IYT · Expected Move
iShares U.S. Transportation ETF · ETF
The expected move for IYT 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).
IYT 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 IYT Expected Move
30-Day Straddle
$3.85
7-Day Straddle
$3.85
30-Day ATM IV
21.6%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to IYT'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.
IYT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.85 | $3.85 | 21.6% | 25% |
| 20261021 | $3.70 | $3.70 | 20.3% | 16% |
| 20261020 | $4.05 | $4.05 | 21.4% | 24% |
| 20261019 | $4.58 | $4.58 | 23.5% | 39% |
| 20261016 | $4.50 | $0.30 | 22.7% | 33% |
| 20261015 | $4.03 | $1.38 | 19.9% | 13% |
| 20261014 | $4.40 | $1.73 | 20.6% | 19% |
| 20261013 | $3.60 | $1.90 | 28.4% | 73% |
| 20261012 | $4.65 | $1.95 | 22.3% | 31% |
| 20261009 | $3.55 | $2.12 | 32.1% | 100% |
| 20261008 | $4.22 | $1.98 | 19.4% | 14% |
| 20261007 | $5.22 | $2.17 | 23.7% | 57% |
| 20261006 | $4.50 | $2.27 | 20.4% | 24% |
| 20261005 | $4.78 | $1.92 | 24.4% | 64% |
| 20261002 | $2.80 | $2.80 | 20.1% | 21% |
| 20261001 | $3.05 | $3.05 | 21.6% | 36% |
| 20260930 | $2.92 | $2.92 | 21.4% | 34% |
| 20260929 | $2.42 | $2.42 | 19.4% | 13% |
| 20260928 | $3.02 | $3.02 | 21.6% | 36% |
| 20260925 | $3.25 | $3.25 | 19.7% | 17% |
| 20260924 | $4.15 | $4.15 | 24.6% | 67% |
| 20260923 | $3.08 | $3.08 | 20.3% | 22% |
| 20260922 | $4.08 | $4.08 | 22.9% | 49% |
| 20260921 | $3.15 | $3.15 | 19.4% | 14% |
| 20260918 | $3.42 | $0.90 | 19.4% | 13% |
| 20260917 | $3.53 | $1.25 | 19.1% | 11% |
| 20260916 | $3.73 | $1.95 | 20.4% | 24% |
| 20260915 | $4.10 | $1.57 | 22.1% | 41% |
| 20260914 | $3.95 | $1.40 | 20.0% | 20% |
| 20260911 | $3.67 | $1.97 | 18.1% | 1% |
| 20260910 | $3.88 | $2.25 | 19.2% | 12% |
| 20260909 | $4.60 | $1.90 | 22.2% | 42% |
| 20260908 | $4.80 | $1.62 | 21.9% | 36% |
| 20260904 | $4.57 | $2.85 | 19.9% | 18% |
| 20260903 | $5.03 | $2.45 | 19.4% | 13% |
| 20260902 | $1.98 | $1.98 | 18.0% | 0% |
| 20260901 | $2.17 | $2.17 | 19.4% | 6% |
| 20260831 | $2.80 | $2.80 | 20.5% | 14% |
| 20260828 | $3.45 | $3.45 | 19.9% | 9% |
| 20260827 | $3.62 | $3.62 | 21.4% | 20% |
| 20260826 | $3.50 | $3.50 | 20.2% | 11% |
| 20260825 | $3.85 | $3.85 | 20.7% | 15% |
| 20260824 | $3.70 | $3.70 | 20.0% | 9% |
| 20260821 | $3.83 | $1.18 | 19.5% | 5% |
| 20260820 | $3.65 | $1.65 | 19.6% | 6% |
| 20260819 | $4.15 | $1.55 | 20.8% | 15% |
| 20260818 | $4.45 | $2.17 | 22.3% | 27% |
| 20260817 | $4.03 | $1.77 | 18.8% | 0% |
| 20260814 | $4.88 | $2.15 | 22.3% | 7% |
| 20260813 | $4.75 | $1.95 | 21.5% | 0% |
| 20260812 | $4.95 | $2.42 | 22.3% | 7% |
| 20260811 | $5.47 | $2.85 | 24.5% | 29% |
| 20260810 | $4.88 | $2.60 | 21.5% | 0% |
| 20260807 | — | — | 22.4% | 5% |
| 20260806 | $5.72 | $4.03 | 24.0% | 18% |
| 20260805 | $3.42 | $3.42 | 23.8% | 13% |
| 20260804 | $3.42 | $3.42 | 23.2% | 10% |
| 20260803 | $3.62 | $3.62 | 21.9% | 1% |
| 20260731 | $4.28 | $4.28 | 23.5% | 11% |
| 20260730 | $4.00 | $4.00 | 23.7% | 13% |
More on IYT
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.