IYG · Expected Move

iShares U.S. Financial Services ETF · ETF

The expected move for IYG 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).

IYG 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 IYG Expected Move
30-Day Straddle
$3.80
7-Day Straddle
$3.80
30-Day ATM IV
17.2%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to IYG'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.
IYG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $3.80 $3.80 17.2% 48%
20261021 $3.42 $3.42 16.0% 33%
20261020 $3.30 $3.30 15.4% 24%
20261019 $3.88 $3.88 17.8% 56%
20261016 $3.48 $2.45 15.0% 19%
20261015 $3.85 $1.48 17.6% 53%
20261014 $4.40 $1.90 17.9% 57%
20261013 $4.20 $1.88 18.0% 59%
20261012 $4.35 $2.23 18.1% 60%
20261009 $4.20 $2.15 17.0% 46%
20261008 $3.90 $2.25 15.9% 31%
20261007 $4.80 $2.45 19.1% 75%
20261006 $4.03 $2.42 16.9% 45%
20261005 $4.47 $2.55 17.7% 56%
20261002 $1.90 $1.90 17.5% 52%
20261001 $2.70 $2.70 21.0% 100%
20260930 $2.73 $2.73 19.9% 88%
20260929 $2.33 $2.33 17.7% 56%
20260928 $3.30 $3.30 18.2% 63%
20260925 $3.15 $3.15 16.6% 41%
20260924 $3.45 $3.45 18.9% 73%
20260923 $2.73 $2.73 16.2% 36%
20260922 $3.42 $3.42 17.4% 52%
20260921 $3.17 $3.17 15.0% 19%
20260918 $3.58 $3.48 17.1% 48%
20260917 $3.65 $1.75 17.3% 51%
20260916 $3.90 $1.77 17.9% 59%
20260915 $3.78 $2.00 16.8% 43%
20260914 $4.20 $2.02 18.5% 68%
20260911 $4.00 $2.30 17.0% 47%
20260910 $4.25 $2.50 17.9% 59%
20260909 $4.28 $2.45 17.3% 51%
20260908 $4.45 $2.50 17.7% 57%
20260904 $4.08 $2.48 15.5% 25%
20260903 $3.98 $2.85 18.2% 64%
20260902 $3.05 $3.05 17.4% 48%
20260901 $2.92 $2.92 16.8% 41%
20260831 $2.85 $2.85 16.0% 31%
20260828 $2.75 $2.75 15.7% 26%
20260827 $3.10 $3.10 15.9% 28%
20260826 $3.02 $3.02 15.5% 24%
20260825 $3.38 $3.38 17.1% 45%
20260824 $3.53 $3.53 16.6% 38%
20260821 $3.23 $3.38 15.1% 19%
20260820 $3.90 $1.67 17.4% 48%
20260819 $3.50 $1.88 15.8% 27%
20260818 $3.38 $2.05 14.7% 11%
20260817 $3.48 $2.05 14.7% 12%
20260814 $3.68 $2.25 14.7% 10%
20260813 $3.65 $2.12 15.1% 12%
20260812 $3.52 $1.90 14.6% 7%
20260811 $3.93 $2.42 16.8% 22%
20260810 $3.88 $3.03 15.7% 14%
20260807 — — 15.1% 8%
20260806 $5.32 $3.27 18.7% 30%
20260805 $2.62 $2.62 16.4% 16%
20260804 $2.70 $2.70 14.7% 6%
20260803 $3.20 $3.20 15.5% 11%
20260731 $2.78 $2.78 16.7% 18%
20260730 $3.15 $3.15 16.0% 14%

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.