4.81 | 18.4% | 0% |
| 20260731 | $12.07 | $5.45 | 18.7% | 2% |
| 20260730 | $12.88 | $5.61 | 19.6% | 7% |
| 20260729 | $14.45 | $6.97 | 21.9% | 22% |
| 20260728 | $14.16 | $6.84 | 20.6% | 14% |
| 20260727 | $14.36 | $6.57 | 20.8% | 15% |
| 20260724 | $13.28 | $6.85 | 20.6% | 14% |
More on IWM
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.