IWMW · Expected Move
iShares Russell 2000 BuyWrite ETF · ETF
The expected move for IWMW 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).
IWMW 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 IWMW Expected Move
30-Day Straddle
$1.85
7-Day Straddle
$1.25
30-Day ATM IV
21.7%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to IWMW'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.
IWMW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $1.85 | $1.25 | 21.7% | 16% |
| 20261008 | $1.98 | $1.10 | 21.8% | 16% |
| 20261007 | $1.95 | $1.32 | 26.3% | 30% |
| 20261006 | $2.05 | $1.25 | 23.5% | 21% |
| 20261005 | $1.90 | $1.27 | 22.5% | 18% |
| 20261002 | $1.38 | $1.38 | 24.0% | 23% |
| 20261001 | $1.57 | $1.57 | 24.1% | 23% |
| 20260930 | $1.62 | $1.62 | 23.8% | 22% |
| 20260929 | $1.60 | $1.60 | 23.8% | 22% |
| 20260928 | $1.57 | $1.57 | 23.4% | 21% |
| 20260925 | $1.62 | $1.62 | 23.5% | 21% |
| 20260924 | $1.60 | $1.60 | 23.2% | 20% |
| 20260923 | $1.60 | $1.60 | 22.8% | 19% |
| 20260922 | $1.72 | $1.72 | 23.1% | 20% |
| 20260921 | $1.65 | $1.65 | 23.4% | 21% |
| 20260918 | $1.65 | $3.12 | 24.1% | 23% |
| 20260917 | $1.68 | $1.23 | 23.8% | 22% |
| 20260916 | $1.62 | $1.10 | 22.9% | 19% |
| 20260915 | $1.80 | $1.30 | 33.3% | 52% |
| 20260914 | $1.82 | $1.25 | 28.3% | 36% |
| 20260911 | $1.93 | $1.50 | 28.0% | 35% |
| 20260910 | $2.08 | $1.32 | 29.1% | 39% |
| 20260909 | $1.75 | $1.25 | 23.0% | 20% |
| 20260908 | $1.90 | $1.45 | 20.4% | 11% |
| 20260904 | $1.93 | $1.38 | 17.8% | 3% |
| 20260903 | $1.93 | $1.45 | 18.4% | 5% |
| 20260902 | $1.40 | $1.40 | 21.7% | 16% |
| 20260901 | $1.43 | $1.43 | 23.6% | 22% |
| 20260831 | $1.62 | $1.62 | 22.6% | 19% |
| 20260828 | $1.57 | $1.57 | 17.8% | 4% |
| 20260827 | $1.57 | $1.57 | 17.1% | 1% |
| 20260826 | $1.60 | $1.60 | 19.0% | 7% |
| 20260825 | $1.65 | $1.65 | 17.1% | 1% |
| 20260824 | $1.65 | $1.65 | 17.3% | 2% |
| 20260821 | $1.62 | $5.00 | 17.4% | 2% |
| 20260820 | $1.68 | $1.02 | 16.7% | 0% |
| 20260819 | $1.70 | $1.20 | 30.3% | 1% |
| 20260818 | $1.73 | $1.18 | 32.3% | 11% |
| 20260817 | $1.75 | $1.23 | 30.3% | 0% |
| 20260814 | $1.75 | $1.23 | 30.2% | 0% |
| 20260813 | $1.82 | $1.05 | 30.9% | 1% |
| 20260812 | $1.85 | $1.10 | 30.6% | 0% |
| 20260811 | $1.88 | $1.12 | 33.9% | 14% |
| 20260810 | $2.95 | $1.62 | 36.5% | 29% |
| 20260807 | — | — | 35.4% | 25% |
| 20260806 | $3.05 | $2.33 | 41.8% | 64% |
| 20260805 | $2.35 | $2.35 | 38.0% | 50% |
| 20260804 | $1.50 | $1.50 | 37.6% | 43% |
| 20260803 | $2.42 | $2.42 | 36.5% | 37% |
| 20260731 | $2.42 | $2.42 | 42.8% | 63% |
| 20260730 | $2.75 | $2.75 | 43.7% | 56% |
| 20260729 | $2.58 | $2.58 | 48.6% | 73% |
| 20260728 | $2.75 | $2.75 | 46.0% | 64% |
| 20260727 | $2.83 | $2.83 | 46.6% | 66% |
| 20260724 | $2.73 | $2.73 | 48.5% | 72% |
| 20260723 | $2.78 | $2.78 | 48.4% | 72% |
| 20260722 | $2.92 | $2.92 | 47.0% | 67% |
| 20260721 | $2.75 | $2.75 | 44.7% | 59% |
| 20260720 | $2.77 | $2.77 | 46.6% | 66% |
| 20260716 | $2.90 | $1.95 | 42.0% | 50% |
More on IWMW
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.