IWN · Expected Move
iShares Russell 2000 Value ETF · ETF
The expected move for IWN 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).
IWN 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 IWN Expected Move
30-Day Straddle
$7.65
7-Day Straddle
$7.65
30-Day ATM IV
17.3%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to IWN'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.
IWN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $7.65 | $7.65 | 17.3% | 31% |
| 20261023 | $7.42 | $7.42 | 15.3% | 1% |
| 20261022 | $8.15 | $8.15 | 16.5% | 19% |
| 20261021 | $7.70 | $7.70 | 15.7% | 5% |
| 20261020 | $8.15 | $8.15 | 16.2% | 12% |
| 20261019 | $7.92 | $7.92 | 17.4% | 21% |
| 20261016 | $9.15 | $1.53 | 17.8% | 25% |
| 20261015 | $8.78 | $1.77 | 16.6% | 14% |
| 20261014 | $9.75 | $3.42 | 19.1% | 38% |
| 20261013 | $9.80 | $3.70 | 17.9% | 26% |
| 20261012 | $9.22 | $3.50 | 16.8% | 15% |
| 20261009 | $10.12 | $4.17 | 17.4% | 21% |
| 20261008 | $10.75 | $4.90 | 18.4% | 32% |
| 20261007 | $11.00 | $5.20 | 19.1% | 38% |
| 20261006 | $11.20 | $5.15 | 17.9% | 27% |
| 20261005 | $9.80 | $5.00 | 16.8% | 15% |
| 20261002 | $6.78 | $6.78 | 17.7% | 25% |
| 20261001 | $7.07 | $7.07 | 18.9% | 37% |
| 20260930 | $7.30 | $7.30 | 19.6% | 44% |
| 20260929 | $6.88 | $6.88 | 19.0% | 38% |
| 20260928 | $7.80 | $7.80 | 19.2% | 40% |
| 20260925 | $6.70 | $6.70 | 17.3% | 21% |
| 20260924 | $7.40 | $7.40 | 17.8% | 26% |
| 20260923 | $7.12 | $7.12 | 17.6% | 24% |
| 20260922 | $7.57 | $7.57 | 16.6% | 13% |
| 20260921 | $7.75 | $7.75 | 17.5% | 23% |
| 20260918 | $9.05 | $1.50 | 18.5% | 33% |
| 20260917 | $9.15 | $2.95 | 17.1% | 18% |
| 20260916 | $9.02 | $3.60 | 18.2% | 30% |
| 20260915 | $8.65 | $3.90 | 17.6% | 24% |
| 20260914 | $9.25 | $4.75 | 18.0% | 28% |
| 20260911 | $9.85 | $4.95 | 18.2% | 30% |
| 20260910 | $9.45 | $5.03 | 17.3% | 21% |
| 20260909 | $9.72 | $4.65 | 17.1% | 19% |
| 20260908 | $9.03 | $5.33 | 16.6% | 14% |
| 20260904 | $9.50 | $4.72 | 15.2% | 0% |
| 20260903 | $9.75 | $5.45 | 15.9% | 4% |
| 20260902 | $6.20 | $6.20 | 16.9% | 15% |
| 20260901 | $7.38 | $7.38 | 18.2% | 28% |
| 20260831 | $7.62 | $7.62 | 17.5% | 21% |
| 20260828 | $6.38 | $6.38 | 15.6% | 1% |
| 20260827 | $7.55 | $7.55 | 17.0% | 16% |
| 20260826 | $8.00 | $8.00 | 17.3% | 18% |
| 20260825 | $7.75 | $7.75 | 17.0% | 15% |
| 20260824 | $8.43 | $8.43 | 17.7% | 23% |
| 20260821 | $8.07 | $0.88 | 16.5% | 10% |
| 20260820 | $8.28 | $2.17 | 16.9% | 14% |
| 20260819 | $8.22 | $2.70 | 15.8% | 3% |
| 20260818 | $8.68 | $2.60 | 16.7% | 12% |
| 20260817 | $8.78 | $3.80 | 15.9% | 5% |
| 20260814 | $9.15 | $4.88 | 15.5% | 0% |
| 20260813 | $9.43 | $4.83 | 16.1% | 0% |
| 20260812 | $9.95 | $4.65 | 16.9% | 8% |
| 20260811 | $9.27 | $4.72 | 16.0% | 0% |
| 20260810 | $9.85 | $4.62 | 16.7% | 5% |
| 20260807 | — | — | 16.0% | 0% |
| 20260806 | $11.55 | $6.20 | 18.1% | 10% |
| 20260805 | $6.00 | $6.00 | 16.7% | 1% |
| 20260804 | $7.00 | $7.00 | 16.6% | 0% |
| 20260803 | $7.10 | $7.10 | 17.7% | 6% |
More on IWN
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.