IYR · Expected Move
iShares U.S. Real Estate ETF · ETF
The expected move for IYR 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).
IYR 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 IYR Expected Move
30-Day Straddle
$3.70
7-Day Straddle
$1.98
30-Day ATM IV
16.8%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to IYR'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.
IYR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.70 | $1.98 | 16.8% | 36% |
| 20261022 | $3.65 | $1.93 | 16.6% | 34% |
| 20261021 | $3.85 | $1.95 | 17.3% | 40% |
| 20261020 | $3.33 | $2.30 | 14.9% | 19% |
| 20261019 | $3.98 | $1.57 | 16.7% | 35% |
| 20261016 | $3.08 | $1.25 | 15.9% | 28% |
| 20261015 | $4.20 | $1.77 | 18.6% | 52% |
| 20261014 | $3.95 | $1.55 | 17.8% | 45% |
| 20261013 | $3.38 | $2.08 | 15.2% | 22% |
| 20261012 | $3.60 | $1.40 | 15.9% | 28% |
| 20261009 | $3.88 | $5.28 | 18.8% | 53% |
| 20261008 | $3.42 | $1.85 | 16.1% | 30% |
| 20261007 | $3.57 | $3.60 | 16.8% | 35% |
| 20261006 | $3.62 | $2.25 | 15.8% | 27% |
| 20261005 | $3.52 | $3.45 | 18.1% | 47% |
| 20261002 | $4.30 | $1.70 | 19.2% | 57% |
| 20261001 | $3.55 | $2.03 | 16.6% | 34% |
| 20260930 | $3.45 | $1.95 | 16.0% | 29% |
| 20260929 | $3.42 | $1.83 | 15.0% | 20% |
| 20260928 | $3.42 | $1.45 | 16.4% | 32% |
| 20260925 | $3.70 | $2.05 | 17.9% | 45% |
| 20260924 | $3.12 | $2.05 | 18.1% | 47% |
| 20260923 | $3.00 | $1.52 | 13.9% | 10% |
| 20260922 | $4.32 | $3.38 | 18.8% | 54% |
| 20260921 | $3.10 | $1.38 | 14.3% | 14% |
| 20260918 | $3.05 | $1.48 | 13.8% | 10% |
| 20260917 | $4.22 | $2.75 | 15.5% | 24% |
| 20260916 | $2.77 | $2.12 | 13.2% | 4% |
| 20260915 | $4.00 | $2.35 | 19.5% | 59% |
| 20260914 | $5.10 | $1.95 | 20.4% | 68% |
| 20260911 | $2.97 | $1.77 | 14.4% | 14% |
| 20260910 | $3.40 | $2.15 | 15.1% | 21% |
| 20260909 | $5.12 | $2.05 | 17.0% | 38% |
| 20260908 | $3.83 | $2.08 | 15.8% | 27% |
| 20260904 | $3.23 | $1.45 | 14.9% | 19% |
| 20260903 | $3.17 | $1.15 | 14.9% | 19% |
| 20260902 | $4.22 | $3.38 | 14.4% | 15% |
| 20260901 | $3.72 | $1.85 | 15.5% | 24% |
| 20260831 | $4.05 | $1.30 | 13.1% | 3% |
| 20260828 | $3.45 | $1.68 | 14.6% | 16% |
| 20260827 | $3.40 | $1.60 | 14.8% | 19% |
| 20260826 | $3.52 | $1.98 | 13.6% | 9% |
| 20260825 | $3.48 | $1.92 | 14.2% | 14% |
| 20260824 | $3.55 | $1.25 | 14.5% | 17% |
| 20260821 | $4.10 | $2.33 | 18.9% | 55% |
| 20260820 | $3.30 | $1.23 | 14.4% | 16% |
| 20260819 | $3.33 | $1.60 | 13.9% | 11% |
| 20260818 | $3.62 | $1.60 | 14.4% | 16% |
| 20260817 | $3.42 | $3.38 | 14.0% | 12% |
| 20260814 | $3.28 | $1.38 | 13.9% | 11% |
| 20260813 | $2.90 | $1.40 | 12.9% | 3% |
| 20260812 | $3.42 | $2.38 | 14.5% | 16% |
| 20260811 | $4.35 | $1.95 | 17.9% | 37% |
| 20260810 | $3.85 | $1.80 | 15.8% | 22% |
| 20260807 | — | — | 17.2% | 32% |
| 20260806 | $3.65 | $2.10 | 15.2% | 18% |
| 20260805 | $3.65 | $1.90 | 14.9% | 16% |
| 20260804 | $4.60 | $1.88 | 19.0% | 44% |
| 20260803 | $3.82 | $2.15 | 15.2% | 18% |
| 20260731 | $3.65 | $2.85 | 15.8% | 22% |
More on IYR
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.