IWMY · Expected Move
Defiance R2000 Weekly Distribution ETF · ETF
The expected move for IWMY 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).
IWMY 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 IWMY Expected Move
30-Day Straddle
$1.02
7-Day Straddle
$0.62
30-Day ATM IV
23.1%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to IWMY'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.
IWMY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $1.02 | $0.62 | 23.1% | 3% |
| 20261008 | $1.08 | $0.78 | 23.6% | 3% |
| 20261007 | $1.02 | $2.95 | 20.0% | 2% |
| 20261006 | $0.80 | $5.47 | 14.5% | 0% |
| 20261005 | $1.18 | $0.88 | 20.3% | 2% |
| 20261002 | $0.70 | $0.70 | 25.6% | 4% |
| 20261001 | $2.92 | $2.92 | 23.5% | 3% |
| 20260930 | $0.88 | $0.88 | 23.5% | 3% |
| 20260929 | $0.88 | $0.88 | 22.9% | 3% |
| 20260928 | $0.95 | $0.95 | 22.8% | 3% |
| 20260925 | $0.93 | $0.93 | 21.7% | 2% |
| 20260924 | $0.93 | $0.93 | 21.5% | 2% |
| 20260923 | $0.97 | $0.97 | 25.0% | 3% |
| 20260922 | $0.72 | $0.72 | 21.9% | 2% |
| 20260921 | $0.95 | $0.95 | 20.4% | 2% |
| 20260918 | $0.93 | $5.62 | 21.5% | 2% |
| 20260917 | $0.98 | $0.60 | — | — |
| 20260916 | $0.95 | $0.70 | 19.1% | 1% |
| 20260915 | $0.97 | $0.67 | 18.6% | 1% |
| 20260914 | $1.05 | $0.92 | 19.6% | 1% |
| 20260911 | $0.90 | $5.00 | 18.4% | 1% |
| 20260910 | $1.18 | $0.70 | 33.4% | 6% |
| 20260909 | $0.97 | $0.85 | 19.3% | 1% |
| 20260908 | $1.10 | $0.97 | 21.2% | 2% |
| 20260904 | $1.17 | $5.55 | 18.0% | 1% |
| 20260903 | $1.20 | $2.12 | 21.0% | 2% |
| 20260902 | $0.98 | $0.98 | 20.7% | 2% |
| 20260901 | $5.50 | $5.50 | 24.2% | 3% |
| 20260831 | $5.58 | $5.58 | 24.6% | 3% |
| 20260828 | $5.70 | $5.70 | 18.0% | 1% |
| 20260827 | $0.97 | $0.97 | 17.3% | 1% |
| 20260826 | $0.95 | $0.95 | 18.5% | 1% |
| 20260825 | $0.78 | $0.78 | 19.6% | 1% |
| 20260824 | $1.10 | $1.10 | 17.9% | 1% |
| 20260821 | $1.07 | $1.45 | 15.8% | 0% |
| 20260820 | $1.18 | $0.82 | 17.2% | 0% |
| 20260819 | $1.07 | $0.82 | 36.7% | 5% |
| 20260818 | $1.05 | $0.85 | 37.2% | 5% |
| 20260817 | $1.20 | $0.57 | 38.3% | 5% |
| 20260814 | $1.15 | $0.88 | 38.3% | 5% |
| 20260813 | $1.17 | $0.88 | 37.6% | 5% |
| 20260812 | $1.12 | $0.85 | 38.2% | 5% |
| 20260811 | $1.18 | $0.73 | 36.7% | 5% |
| 20260810 | $6.33 | $1.43 | 58.6% | 13% |
| 20260807 | — | — | 49.2% | 9% |
| 20260806 | $2.80 | $0.45 | 48.7% | 9% |
| 20260805 | $1.50 | $1.50 | 51.6% | 10% |
| 20260804 | $0.78 | $0.78 | 37.9% | 5% |
| 20260803 | $0.82 | $0.82 | 30.5% | 2% |
| 20260731 | $1.82 | $1.82 | 48.0% | 9% |
| 20260730 | $1.77 | $1.77 | 44.5% | 8% |
| 20260729 | $1.98 | $1.98 | 39.5% | 6% |
| 20260728 | $0.97 | $0.97 | 35.1% | 4% |
| 20260727 | $1.00 | $1.00 | 40.3% | 6% |
| 20260724 | $0.85 | $0.85 | 36.4% | 5% |
| 20260723 | $1.07 | $1.07 | 37.9% | 5% |
| 20260722 | $0.82 | $0.82 | 31.0% | 2% |
| 20260721 | $1.02 | $1.02 | 32.8% | 3% |
| 20260720 | $0.70 | $0.70 | 47.8% | 9% |
| 20260716 | $1.23 | $1.18 | 30.5% | 2% |
More on IWMY
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.