IWX · Expected Move

iShares Russell Top 200 Value ETF · ETF

The expected move for IWX 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).

IWX 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 IWX Expected Move
30-Day Straddle
$3.15
7-Day Straddle
$3.15
30-Day ATM IV
12.2%
IV Rank
1%
Implied one-standard-deviation move through the next 30 days. Compare to IWX'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.
IWX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $3.15 $3.15 12.2% 1%
20261020 $3.33 $3.33 13.0% 12%
20261019 $3.48 $3.48 12.9% 11%
20261016 $3.50 $4.45 12.9% 11%
20261015 $3.58 $1.88 12.7% 8%
20261014 $3.75 $2.00 13.5% 20%
20261013 $3.88 $2.10 14.0% 27%
20261012 $3.90 $2.20 13.6% 21%
20261009 $3.62 $2.15 13.9% 26%
20261008 $3.85 $2.20 14.0% 27%
20261007 $3.80 $2.30 13.9% 25%
20261006 $3.95 $2.42 14.1% 28%
20261005 $4.05 $2.35 13.6% 22%
20261002 $2.50 $2.50 14.4% 33%
20261001 $2.65 $2.65 14.2% 30%
20260930 $2.55 $2.55 15.1% 43%
20260929 $2.73 $2.73 13.8% 18%
20260928 $2.85 $2.85 13.7% 17%
20260925 $2.62 $2.62 12.9% 8%
20260924 $2.67 $2.67 13.0% 9%
20260923 $2.73 $2.73 12.1% 0%
20260922 $3.08 $3.08 12.9% 2%
20260921 $2.85 $2.85 13.9% 13%
20260918 $3.35 $2.00 12.8% 0%
20260917 $3.50 $2.15 14.5% 15%
20260916 $3.60 $2.20 13.3% 0%
20260915 $3.50 $2.53 15.3% 14%
20260914 $3.70 $2.62 15.1% 12%
20260911 $3.85 $2.72 15.8% 20%
20260910 $3.95 $2.92 15.6% 17%
20260909 $3.85 $2.85 15.7% 18%
20260908 $3.90 $2.85 15.6% 17%
20260904 $3.80 $2.77 15.9% 20%
20260903 $3.90 $2.92 15.4% 15%
20260902 $3.00 $3.00 16.7% 30%
20260901 $3.00 $3.00 16.3% 25%
20260831 $3.05 $3.05 16.4% 27%
20260828 $2.98 $2.98 15.4% 14%
20260827 $3.23 $3.23 16.1% 23%
20260826 $3.40 $3.40 16.4% 15%
20260825 $3.50 $3.50 16.4% 16%
20260824 $3.50 $3.50 16.4% 15%
20260821 $3.75 $2.35 15.6% 10%
20260820 $3.70 $2.35 16.1% 13%
20260819 $3.60 $2.42 15.9% 12%
20260818 $4.00 $2.65 15.6% 10%
20260817 $3.90 $2.53 15.6% 10%
20260814 $3.95 $2.62 15.5% 9%
20260813 $3.90 $2.60 15.2% 7%
20260812 $3.95 $2.67 15.6% 10%
20260811 $4.05 $2.75 15.2% 7%
20260810 $4.10 $2.80 14.2% 0%
20260807 — — 14.3% 0%
20260806 $4.95 $3.17 15.7% 11%
20260805 $3.10 $3.10 15.3% 7%
20260804 $3.02 $3.02 15.0% 5%
20260803 $3.20 $3.20 15.4% 8%
20260731 $3.30 $3.30 14.2% 0%
20260730 $3.45 $3.45 15.6% 9%
20260729 $3.50 $3.50 17.3% 21%

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.