IYF · Expected Move
iShares U.S. Financials ETF · ETF
The expected move for IYF 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).
IYF 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 IYF Expected Move
30-Day Straddle
$4.95
7-Day Straddle
$4.95
30-Day ATM IV
16.5%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to IYF'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.
IYF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.95 | $4.95 | 16.5% | 48% |
| 20261020 | $5.12 | $5.12 | 17.0% | 57% |
| 20261019 | $5.72 | $5.72 | 17.8% | 69% |
| 20261016 | $5.38 | $1.55 | 17.3% | 61% |
| 20261015 | $5.08 | $2.10 | 16.6% | 50% |
| 20261014 | $5.53 | $2.00 | 17.4% | 62% |
| 20261013 | $5.85 | $2.30 | 17.3% | 61% |
| 20261012 | $6.12 | $2.75 | 18.0% | 72% |
| 20261009 | $6.55 | $2.90 | 18.0% | 72% |
| 20261008 | $6.50 | $3.48 | 19.0% | 87% |
| 20261007 | $6.53 | $3.05 | 18.8% | 84% |
| 20261006 | $7.15 | $3.10 | 19.8% | 100% |
| 20261005 | $6.35 | $3.38 | 18.1% | 79% |
| 20261002 | $3.62 | $3.62 | 18.6% | 87% |
| 20261001 | $3.58 | $3.58 | 18.1% | 78% |
| 20260930 | $3.78 | $3.78 | 18.0% | 77% |
| 20260929 | $3.50 | $3.50 | 18.8% | 91% |
| 20260928 | $4.58 | $4.58 | 19.4% | 100% |
| 20260925 | $4.45 | $4.45 | 18.2% | 83% |
| 20260924 | $4.50 | $4.50 | 17.9% | 78% |
| 20260923 | $4.70 | $4.70 | 18.4% | 86% |
| 20260922 | $4.55 | $4.55 | 17.1% | 63% |
| 20260921 | $5.28 | $5.28 | 17.6% | 72% |
| 20260918 | $4.35 | $1.77 | 15.3% | 33% |
| 20260917 | $5.30 | $1.88 | 17.8% | 75% |
| 20260916 | $5.30 | $2.12 | 17.4% | 68% |
| 20260915 | $4.93 | $1.75 | 15.9% | 43% |
| 20260914 | $5.50 | $2.58 | 17.3% | 67% |
| 20260911 | $5.50 | $2.75 | 16.3% | 50% |
| 20260910 | $5.78 | $2.83 | 17.1% | 63% |
| 20260909 | $5.18 | $1.98 | 14.2% | 13% |
| 20260908 | $6.05 | $3.12 | 17.2% | 66% |
| 20260904 | $5.60 | $3.33 | 15.1% | 27% |
| 20260903 | $5.97 | $3.65 | 15.2% | 29% |
| 20260902 | $2.90 | $2.90 | 14.9% | 24% |
| 20260901 | $3.65 | $3.65 | 15.9% | 37% |
| 20260831 | $3.40 | $3.40 | 16.1% | 41% |
| 20260828 | $4.00 | $4.00 | 15.3% | 29% |
| 20260827 | $3.98 | $3.98 | 15.3% | 29% |
| 20260826 | $3.70 | $3.70 | 13.6% | 3% |
| 20260825 | $4.25 | $4.25 | 15.0% | 20% |
| 20260824 | $4.38 | $4.38 | 15.5% | 27% |
| 20260821 | $4.40 | $1.73 | 14.7% | 17% |
| 20260820 | $4.40 | $1.57 | 14.8% | 18% |
| 20260819 | $5.38 | $1.73 | 16.6% | 42% |
| 20260818 | $4.80 | $2.62 | 14.6% | 16% |
| 20260817 | $4.62 | $2.30 | 14.3% | 12% |
| 20260814 | $4.92 | $2.50 | 14.4% | 9% |
| 20260813 | $5.00 | $2.40 | 14.4% | 9% |
| 20260812 | $4.60 | $3.75 | 13.8% | 3% |
| 20260811 | $5.18 | $2.85 | 14.3% | 7% |
| 20260810 | $4.40 | $2.33 | 14.7% | 9% |
| 20260807 | — | — | 14.1% | 5% |
| 20260806 | $6.90 | $4.70 | 16.5% | 19% |
| 20260805 | $3.95 | $3.95 | 13.4% | 0% |
| 20260804 | $3.60 | $3.60 | 14.8% | 0% |
| 20260803 | $3.90 | $3.90 | 15.2% | 2% |
| 20260731 | $4.22 | $4.22 | 16.0% | 7% |
| 20260730 | $4.42 | $4.42 | 16.0% | 8% |
| 20260729 | $4.60 | $4.60 | 16.4% | 10% |
More on IYF
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.