IYM · Expected Move
iShares U.S. Basic Materials ETF · ETF
The expected move for IYM 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).
IYM 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 IYM Expected Move
30-Day Straddle
$8.50
7-Day Straddle
$8.50
30-Day ATM IV
21.0%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to IYM'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.
IYM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $8.50 | $8.50 | 21.0% | 70% |
| 20261021 | $8.50 | $8.50 | 19.8% | 36% |
| 20261020 | $9.00 | $9.00 | 21.1% | 50% |
| 20261019 | $9.35 | $9.35 | 21.3% | 53% |
| 20261016 | $9.45 | $2.90 | 20.9% | 48% |
| 20261015 | $9.55 | $3.40 | 20.9% | 47% |
| 20261014 | $9.25 | $3.72 | 20.1% | 36% |
| 20261013 | $9.50 | $3.98 | 20.3% | 38% |
| 20261012 | $10.00 | $4.15 | 21.2% | 51% |
| 20261009 | $10.05 | $4.33 | 20.4% | 40% |
| 20261008 | $10.05 | $4.85 | 20.7% | 45% |
| 20261007 | $10.70 | $5.62 | 21.9% | 62% |
| 20261006 | $11.25 | $5.80 | 21.3% | 53% |
| 20261005 | $10.75 | $5.45 | 21.3% | 53% |
| 20261002 | $5.35 | $5.35 | 20.3% | 39% |
| 20261001 | $6.20 | $6.20 | 21.0% | 49% |
| 20260930 | $6.60 | $6.60 | 20.9% | 47% |
| 20260929 | $6.25 | $6.25 | 20.7% | 44% |
| 20260928 | $6.92 | $6.92 | 21.2% | 52% |
| 20260925 | $6.97 | $6.97 | 19.6% | 28% |
| 20260924 | $7.17 | $7.17 | 19.8% | 32% |
| 20260923 | $7.33 | $7.33 | 20.1% | 35% |
| 20260922 | $7.05 | $7.05 | 18.5% | 12% |
| 20260921 | $8.40 | $8.40 | 21.5% | 56% |
| 20260918 | $8.30 | $4.92 | 20.5% | 41% |
| 20260917 | $8.20 | $3.85 | 19.4% | 25% |
| 20260916 | $8.05 | $3.60 | 19.4% | 26% |
| 20260915 | $8.45 | $5.47 | 20.1% | 35% |
| 20260914 | $9.00 | $3.70 | 20.7% | 45% |
| 20260911 | $9.05 | $5.57 | 20.1% | 36% |
| 20260910 | $9.25 | $5.67 | 20.2% | 37% |
| 20260909 | $9.53 | $5.28 | 19.9% | 33% |
| 20260908 | $9.90 | $6.47 | 20.6% | 43% |
| 20260904 | $9.10 | $5.40 | 17.7% | 0% |
| 20260903 | $10.20 | $5.60 | 19.2% | 14% |
| 20260902 | $7.05 | $7.05 | 19.6% | 21% |
| 20260901 | $6.60 | $6.60 | 19.9% | 25% |
| 20260831 | $6.50 | $6.50 | 18.8% | 7% |
| 20260828 | $6.97 | $6.97 | 18.4% | 0% |
| 20260827 | $7.47 | $7.47 | 19.2% | 13% |
| 20260826 | $7.05 | $7.05 | 18.4% | 0% |
| 20260825 | $7.40 | $7.40 | 18.7% | 0% |
| 20260824 | $7.82 | $7.82 | 19.5% | 12% |
| 20260821 | $8.20 | $3.00 | 19.1% | 5% |
| 20260820 | $8.40 | $3.38 | 19.4% | 10% |
| 20260819 | $8.20 | $3.40 | 18.9% | 2% |
| 20260818 | $9.00 | $4.47 | 20.0% | 20% |
| 20260817 | $8.45 | $4.22 | 18.8% | 0% |
| 20260814 | $8.95 | $4.12 | 19.2% | 5% |
| 20260813 | $9.65 | $5.25 | 20.1% | 17% |
| 20260812 | $8.80 | $3.98 | 18.9% | 0% |
| 20260811 | $9.50 | $5.40 | 19.6% | 8% |
| 20260810 | $9.85 | $5.33 | 19.9% | 9% |
| 20260807 | — | — | 19.1% | 0% |
| 20260806 | $10.50 | $6.40 | 20.8% | 12% |
| 20260805 | $6.55 | $6.55 | 20.8% | 12% |
| 20260804 | $6.10 | $6.10 | 19.7% | 0% |
| 20260803 | $6.72 | $6.72 | 20.1% | 2% |
| 20260731 | $7.00 | $7.00 | 20.6% | 8% |
| 20260730 | $7.20 | $7.20 | 20.6% | 8% |
More on IYM
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.