IYJ · Expected Move

iShares U.S. Industrials ETF · ETF

The expected move for IYJ 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).

IYJ 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 IYJ Expected Move
30-Day Straddle
$7.25
7-Day Straddle
$7.25
30-Day ATM IV
20.6%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to IYJ'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.
IYJ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $7.25 $7.25 20.6% 50%
20261021 $6.83 $6.83 19.0% 24%
20261020 $7.50 $7.50 20.5% 48%
20261019 $7.40 $7.40 19.6% 34%
20261016 $7.95 $1.85 20.5% 48%
20261015 $8.43 $2.92 21.4% 63%
20261014 $7.72 $2.62 19.7% 35%
20261013 $8.35 $2.70 20.6% 50%
20261012 $8.25 $3.27 20.2% 43%
20261009 $8.25 $3.80 19.7% 35%
20261008 $8.30 $3.75 19.8% 37%
20261007 $8.57 $4.17 20.1% 41%
20261006 $8.45 $3.88 19.0% 25%
20261005 $9.55 $5.05 21.7% 67%
20261002 $5.00 $5.00 21.0% 55%
20261001 $4.43 $4.43 19.2% 27%
20260930 $5.42 $5.42 20.0% 40%
20260929 $5.62 $5.62 21.1% 58%
20260928 $5.40 $5.40 20.4% 46%
20260925 $5.72 $5.72 19.3% 27%
20260924 $5.83 $5.83 19.5% 30%
20260923 $6.15 $6.15 20.1% 40%
20260922 $6.53 $6.53 20.1% 40%
20260921 $6.35 $6.35 20.3% 42%
20260918 $6.38 $2.02 18.9% 21%
20260917 $7.25 $2.48 20.2% 41%
20260916 $7.20 $3.12 19.9% 37%
20260915 $7.12 $4.05 19.5% 31%
20260914 $7.50 $3.45 20.4% 44%
20260911 $7.90 $3.10 19.4% 29%
20260910 $8.18 $3.92 21.3% 58%
20260909 $8.07 $4.60 20.5% 46%
20260908 $8.47 $4.95 21.1% 55%
20260904 $8.82 $4.85 20.0% 36%
20260903 $8.70 $4.95 19.5% 28%
20260902 $5.22 $5.22 19.8% 33%
20260901 $5.18 $5.18 19.2% 24%
20260831 $5.50 $5.50 19.1% 22%
20260828 $5.15 $5.15 17.9% 6%
20260827 $6.53 $6.53 19.5% 29%
20260826 $6.00 $6.00 19.2% 23%
20260825 $5.70 $5.70 17.5% 0%
20260824 $7.03 $7.03 20.0% 29%
20260821 $6.78 $1.75 18.6% 8%
20260820 $7.05 $2.50 19.2% 17%
20260819 $6.90 $2.65 18.2% 2%
20260818 $7.75 $3.00 19.9% 29%
20260817 $7.18 $3.15 18.1% 0%
20260814 $7.67 $4.03 18.3% 0%
20260813 $7.98 $4.28 19.0% 5%
20260812 $8.05 $4.50 19.2% 7%
20260811 $8.68 $4.95 20.3% 19%
20260810 $9.20 $5.20 21.2% 28%
20260807 — — 21.0% 21%
20260806 $10.05 $5.88 21.3% 23%
20260805 $5.88 $5.88 21.3% 23%
20260804 $5.97 $5.97 21.1% 21%
20260803 $5.83 $5.83 20.2% 14%
20260731 $6.22 $6.22 21.0% 20%
20260730 $7.10 $7.10 22.1% 29%

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.