IWMI · Expected Move
NEOS Russell 2000 High Income ETF · ETF
The expected move for IWMI 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).
IWMI 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 IWMI Expected Move
30-Day Straddle
$1.82
7-Day Straddle
$1.82
30-Day ATM IV
16.0%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to IWMI'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.
IWMI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.82 | $1.82 | 16.0% | 15% |
| 20261021 | $1.60 | $1.60 | 13.9% | 9% |
| 20261020 | $1.97 | $1.97 | 16.5% | 16% |
| 20261019 | $1.60 | $1.60 | 15.8% | 14% |
| 20261016 | $2.10 | $3.45 | 17.1% | 18% |
| 20261015 | $2.00 | $0.53 | 15.3% | 13% |
| 20261014 | $1.97 | $1.15 | 15.9% | 15% |
| 20261013 | $1.95 | $0.90 | 14.6% | 11% |
| 20261012 | $2.00 | $0.50 | 15.2% | 13% |
| 20261009 | $2.10 | $0.62 | 15.4% | 13% |
| 20261008 | $2.03 | $0.93 | 14.8% | 11% |
| 20261007 | $2.05 | $0.85 | 16.8% | 17% |
| 20261006 | $2.67 | $1.07 | 16.4% | 16% |
| 20261005 | $2.75 | $0.90 | 16.8% | 17% |
| 20261002 | $2.52 | $2.52 | 14.4% | 10% |
| 20261001 | $1.00 | $1.00 | 14.7% | 11% |
| 20260930 | $1.40 | $1.40 | 16.6% | 16% |
| 20260929 | $1.27 | $1.27 | 13.9% | 9% |
| 20260928 | $1.48 | $1.48 | 15.8% | 14% |
| 20260925 | $1.82 | $1.82 | 15.2% | 12% |
| 20260924 | $1.45 | $1.45 | 14.0% | 9% |
| 20260923 | $1.65 | $1.65 | 14.9% | 12% |
| 20260922 | $1.25 | $1.25 | 12.6% | 5% |
| 20260921 | $1.70 | $1.70 | 14.5% | 10% |
| 20260918 | $1.52 | $3.65 | 13.0% | 6% |
| 20260917 | $1.57 | $0.78 | 12.6% | 5% |
| 20260916 | $1.60 | $1.08 | 13.2% | 7% |
| 20260915 | $2.53 | $1.27 | 19.5% | 25% |
| 20260914 | $1.52 | $1.10 | 12.1% | 4% |
| 20260911 | $2.00 | $1.02 | 15.4% | 13% |
| 20260910 | $2.35 | $1.40 | 18.3% | 22% |
| 20260909 | $2.10 | $1.38 | 17.3% | 18% |
| 20260908 | $1.65 | $1.15 | 12.1% | 4% |
| 20260904 | $1.50 | $1.35 | 10.8% | 0% |
| 20260903 | $1.85 | $1.48 | 13.3% | 7% |
| 20260902 | $1.50 | $1.50 | 13.2% | 6% |
| 20260901 | $1.57 | $1.57 | 15.4% | 12% |
| 20260831 | $1.15 | $1.15 | 14.7% | 11% |
| 20260828 | $1.77 | $1.77 | 15.6% | 13% |
| 20260827 | $1.45 | $1.45 | 13.4% | 7% |
| 20260826 | $1.38 | $1.38 | 13.5% | 7% |
| 20260825 | $1.68 | $1.68 | 15.0% | 11% |
| 20260824 | $1.73 | $1.73 | 14.8% | 11% |
| 20260821 | $2.30 | $2.38 | 15.1% | 12% |
| 20260820 | $1.73 | $8.07 | 14.4% | 10% |
| 20260819 | $1.75 | $0.50 | 15.1% | 12% |
| 20260818 | $2.35 | $1.05 | 18.5% | 22% |
| 20260817 | $2.20 | $1.53 | 15.4% | 12% |
| 20260814 | $2.23 | $1.18 | 15.6% | 13% |
| 20260813 | $2.38 | $0.88 | — | — |
| 20260812 | $2.27 | $0.88 | 16.3% | 15% |
| 20260811 | $2.52 | $1.05 | 15.3% | 12% |
| 20260810 | $3.05 | $1.05 | 45.6% | 100% |
| 20260807 | — | — | 15.7% | 20% |
| 20260806 | $3.42 | $1.40 | 25.9% | 65% |
| 20260805 | $1.25 | $1.25 | 16.4% | 23% |
| 20260804 | $1.12 | $1.12 | 15.8% | 21% |
| 20260803 | $1.32 | $1.32 | 16.0% | 22% |
| 20260731 | $1.20 | $1.20 | 16.4% | 23% |
| 20260730 | $1.85 | $1.85 | 18.5% | 33% |
More on IWMI
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.