IYY · Expected Move
iShares Dow Jones U.S. ETF · ETF
The expected move for IYY 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).
IYY 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 IYY Expected Move
30-Day Straddle
$5.45
7-Day Straddle
$5.45
30-Day ATM IV
12.6%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to IYY'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.
IYY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $5.45 | $5.45 | 12.6% | 27% |
| 20261020 | $5.58 | $5.58 | 12.7% | 27% |
| 20261019 | $6.18 | $6.18 | 13.7% | 46% |
| 20261016 | $6.65 | $2.38 | 14.0% | 50% |
| 20261015 | $5.62 | $1.15 | 12.0% | 13% |
| 20261014 | $6.00 | $1.67 | 12.6% | 25% |
| 20261013 | $5.90 | $1.58 | 12.1% | 14% |
| 20261012 | $6.03 | $1.60 | 12.1% | 15% |
| 20261009 | $6.55 | $2.15 | 12.2% | 16% |
| 20261008 | $6.55 | $2.38 | 12.5% | 22% |
| 20261007 | $6.60 | $2.58 | 12.3% | 20% |
| 20261006 | $6.70 | $2.65 | 12.3% | 18% |
| 20261005 | $6.92 | $2.67 | 12.6% | 24% |
| 20261002 | $3.25 | $3.25 | 12.5% | 23% |
| 20261001 | $3.70 | $3.70 | 13.2% | 36% |
| 20260930 | $4.18 | $4.18 | 12.8% | 29% |
| 20260929 | $3.90 | $3.90 | 12.8% | 28% |
| 20260928 | $4.25 | $4.25 | 13.1% | 33% |
| 20260925 | $4.08 | $4.08 | 11.8% | 9% |
| 20260924 | $4.22 | $4.22 | 12.2% | 18% |
| 20260923 | $4.22 | $4.22 | 11.9% | 11% |
| 20260922 | $4.20 | $4.20 | 11.5% | 4% |
| 20260921 | $4.50 | $4.50 | 11.8% | 9% |
| 20260918 | $4.72 | $5.00 | 11.3% | 0% |
| 20260917 | $5.00 | $1.17 | 11.8% | 10% |
| 20260916 | $5.55 | $2.62 | 13.2% | 36% |
| 20260915 | $5.65 | $2.33 | 13.2% | 36% |
| 20260914 | $5.62 | $2.38 | 12.7% | 26% |
| 20260911 | $5.62 | $2.70 | 12.2% | 18% |
| 20260910 | $6.10 | $3.05 | 13.3% | 37% |
| 20260909 | $5.92 | $3.08 | 12.6% | 25% |
| 20260908 | $5.93 | $3.42 | 12.1% | 16% |
| 20260904 | $5.75 | $3.70 | 11.3% | 1% |
| 20260903 | $6.10 | $3.40 | 11.4% | 3% |
| 20260902 | $4.08 | $4.08 | 12.2% | 17% |
| 20260901 | $4.05 | $4.05 | 12.7% | 26% |
| 20260831 | $4.22 | $4.22 | 11.8% | 9% |
| 20260828 | $4.52 | $4.52 | 11.3% | 0% |
| 20260827 | $4.12 | $4.12 | 11.5% | 0% |
| 20260826 | $4.92 | $4.92 | 12.2% | 10% |
| 20260825 | $5.05 | $5.05 | 12.2% | 9% |
| 20260824 | $5.00 | $5.00 | 12.3% | 12% |
| 20260821 | $5.47 | $1.10 | 11.9% | 5% |
| 20260820 | $5.62 | $1.35 | 12.8% | 22% |
| 20260819 | $5.85 | $1.25 | 11.8% | 3% |
| 20260818 | $6.12 | $1.60 | 12.4% | 15% |
| 20260817 | $5.17 | $1.57 | 11.8% | 2% |
| 20260814 | $5.55 | $1.82 | 11.7% | 0% |
| 20260813 | $5.82 | $2.17 | 12.1% | 4% |
| 20260812 | $5.70 | $2.38 | 11.7% | 0% |
| 20260811 | $6.25 | $2.47 | 12.5% | 4% |
| 20260810 | $6.10 | $2.92 | 12.2% | 0% |
| 20260806 | $6.95 | $3.67 | 12.9% | 5% |
| 20260805 | $3.98 | $3.98 | 13.2% | 8% |
| 20260804 | $4.00 | $4.00 | 13.1% | 6% |
| 20260803 | $3.85 | $3.85 | 13.0% | 6% |
| 20260731 | $3.95 | $3.95 | 12.4% | 1% |
| 20260730 | $4.30 | $4.30 | 13.5% | 9% |
| 20260729 | $6.05 | $6.05 | 16.3% | 32% |
| 20260728 | $5.50 | $5.50 | 14.3% | 16% |
More on IYY
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.