IYK · Expected Move
iShares U.S. Consumer Staples ETF · ETF
The expected move for IYK 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).
IYK 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 IYK Expected Move
30-Day Straddle
$3.00
7-Day Straddle
$1.45
30-Day ATM IV
15.1%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to IYK'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.
IYK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $3.00 | $1.45 | 15.1% | 6% |
| 20261008 | $3.57 | $1.80 | 16.6% | 17% |
| 20261007 | $3.10 | $1.50 | 16.5% | 16% |
| 20261006 | $3.33 | $1.50 | 17.1% | 20% |
| 20261005 | $3.15 | $1.70 | 15.5% | 9% |
| 20261002 | $1.62 | $1.62 | 15.2% | 7% |
| 20261001 | $1.75 | $1.75 | 15.4% | 9% |
| 20260930 | $1.57 | $1.57 | 14.3% | 1% |
| 20260929 | $1.90 | $1.90 | 15.5% | 9% |
| 20260928 | $1.82 | $1.82 | 14.9% | 5% |
| 20260925 | $1.95 | $1.95 | 14.3% | 1% |
| 20260924 | $1.82 | $1.82 | 14.1% | 0% |
| 20260923 | $2.10 | $2.10 | 14.6% | 1% |
| 20260922 | $2.23 | $2.23 | 14.9% | 3% |
| 20260921 | $2.20 | $2.20 | 14.9% | 3% |
| 20260918 | $2.38 | $3.20 | 14.5% | 0% |
| 20260917 | $2.40 | $1.08 | 14.7% | 0% |
| 20260916 | $2.70 | $1.23 | 15.9% | 9% |
| 20260915 | $2.65 | $1.38 | 15.4% | 6% |
| 20260914 | $2.75 | $1.48 | 15.3% | 5% |
| 20260911 | $2.88 | $1.65 | 16.0% | 10% |
| 20260910 | $2.85 | $1.77 | 15.8% | 8% |
| 20260909 | $2.92 | $1.70 | 16.4% | 13% |
| 20260908 | $2.80 | $1.73 | 15.5% | 6% |
| 20260904 | $2.88 | $1.88 | 14.6% | 0% |
| 20260903 | $3.03 | $1.85 | 15.0% | 1% |
| 20260902 | $2.12 | $2.12 | 16.1% | 9% |
| 20260901 | $2.02 | $2.02 | 15.5% | 4% |
| 20260831 | $2.10 | $2.10 | 15.4% | 3% |
| 20260828 | $2.05 | $2.05 | 14.9% | 0% |
| 20260827 | $2.17 | $2.17 | 15.1% | 0% |
| 20260826 | $2.35 | $2.35 | 15.5% | 0% |
| 20260825 | $2.53 | $2.53 | 16.4% | 7% |
| 20260824 | $2.62 | $2.62 | 16.4% | 7% |
| 20260821 | $2.70 | $3.02 | 16.0% | 4% |
| 20260820 | $2.73 | $1.05 | 16.2% | 5% |
| 20260819 | $2.72 | $1.12 | 15.9% | 3% |
| 20260818 | $2.80 | $1.35 | 15.8% | 2% |
| 20260817 | $2.80 | $1.25 | 15.5% | 0% |
| 20260814 | $2.85 | $1.42 | 16.1% | 0% |
| 20260813 | $2.97 | $1.60 | 16.3% | 0% |
| 20260812 | $3.05 | $1.57 | 16.6% | 1% |
| 20260811 | $3.10 | $1.60 | 16.4% | 0% |
| 20260810 | $3.70 | $2.65 | 21.3% | 29% |
| 20260807 | — | — | 21.1% | 26% |
| 20260806 | $3.70 | $2.67 | 23.3% | 48% |
| 20260805 | $2.80 | $2.80 | 25.0% | 64% |
| 20260804 | $2.80 | $2.80 | 23.5% | 50% |
| 20260803 | $2.98 | $2.98 | 24.3% | 58% |
| 20260731 | $3.00 | $3.00 | 23.1% | 46% |
| 20260730 | $3.12 | $3.12 | 21.6% | 31% |
| 20260729 | $3.10 | $3.10 | 20.9% | 30% |
| 20260728 | $3.25 | $3.25 | 25.9% | 75% |
| 20260727 | $3.08 | $3.08 | 19.4% | 16% |
| 20260724 | $3.03 | $3.03 | 21.2% | 32% |
| 20260723 | $3.25 | $3.25 | 24.2% | 60% |
| 20260722 | $3.22 | $3.22 | 23.0% | 49% |
| 20260721 | $3.30 | $3.30 | 25.6% | 72% |
| 20260720 | $2.60 | $2.60 | 18.4% | 7% |
| 20260716 | $3.28 | $2.12 | 19.9% | 21% |
More on IYK
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.