IWS · Expected Move
iShares Russell Mid-Cap Value ETF · ETF
The expected move for IWS 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).
IWS 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 IWS Expected Move
30-Day Straddle
$5.22
7-Day Straddle
$5.22
30-Day ATM IV
13.9%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to IWS'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.
IWS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.22 | $5.22 | 13.9% | 29% |
| 20261021 | $5.70 | $5.70 | 14.7% | 41% |
| 20261020 | $6.20 | $6.20 | 15.0% | 44% |
| 20261019 | $6.90 | $6.90 | 17.4% | 70% |
| 20261016 | $6.38 | $2.70 | 14.9% | 36% |
| 20261015 | $6.70 | $2.80 | 15.2% | 41% |
| 20261014 | $7.12 | $2.45 | 17.2% | 67% |
| 20261013 | $6.28 | $2.70 | 14.4% | 30% |
| 20261012 | $6.72 | $3.25 | 15.6% | 46% |
| 20261009 | $6.95 | $2.80 | 15.5% | 45% |
| 20261008 | $6.85 | $3.20 | 15.5% | 44% |
| 20261007 | $7.60 | $3.40 | 16.6% | 59% |
| 20261006 | $6.90 | $3.27 | 15.0% | 38% |
| 20261005 | $6.98 | $3.03 | 15.3% | 42% |
| 20261002 | $3.65 | $3.65 | 15.3% | 42% |
| 20261001 | $3.82 | $3.82 | 15.9% | 51% |
| 20260930 | $4.42 | $4.42 | 16.7% | 60% |
| 20260929 | $4.80 | $4.80 | 17.0% | 64% |
| 20260928 | $4.17 | $4.17 | 15.3% | 42% |
| 20260925 | $4.65 | $4.65 | 15.7% | 48% |
| 20260924 | $4.35 | $4.35 | 14.9% | 37% |
| 20260923 | $5.30 | $5.30 | 16.4% | 57% |
| 20260922 | $4.67 | $4.67 | 14.8% | 35% |
| 20260921 | $5.90 | $5.90 | 16.4% | 56% |
| 20260918 | $5.40 | $2.50 | 14.9% | 36% |
| 20260917 | $6.42 | $2.20 | 17.4% | 70% |
| 20260916 | $5.97 | $2.80 | 16.0% | 52% |
| 20260915 | $5.45 | $4.00 | 15.0% | 38% |
| 20260914 | $6.38 | $2.90 | 16.2% | 54% |
| 20260911 | $6.05 | $2.77 | 14.7% | 34% |
| 20260910 | $5.97 | $3.88 | 15.0% | 37% |
| 20260909 | $6.53 | $4.55 | 15.4% | 44% |
| 20260908 | $7.20 | $3.30 | 16.1% | 52% |
| 20260904 | $5.90 | $4.45 | 13.6% | 19% |
| 20260903 | $6.67 | $4.22 | 14.4% | 30% |
| 20260902 | $4.10 | $4.10 | 14.4% | 29% |
| 20260901 | $4.25 | $4.25 | 15.1% | 40% |
| 20260831 | $4.55 | $4.55 | 14.6% | 33% |
| 20260828 | $4.72 | $4.72 | 14.0% | 24% |
| 20260827 | $4.33 | $4.33 | 13.2% | 14% |
| 20260826 | $5.30 | $5.30 | 13.6% | 20% |
| 20260825 | $4.78 | $4.78 | 13.7% | 20% |
| 20260824 | $5.00 | $5.00 | 13.6% | 20% |
| 20260821 | $4.53 | $4.72 | 12.3% | 1% |
| 20260820 | $4.88 | $3.15 | 12.8% | 9% |
| 20260819 | $5.53 | $3.33 | 13.4% | 16% |
| 20260818 | $5.30 | $3.15 | 13.2% | 14% |
| 20260817 | $5.90 | $2.88 | 14.6% | 32% |
| 20260814 | $4.85 | $3.17 | 12.2% | 0% |
| 20260813 | $5.60 | $3.17 | 13.0% | 4% |
| 20260812 | $5.70 | $4.10 | 12.6% | 0% |
| 20260811 | $5.90 | $3.23 | 13.7% | 8% |
| 20260810 | $5.90 | $3.33 | 13.3% | 4% |
| 20260807 | — | — | 12.9% | 0% |
| 20260806 | $6.97 | $3.57 | 13.8% | 3% |
| 20260805 | $4.05 | $4.05 | 13.5% | 1% |
| 20260804 | $5.10 | $5.10 | 15.2% | 14% |
| 20260803 | $4.40 | $4.40 | 14.7% | 10% |
| 20260731 | $5.55 | $5.55 | 16.2% | 21% |
| 20260730 | $5.33 | $5.33 | 15.1% | 13% |
More on IWS
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.