IYC · Expected Move

iShares U.S. Consumer Discretionary ETF · ETF

The expected move for IYC 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).

IYC 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 IYC Expected Move
30-Day Straddle
$4.38
7-Day Straddle
$4.38
30-Day ATM IV
19.0%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to IYC'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.
IYC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.38 $4.38 19.0% 50%
20261021 $4.38 $4.38 19.1% 51%
20261020 $4.47 $4.47 18.8% 48%
20261019 $4.25 $4.25 17.8% 35%
20261016 $4.62 $2.80 19.0% 50%
20261015 $4.55 $1.88 17.9% 31%
20261014 $4.28 $2.12 17.1% 22%
20261013 $4.35 $2.12 17.5% 26%
20261012 $4.42 $2.25 17.3% 24%
20261009 $4.45 $2.33 18.1% 33%
20261008 $4.62 $2.27 18.0% 32%
20261007 $4.72 $2.45 18.3% 36%
20261006 $4.78 $2.58 18.4% 36%
20261005 $5.10 $2.60 19.0% 44%
20261002 $2.73 $2.73 18.5% 37%
20261001 $2.70 $2.70 18.3% 35%
20260930 $2.90 $2.90 17.7% 29%
20260929 $2.95 $2.95 17.6% 28%
20260928 $3.05 $3.05 17.7% 28%
20260925 $3.08 $3.08 17.3% 24%
20260924 $3.08 $3.08 17.2% 23%
20260923 $3.52 $3.52 18.1% 33%
20260922 $3.45 $3.45 17.0% 21%
20260921 $3.23 $3.23 16.4% 14%
20260918 $3.58 $3.15 16.5% 16%
20260917 $3.70 $1.93 17.2% 23%
20260916 $3.85 $2.17 17.0% 21%
20260915 $3.85 $2.28 17.0% 20%
20260914 $3.80 $2.25 16.2% 12%
20260911 $3.97 $2.42 17.1% 22%
20260910 $4.38 $2.65 18.7% 40%
20260909 $4.25 $2.65 19.2% 45%
20260908 $4.30 $2.75 18.5% 38%
20260904 $4.33 $2.80 17.5% 26%
20260903 $4.38 $2.75 16.7% 18%
20260902 $3.00 $3.00 17.6% 27%
20260901 $2.92 $2.92 18.9% 42%
20260831 $3.12 $3.12 18.7% 40%
20260828 $2.92 $2.92 15.1% 0%
20260827 $3.25 $3.25 19.9% 51%
20260826 $3.47 $3.47 16.5% 11%
20260825 $3.50 $3.50 16.7% 13%
20260824 $3.65 $3.65 17.3% 21%
20260821 $3.60 $4.80 15.7% 2%
20260820 $3.77 $1.95 17.4% 21%
20260819 $3.70 $1.98 15.5% 0%
20260818 $3.75 $2.08 16.5% 1%
20260817 $3.88 $2.25 16.4% 0%
20260814 $4.15 $2.40 17.1% 4%
20260813 $4.17 $2.45 16.8% 0%
20260812 $4.20 $2.53 17.6% 0%
20260811 $4.25 $3.03 18.3% 8%
20260810 $4.58 $3.25 18.3% 7%
20260807 — — 18.1% 3%
20260806 $2.55 $4.25 19.0% 12%
20260805 $3.55 $3.55 19.2% 14%
20260804 $3.60 $3.60 18.6% 9%
20260803 $3.75 $3.75 20.0% 22%
20260731 $3.95 $3.95 20.0% 22%
20260730 $4.10 $4.10 20.5% 28%

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.