IWR · Expected Move

iShares Russell Mid-Cap ETF · ETF

The expected move for IWR 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).

IWR 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 IWR Expected Move
30-Day Straddle
$3.55
7-Day Straddle
$3.55
30-Day ATM IV
14.5%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to IWR'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.
IWR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $3.55 $3.55 14.5% 16%
20261021 $3.35 $3.35 13.8% 11%
20261020 $3.60 $3.60 19.8% 57%
20261019 $4.30 $4.30 16.9% 35%
20261016 $4.85 $1.85 16.2% 30%
20261015 $3.75 $2.12 14.2% 14%
20261014 $3.77 $1.27 13.9% 12%
20261013 $4.10 $1.65 14.8% 18%
20261012 $5.12 $1.43 15.3% 22%
20261009 $3.98 $1.43 13.0% 5%
20261008 $4.07 $1.57 13.6% 10%
20261007 $4.80 $1.55 15.2% 22%
20261006 $4.50 $1.77 14.2% 14%
20261005 $4.30 $2.70 14.6% 17%
20261002 $2.70 $2.70 15.1% 21%
20261001 $2.70 $2.70 15.4% 24%
20260930 $2.80 $2.80 15.7% 26%
20260929 $2.42 $2.42 15.8% 27%
20260928 $3.20 $3.20 16.2% 29%
20260925 $3.80 $3.80 17.0% 36%
20260924 $3.50 $3.50 16.2% 30%
20260923 $3.98 $3.98 17.1% 36%
20260922 $3.67 $3.67 16.8% 34%
20260921 $3.98 $3.98 17.2% 37%
20260918 $4.00 $0.95 16.4% 31%
20260917 $3.75 $1.50 15.6% 25%
20260916 $3.93 $1.65 16.0% 28%
20260915 $4.22 $2.08 17.6% 40%
20260914 $4.45 $1.38 17.0% 35%
20260911 $4.25 $1.75 15.3% 22%
20260910 $4.90 $1.80 17.7% 41%
20260909 $4.38 $1.60 15.3% 23%
20260908 $4.20 $1.77 14.5% 16%
20260904 $4.38 $1.80 14.0% 12%
20260903 $4.25 $2.30 14.0% 12%
20260902 $2.62 $2.62 14.3% 15%
20260901 $2.45 $2.45 15.9% 27%
20260831 $2.40 $2.40 13.7% 10%
20260828 $3.25 $3.25 14.3% 15%
20260827 $3.00 $3.00 14.5% 17%
20260826 $2.77 $2.77 13.9% 12%
20260825 $2.60 $2.60 13.0% 4%
20260824 $3.35 $3.35 14.7% 18%
20260821 $3.70 $1.48 14.2% 14%
20260820 $3.60 $1.35 14.4% 16%
20260819 $3.23 $1.65 13.3% 7%
20260818 $3.53 $1.38 22.7% 79%
20260817 $3.42 $1.93 12.4% 0%
20260814 $3.75 $1.48 13.0% 0%
20260813 $4.00 $2.27 15.7% 13%
20260812 $4.28 $2.45 14.8% 5%
20260811 $4.58 $2.25 14.8% 5%
20260810 $4.47 $2.45 14.7% 5%
20260807 — — 14.2% 0%
20260806 $4.53 $2.55 14.4% 0%
20260805 $2.80 $2.80 15.0% 3%
20260804 $2.83 $2.83 14.6% 0%
20260803 $3.00 $3.00 14.8% 0%
20260731 $3.30 $3.30 16.2% 12%
20260730 $3.38 $3.38 15.8% 8%

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.