MTUM · Expected Move
iShares MSCI USA Momentum Factor ETF · ETF
The expected move for MTUM 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).
MTUM 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 MTUM Expected Move
30-Day Straddle
$22.35
7-Day Straddle
$7.85
30-Day ATM IV
29.0%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to MTUM'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.
MTUM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $22.35 | $7.85 | 29.0% | 31% |
| 20261002 | $19.70 | $9.35 | 27.7% | 22% |
| 20261001 | $19.80 | $9.45 | 27.3% | 20% |
| 20260930 | $19.70 | $10.70 | 27.2% | 19% |
| 20260929 | $19.75 | $11.30 | 26.7% | 23% |
| 20260928 | $20.55 | $8.10 | 27.3% | 30% |
| 20260925 | $18.05 | $8.45 | 25.7% | 21% |
| 20260924 | $18.60 | $9.15 | 26.2% | 23% |
| 20260923 | $19.05 | $10.70 | 26.2% | 26% |
| 20260922 | $18.90 | $10.80 | 25.4% | 25% |
| 20260921 | $20.35 | $7.15 | 26.5% | 30% |
| 20260918 | $16.40 | $7.53 | 24.3% | 18% |
| 20260917 | $18.05 | $8.75 | 25.8% | 27% |
| 20260916 | $18.05 | $10.15 | 26.4% | 30% |
| 20260915 | $18.05 | $10.45 | 25.4% | 25% |
| 20260914 | $18.65 | $7.28 | 26.3% | 29% |
| 20260911 | $17.55 | $8.60 | 25.7% | 26% |
| 20260910 | $18.25 | $10.70 | 26.8% | 32% |
| 20260909 | $20.15 | $10.10 | 28.3% | 40% |
| 20260908 | $20.55 | $12.15 | 28.7% | 42% |
| 20260904 | $17.20 | $7.70 | 25.7% | 26% |
| 20260903 | $17.05 | $7.50 | 25.4% | 25% |
| 20260902 | $18.25 | $9.25 | 27.0% | 33% |
| 20260901 | $18.85 | $9.80 | 26.9% | 33% |
| 20260831 | $18.90 | $6.32 | 26.2% | 28% |
| 20260828 | $16.75 | $8.62 | 25.5% | 25% |
| 20260827 | $18.00 | $9.25 | 25.8% | 27% |
| 20260826 | $18.75 | $10.85 | 27.1% | 34% |
| 20260825 | $19.25 | $12.95 | 27.5% | 35% |
| 20260824 | $18.70 | $8.65 | 26.8% | 32% |
| 20260821 | $18.15 | $9.55 | 26.9% | 32% |
| 20260820 | $19.35 | $9.70 | 28.1% | 39% |
| 20260819 | $19.20 | $11.30 | 27.4% | 35% |
| 20260818 | $20.90 | $12.30 | 28.3% | 40% |
| 20260817 | $20.70 | $7.25 | 27.2% | 34% |
| 20260814 | $19.65 | $8.25 | 27.5% | 36% |
| 20260813 | $21.25 | $10.65 | 29.5% | 46% |
| 20260812 | $21.60 | $11.65 | 30.1% | 50% |
| 20260811 | $22.05 | $12.75 | 30.7% | 53% |
| 20260810 | $23.65 | $9.25 | 32.5% | 62% |
| 20260807 | — | — | 32.4% | 61% |
| 20260806 | $24.60 | $13.55 | 35.2% | 77% |
| 20260805 | $25.25 | $13.70 | 35.8% | 79% |
| 20260804 | $27.25 | $15.75 | 37.3% | 88% |
| 20260803 | $25.80 | $10.00 | 36.3% | 82% |
| 20260731 | $24.05 | $12.05 | 36.2% | 82% |
| 20260730 | $24.80 | $12.45 | 37.1% | 87% |
| 20260729 | $24.65 | $15.60 | 38.4% | 93% |
| 20260728 | $25.80 | $15.65 | 38.1% | 92% |
| 20260727 | $27.60 | $11.45 | 38.8% | 96% |
| 20260724 | $25.55 | $13.45 | 37.8% | 90% |
| 20260723 | $27.30 | $14.95 | 38.8% | 96% |
| 20260722 | $27.55 | $15.40 | 38.4% | 93% |
| 20260721 | $28.00 | $16.40 | 38.2% | 93% |
| 20260720 | $27.50 | $10.85 | 38.8% | 96% |
| 20260716 | $25.60 | $13.75 | 37.1% | 86% |
| 20260715 | $25.20 | $13.35 | 35.1% | 76% |
| 20260714 | $27.25 | $14.15 | 36.8% | 85% |
| 20260713 | $27.75 | $10.40 | 37.5% | 89% |
| 20260710 | $24.95 | $11.50 | 35.3% | 77% |
More on MTUM
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.