IYZ · Expected Move

iShares U.S. Telecommunications ETF · ETF

The expected move for IYZ 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).

IYZ straddle price & implied vol

60 sessions

Bars: 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 IYZ Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$2.20
30-Day ATM IV
24.8%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to IYZ'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.
IYZ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.20 $2.20 24.8% 43%
20261021 $2.15 $2.15 20.7% 18%
20261020 $2.25 $2.25 24.7% 43%
20261019 $2.23 $2.23 24.0% 38%
20261016 $2.45 $1.55 25.1% 45%
20261015 $2.47 $1.25 24.8% 43%
20261014 $2.40 $0.82 24.7% 43%
20261013 $2.60 $1.18 22.9% 31%
20261012 $1.98 $0.73 19.5% 11%
20261009 $3.00 $1.55 25.6% 49%
20261008 $3.23 $1.55 27.8% 62%
20261007 $2.95 $1.30 23.9% 38%
20261006 $3.03 $1.50 24.5% 42%
20261005 $2.92 $1.62 22.3% 28%
20261002 $1.60 $1.60 21.7% 24%
20261001 $1.88 $1.88 28.1% 64%
20260930 $2.00 $2.00 27.2% 58%
20260929 $1.65 $1.65 20.5% 17%
20260928 $1.98 $1.98 26.6% 54%
20260925 $2.45 $2.45 27.0% 57%
20260924 $1.95 $1.95 21.8% 25%
20260923 $2.85 $2.85 28.1% 63%
20260922 $2.33 $2.33 31.3% 86%
20260921 $2.65 $2.65 24.7% 50%
20260918 $2.80 $0.85 29.9% 78%
20260917 $2.23 $0.72 23.4% 42%
20260916 $2.85 $1.38 29.1% 73%
20260915 $2.50 $1.65 21.3% 31%
20260914 $2.70 $1.10 27.1% 63%
20260911 $2.25 $1.10 21.2% 30%
20260910 $3.53 $1.65 32.7% 93%
20260909 $2.62 $1.45 23.9% 45%
20260908 $2.60 $1.40 22.9% 40%
20260904 $3.58 $2.25 23.5% 43%
20260903 $2.35 $1.68 20.8% 28%
20260902 $1.88 $1.88 22.3% 37%
20260901 $2.92 $2.92 34.0% 100%
20260831 $1.70 $1.70 21.1% 41%
20260828 $2.02 $2.02 26.1% 77%
20260827 $2.20 $2.20 24.4% 65%
20260826 $2.33 $2.33 23.8% 60%
20260825 $2.22 $2.22 24.3% 64%
20260824 $1.93 $1.93 20.8% 39%
20260821 $1.90 $1.42 20.4% 35%
20260820 $2.10 $1.98 22.4% 50%
20260819 $2.15 $1.32 21.9% 46%
20260818 $2.67 $0.88 27.0% 84%
20260817 $2.65 $0.75 25.6% 74%
20260814 $2.55 $1.02 24.0% 62%
20260813 $2.83 $2.00 17.8% 16%
20260812 $3.02 $1.15 25.9% 76%
20260811 $2.55 $1.45 21.9% 46%
20260810 $3.15 $1.75 26.3% 79%
20260807 — — 25.1% 52%
20260806 $3.08 $2.45 25.7% 55%
20260805 $1.60 $1.60 26.3% 59%
20260804 $1.85 $1.85 23.2% 42%
20260803 $1.50 $1.50 25.6% 55%
20260731 $2.45 $2.45 28.7% 72%
20260730 $2.25 $2.25 25.7% 56%

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.