IWP · Expected Move

iShares Russell Mid-Cap Growth ETF · ETF

The expected move for IWP 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).

IWP 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 IWP Expected Move
30-Day Straddle
$6.17
7-Day Straddle
$6.17
30-Day ATM IV
20.5%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to IWP'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.
IWP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $6.17 $6.17 20.5% 62%
20261021 $6.18 $6.18 19.6% 51%
20261020 $6.47 $6.47 20.3% 61%
20261019 $6.38 $6.38 20.0% 57%
20261016 $6.75 $2.25 20.4% 61%
20261015 $6.33 $2.45 17.9% 30%
20261014 $6.42 $3.02 18.3% 34%
20261013 $6.50 $2.67 17.7% 27%
20261012 $6.15 $2.92 16.7% 14%
20261009 $6.60 $2.98 17.0% 18%
20261008 $6.97 $3.02 18.1% 32%
20261007 $7.82 $3.62 19.3% 47%
20261006 $7.80 $2.97 18.5% 37%
20261005 $7.12 $3.72 17.7% 27%
20261002 $3.40 $3.40 17.3% 21%
20261001 $4.75 $4.75 19.9% 55%
20260930 $5.18 $5.18 19.6% 51%
20260929 $4.50 $4.50 19.4% 49%
20260928 $4.75 $4.75 19.8% 53%
20260925 $4.78 $4.78 17.8% 28%
20260924 $4.95 $4.95 18.6% 38%
20260923 $5.18 $5.18 18.4% 36%
20260922 $5.05 $5.05 17.5% 24%
20260921 $5.32 $5.32 18.4% 36%
20260918 $5.50 $2.05 18.1% 32%
20260917 $6.15 $2.35 19.9% 55%
20260916 $6.20 $3.05 19.2% 46%
20260915 $6.08 $3.25 19.0% 43%
20260914 $6.10 $3.25 18.9% 42%
20260911 $5.85 $3.08 17.3% 21%
20260910 $6.70 $3.58 19.7% 53%
20260909 $7.03 $3.73 19.7% 53%
20260908 $6.50 $3.85 18.1% 31%
20260904 $6.53 $3.83 17.4% 22%
20260903 $6.90 $4.00 17.9% 29%
20260902 $4.28 $4.28 18.3% 33%
20260901 $4.30 $4.30 18.1% 31%
20260831 $4.17 $4.17 16.7% 14%
20260828 $4.55 $4.55 16.7% 14%
20260827 $4.58 $4.58 16.5% 11%
20260826 $4.88 $4.88 17.0% 18%
20260825 $4.78 $4.78 16.8% 15%
20260824 $5.70 $5.70 19.0% 41%
20260821 $5.58 $1.93 17.1% 19%
20260820 $6.25 $2.38 18.8% 40%
20260819 $5.45 $2.75 16.4% 10%
20260818 $5.85 $2.83 18.2% 32%
20260817 $5.72 $2.90 16.3% 9%
20260814 $5.68 $2.80 15.6% 0%
20260813 $5.83 $2.90 15.8% 0%
20260812 $6.08 $3.50 16.4% 0%
20260811 $6.53 $3.45 17.9% 9%
20260810 $6.60 $3.42 17.2% 2%
20260807 — — 17.1% 0%
20260806 $6.70 $4.33 17.7% 4%
20260805 $4.75 $4.75 18.1% 7%
20260804 $4.92 $4.92 17.0% 0%
20260803 $4.72 $4.72 18.2% 1%
20260731 $5.30 $5.30 19.4% 9%
20260730 $5.38 $5.38 19.5% 10%

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.