IYE · Expected Move
iShares U.S. Energy ETF · ETF
The expected move for IYE 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).
IYE 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 IYE Expected Move
30-Day Straddle
$4.93
7-Day Straddle
$4.93
30-Day ATM IV
30.2%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to IYE'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.
IYE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $4.93 | $4.93 | 30.2% | 100% |
| 20261022 | $4.78 | $4.78 | 29.7% | 99% |
| 20261021 | $4.53 | $4.53 | 27.4% | 72% |
| 20261020 | $4.72 | $4.72 | 28.3% | 83% |
| 20261019 | $4.70 | $4.70 | 26.6% | 63% |
| 20261016 | $4.72 | $3.95 | 26.7% | 64% |
| 20261015 | $4.78 | $1.23 | 27.3% | 71% |
| 20261014 | $4.53 | $1.25 | 25.0% | 45% |
| 20261013 | $4.95 | $1.83 | 27.0% | 68% |
| 20261012 | $5.12 | $1.62 | 26.1% | 58% |
| 20261009 | $4.60 | $1.93 | 25.6% | 51% |
| 20261008 | $4.97 | $2.30 | 26.3% | 60% |
| 20261007 | $4.85 | $2.33 | 26.4% | 61% |
| 20261006 | $4.65 | $2.55 | 25.5% | 51% |
| 20261005 | $4.80 | $2.50 | 25.6% | 52% |
| 20261002 | $2.53 | $2.53 | 26.1% | 57% |
| 20261001 | $2.72 | $2.72 | 26.9% | 66% |
| 20260930 | $2.67 | $2.67 | 26.0% | 56% |
| 20260929 | $2.85 | $2.85 | 26.8% | 66% |
| 20260928 | $3.12 | $3.12 | 27.4% | 73% |
| 20260925 | $3.42 | $3.42 | 27.7% | 73% |
| 20260924 | $3.38 | $3.38 | 26.8% | 64% |
| 20260923 | $3.60 | $3.60 | 28.1% | 78% |
| 20260922 | $3.50 | $3.50 | 26.6% | 62% |
| 20260921 | $3.67 | $3.67 | 26.7% | 63% |
| 20260918 | $4.35 | $1.45 | 29.8% | 98% |
| 20260917 | $4.08 | $1.27 | 27.6% | 73% |
| 20260916 | $4.55 | $1.50 | 29.1% | 90% |
| 20260915 | $4.78 | $1.92 | 28.5% | 83% |
| 20260914 | $4.12 | $2.15 | 25.8% | 52% |
| 20260911 | $4.42 | $1.85 | 26.0% | 54% |
| 20260910 | $4.60 | $2.28 | 27.0% | 66% |
| 20260909 | $4.22 | $1.85 | 24.5% | 39% |
| 20260908 | $4.45 | $1.88 | 25.4% | 48% |
| 20260904 | $4.38 | $2.45 | 23.2% | 24% |
| 20260903 | $4.90 | $2.55 | 24.6% | 39% |
| 20260902 | $3.03 | $3.03 | 24.3% | 36% |
| 20260901 | $3.05 | $3.05 | 24.2% | 35% |
| 20260831 | $3.05 | $3.05 | 24.9% | 42% |
| 20260828 | $2.90 | $2.90 | 24.2% | 35% |
| 20260827 | $3.05 | $3.05 | 24.2% | 34% |
| 20260826 | $3.40 | $3.40 | 26.3% | 58% |
| 20260825 | $3.40 | $3.40 | 25.3% | 47% |
| 20260824 | $3.58 | $3.58 | 25.6% | 51% |
| 20260821 | $3.88 | $2.88 | 25.3% | 47% |
| 20260820 | $3.88 | $1.35 | 27.4% | 70% |
| 20260819 | $3.88 | $1.77 | 25.1% | 45% |
| 20260818 | $3.17 | $1.40 | 21.0% | 0% |
| 20260817 | $3.80 | $1.83 | 24.3% | 14% |
| 20260814 | $4.12 | $1.98 | 24.7% | 17% |
| 20260813 | $4.30 | $2.02 | 25.7% | 30% |
| 20260812 | $4.15 | $1.88 | 25.2% | 23% |
| 20260811 | $4.50 | $2.42 | 26.4% | 39% |
| 20260810 | $4.45 | $2.60 | 27.0% | 45% |
| 20260807 | — | — | 25.6% | 23% |
| 20260806 | $4.35 | $2.92 | 25.7% | 24% |
| 20260805 | $4.80 | $4.80 | 26.8% | 35% |
| 20260804 | $2.83 | $2.83 | 25.4% | 21% |
| 20260803 | $2.90 | $2.90 | 25.4% | 21% |
| 20260731 | $3.40 | $3.40 | 26.8% | 36% |
More on IYE
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.