IWO · Expected Move

iShares Russell 2000 Growth ETF · ETF

The expected move for IWO 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).

IWO straddle price & implied vol

60 sessions

Bars: 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 IWO Expected Move
30-Day Straddle
$18.15
7-Day Straddle
$18.15
30-Day ATM IV
22.8%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to IWO'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.
IWO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $18.15 $18.15 22.8% 61%
20261021 $9.45 $9.45 21.9% 50%
20261020 $17.30 $17.30 21.3% 43%
20261019 $17.60 $17.60 21.0% 30%
20261016 $19.00 $2.80 22.6% 45%
20261015 $17.70 $5.35 20.5% 25%
20261014 $18.80 $6.18 21.4% 34%
20261013 $19.10 $5.82 20.9% 29%
20261012 $19.70 $6.55 21.5% 34%
20261009 $20.35 $7.65 20.6% 26%
20261008 $21.80 $8.75 22.0% 40%
20261007 $21.40 $8.88 21.4% 34%
20261006 $21.80 $9.38 21.2% 32%
20261005 $21.65 $10.00 20.9% 29%
20261002 $11.75 $11.75 20.8% 28%
20261001 $12.30 $12.30 21.5% 34%
20260930 $12.95 $12.95 21.4% 34%
20260929 $13.85 $13.85 21.2% 32%
20260928 $13.00 $13.00 21.4% 34%
20260925 $13.90 $13.90 20.7% 26%
20260924 $13.65 $13.65 20.1% 21%
20260923 $14.35 $14.35 20.2% 22%
20260922 $12.60 $12.60 18.3% 4%
20260921 $14.45 $14.45 19.5% 16%
20260918 $15.10 $3.85 18.3% 4%
20260917 $16.25 $3.42 19.9% 20%
20260916 $17.50 $5.70 20.7% 27%
20260915 $18.15 $7.58 21.1% 31%
20260914 $18.15 $6.80 20.8% 28%
20260911 $19.15 $9.00 21.0% 29%
20260910 $0.00 $6.30 22.9% 48%
20260909 $19.70 $10.60 20.8% 28%
20260908 $11.55 $0.00 19.8% 18%
20260904 $18.95 $10.40 18.3% 4%
20260903 $20.55 $11.90 18.9% 10%
20260902 $0.00 $0.00 19.1% 12%
20260901 $12.70 $12.70 19.6% 17%
20260831 $12.25 $12.25 18.3% 5%
20260828 $13.20 $13.20 18.6% 8%
20260827 $13.60 $13.60 18.4% 5%
20260826 $14.40 $14.40 19.3% 14%
20260825 $14.75 $14.75 19.1% 12%
20260824 $15.40 $15.40 19.4% 14%
20260821 $16.20 $4.00 18.4% 5%
20260820 $15.95 $4.60 18.8% 9%
20260819 $16.00 $5.12 17.9% 0%
20260818 $16.90 $4.90 18.6% 4%
20260817 $17.15 $5.67 18.4% 2%
20260814 $18.00 $6.30 18.2% 0%
20260813 $18.05 $7.25 18.4% 0%
20260812 $19.80 $7.75 19.0% 0%
20260811 $20.05 $9.75 19.9% 7%
20260810 $20.25 $9.70 19.8% 6%
20260807 — — 19.3% 2%
20260806 $22.35 $12.75 20.5% 9%
20260805 $5.50 $5.50 20.5% 9%
20260804 $0.00 $0.00 21.5% 14%
20260803 $12.45 $12.45 19.8% 4%
20260731 $14.75 $14.75 21.0% 11%
20260730 $15.85 $15.85 21.2% 9%

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.