LQD · Expected Move
iShares iBoxx $ Investment Grade Corporate Bond ETF · ETF
The expected move for LQD 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).
LQD 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 LQD Expected Move
30-Day Straddle
$1.97
7-Day Straddle
$0.87
30-Day ATM IV
8.3%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to LQD'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.
LQD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.97 | $0.87 | 8.3% | 66% |
| 20261020 | $2.06 | $0.76 | 8.6% | 72% |
| 20261019 | $2.14 | $0.85 | 8.8% | 76% |
| 20261016 | $2.05 | $0.84 | 8.8% | 77% |
| 20261015 | $1.80 | $0.90 | 7.8% | 56% |
| 20261014 | $2.12 | $0.90 | 8.8% | 76% |
| 20261013 | $2.06 | $0.82 | 8.6% | 73% |
| 20261012 | $2.02 | $0.85 | 8.3% | 67% |
| 20261009 | $1.88 | $0.79 | 8.2% | 64% |
| 20261008 | $2.01 | $0.98 | 8.7% | 75% |
| 20261007 | $2.16 | $1.07 | 9.2% | 84% |
| 20261006 | $2.17 | $1.14 | 9.0% | 80% |
| 20261005 | $2.29 | $0.76 | 9.4% | 89% |
| 20261002 | $2.02 | $0.89 | 9.3% | 87% |
| 20261001 | $2.23 | $1.14 | 9.9% | 99% |
| 20260930 | $2.38 | $1.35 | 10.0% | 100% |
| 20260929 | $2.33 | $1.39 | 9.6% | 100% |
| 20260928 | $2.33 | $0.83 | 9.2% | 100% |
| 20260925 | $1.94 | $1.10 | 8.3% | 100% |
| 20260924 | $1.90 | $1.18 | 8.1% | 100% |
| 20260923 | $1.72 | $1.20 | 7.4% | 84% |
| 20260922 | $1.54 | $1.08 | 6.3% | 45% |
| 20260921 | $1.60 | $0.63 | 6.5% | 52% |
| 20260918 | $1.54 | $0.71 | 6.5% | 53% |
| 20260917 | $1.46 | $0.73 | 6.1% | 39% |
| 20260916 | $1.75 | $0.85 | 6.9% | 68% |
| 20260915 | $1.81 | $1.04 | 7.3% | 81% |
| 20260914 | $1.79 | $0.73 | 7.0% | 72% |
| 20260911 | $1.66 | $0.73 | 7.2% | 79% |
| 20260910 | $1.69 | $0.96 | 7.2% | 78% |
| 20260909 | $1.52 | $0.83 | 6.3% | 46% |
| 20260908 | $1.56 | $0.87 | 6.3% | 47% |
| 20260904 | $1.55 | $0.58 | 6.3% | 47% |
| 20260903 | $1.43 | $0.73 | 6.0% | 35% |
| 20260902 | $1.42 | $0.84 | 6.0% | 36% |
| 20260901 | $1.68 | $0.89 | 6.5% | 52% |
| 20260831 | $1.61 | $0.58 | 6.1% | 38% |
| 20260828 | $1.27 | $0.74 | 5.6% | 21% |
| 20260827 | $1.38 | $0.81 | 5.6% | 21% |
| 20260826 | $1.48 | $1.24 | 6.0% | 35% |
| 20260825 | $1.50 | $0.90 | 6.1% | 38% |
| 20260824 | $1.69 | $0.80 | 6.6% | 55% |
| 20260821 | $1.63 | $0.73 | 6.9% | 66% |
| 20260820 | $1.66 | $0.95 | 7.3% | 81% |
| 20260819 | $1.52 | $0.75 | 6.2% | 41% |
| 20260818 | $1.60 | $0.89 | 6.6% | 55% |
| 20260817 | $1.68 | $0.59 | 6.7% | 61% |
| 20260814 | $1.59 | $0.66 | 6.6% | 55% |
| 20260813 | $1.60 | $0.69 | 6.6% | 56% |
| 20260812 | $1.58 | $0.78 | 6.4% | 50% |
| 20260811 | $1.74 | $0.97 | 7.1% | 59% |
| 20260810 | $1.77 | $0.67 | 7.2% | 55% |
| 20260807 | — | — | 6.7% | 43% |
| 20260806 | $1.82 | $0.84 | 7.5% | 46% |
| 20260805 | $1.81 | $0.96 | 7.1% | 38% |
| 20260804 | $1.75 | $0.86 | 7.8% | 51% |
| 20260803 | $1.85 | $0.71 | 7.2% | 39% |
| 20260731 | $1.67 | $0.94 | 7.1% | 38% |
| 20260730 | $1.61 | $0.89 | 6.8% | 33% |
| 20260729 | $1.67 | $1.00 | 6.7% | 31% |
More on LQD
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.