OEF · Expected Move
iShares S&P 100 ETF · ETF
The expected move for OEF 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).
OEF 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 OEF Expected Move
30-Day Straddle
$11.50
7-Day Straddle
$11.50
30-Day ATM IV
20.1%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to OEF'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.
OEF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $11.50 | $11.50 | 20.1% | 100% |
| 20261020 | $11.90 | $11.90 | 13.6% | 22% |
| 20261019 | $13.85 | $13.85 | 14.3% | 30% |
| 20261016 | $15.30 | $1.95 | 16.2% | 62% |
| 20261015 | $13.60 | $3.88 | 14.1% | 26% |
| 20261014 | $13.80 | $3.15 | 14.1% | 27% |
| 20261013 | $13.35 | $4.08 | 13.5% | 16% |
| 20261012 | $13.65 | $4.08 | 13.5% | 16% |
| 20261009 | $14.15 | $5.28 | 13.3% | 14% |
| 20261008 | $15.55 | $6.45 | 14.0% | 25% |
| 20261007 | $15.30 | $5.25 | 13.9% | 23% |
| 20261006 | $15.15 | $6.12 | 13.7% | 20% |
| 20261005 | $16.75 | $8.52 | 14.4% | 31% |
| 20261002 | $7.55 | $7.55 | 14.1% | 27% |
| 20261001 | $8.78 | $8.78 | 15.4% | 49% |
| 20260930 | $9.93 | $9.93 | 15.0% | 41% |
| 20260929 | $8.78 | $8.78 | 14.2% | 28% |
| 20260928 | $9.78 | $9.78 | 14.6% | 34% |
| 20260925 | $8.80 | $8.80 | 13.1% | 9% |
| 20260924 | $9.75 | $9.75 | 13.7% | 20% |
| 20260923 | $9.00 | $9.00 | 13.1% | 10% |
| 20260922 | $11.32 | $11.32 | 13.6% | 18% |
| 20260921 | $10.15 | $10.15 | 12.9% | 6% |
| 20260918 | $10.90 | $1.90 | 12.9% | 7% |
| 20260917 | $10.75 | $2.52 | 12.7% | 2% |
| 20260916 | $13.05 | $4.55 | 15.2% | 45% |
| 20260915 | $13.75 | $5.15 | 15.0% | 41% |
| 20260914 | $12.70 | $6.05 | 14.5% | 33% |
| 20260911 | $13.10 | $5.83 | 13.7% | 21% |
| 20260910 | $15.25 | $7.20 | 15.1% | 43% |
| 20260909 | $13.15 | $6.95 | 13.7% | 20% |
| 20260908 | $13.60 | $6.78 | 13.6% | 18% |
| 20260904 | $14.15 | $7.50 | 13.0% | 7% |
| 20260903 | $13.75 | $6.85 | 12.6% | 2% |
| 20260902 | $7.82 | $7.82 | 13.1% | 10% |
| 20260901 | $8.22 | $8.22 | 13.8% | 21% |
| 20260831 | $8.07 | $8.07 | 12.9% | 6% |
| 20260828 | $8.45 | $8.45 | 12.5% | 0% |
| 20260827 | $9.03 | $9.03 | 12.5% | 0% |
| 20260826 | $10.70 | $10.70 | 13.3% | 12% |
| 20260825 | $10.35 | $10.35 | 13.4% | 13% |
| 20260824 | $10.75 | $10.75 | 13.3% | 12% |
| 20260821 | $10.80 | $2.90 | 13.0% | 7% |
| 20260820 | $12.30 | $5.00 | 13.7% | 20% |
| 20260819 | $11.90 | $2.58 | 13.6% | 18% |
| 20260818 | $12.00 | $3.08 | 13.9% | 22% |
| 20260817 | $12.35 | $3.95 | 13.5% | 12% |
| 20260814 | $12.75 | $5.53 | 13.3% | 7% |
| 20260813 | $12.50 | $5.20 | 12.6% | 0% |
| 20260812 | $14.10 | $0.00 | 13.6% | 2% |
| 20260811 | $14.25 | $5.97 | 14.0% | 6% |
| 20260810 | $14.10 | $6.85 | 13.8% | 5% |
| 20260807 | — | — | 13.6% | 2% |
| 20260806 | $15.65 | $9.85 | 14.4% | 8% |
| 20260805 | $9.00 | $9.00 | 14.4% | 7% |
| 20260804 | $10.40 | $10.40 | 14.6% | 9% |
| 20260803 | $8.30 | $8.30 | 14.1% | 5% |
| 20260731 | $9.12 | $9.12 | 13.9% | 4% |
| 20260730 | $11.25 | $11.25 | 15.8% | 18% |
| 20260729 | $12.90 | $12.90 | 17.3% | 30% |
More on OEF
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.