PFF · Expected Move
iShares Trust iShares Preferred and Income Securities ETF · ETF
The expected move for PFF 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).
PFF 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 PFF Expected Move
30-Day Straddle
$0.77
7-Day Straddle
$0.77
30-Day ATM IV
12.3%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to PFF'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.
PFF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.77 | $0.77 | 12.3% | 54% |
| 20261021 | $0.80 | $0.80 | 12.7% | 57% |
| 20261020 | $0.78 | $0.78 | 11.7% | 50% |
| 20261019 | $0.88 | $0.88 | 13.0% | 60% |
| 20261016 | $0.88 | $0.17 | 13.5% | 64% |
| 20261015 | $0.95 | $0.25 | 12.9% | 59% |
| 20261014 | $0.90 | $0.25 | 12.5% | 56% |
| 20261013 | $1.10 | $0.40 | 13.1% | 60% |
| 20261012 | $0.93 | $0.47 | 11.5% | 48% |
| 20261009 | $0.90 | $0.55 | 18.2% | 100% |
| 20261008 | $1.05 | $0.57 | 14.5% | 72% |
| 20261007 | $0.85 | $0.55 | 11.5% | 48% |
| 20261006 | $0.72 | $0.62 | 11.5% | 49% |
| 20261005 | $1.07 | $0.67 | 11.6% | 49% |
| 20261002 | $0.28 | $0.28 | 14.3% | 70% |
| 20261001 | $0.75 | $0.75 | 11.5% | 49% |
| 20260930 | $0.80 | $0.80 | 11.9% | 51% |
| 20260929 | $2.12 | $2.12 | 16.1% | 85% |
| 20260928 | $0.70 | $0.70 | 13.1% | 61% |
| 20260925 | $0.55 | $0.55 | 10.4% | 39% |
| 20260924 | $0.55 | $0.55 | 10.8% | 43% |
| 20260923 | $0.55 | $0.55 | 13.0% | 60% |
| 20260922 | $0.53 | $0.53 | 9.1% | 30% |
| 20260921 | $0.62 | $0.62 | 10.7% | 42% |
| 20260918 | $0.78 | $0.30 | 11.7% | 50% |
| 20260917 | $0.60 | $0.45 | 10.1% | 37% |
| 20260916 | $0.57 | $0.30 | 9.7% | 34% |
| 20260915 | $0.68 | $0.20 | 10.3% | 39% |
| 20260914 | $0.60 | $0.28 | 9.1% | 30% |
| 20260911 | $0.68 | $0.40 | 9.3% | 31% |
| 20260910 | $0.77 | $0.33 | 10.3% | 39% |
| 20260909 | $0.82 | $0.47 | 10.7% | 42% |
| 20260908 | $0.90 | $0.62 | 10.6% | 42% |
| 20260904 | $0.75 | $0.55 | 8.7% | 26% |
| 20260903 | $0.82 | $0.50 | 14.1% | 69% |
| 20260902 | $0.50 | $0.50 | 14.7% | 74% |
| 20260901 | $0.55 | $0.55 | 10.4% | 40% |
| 20260831 | $0.67 | $0.67 | 11.1% | 45% |
| 20260828 | $0.85 | $0.85 | 8.7% | 26% |
| 20260827 | $1.40 | $1.40 | 9.1% | 30% |
| 20260826 | $1.50 | $1.50 | 9.7% | 34% |
| 20260825 | $0.68 | $0.68 | 10.2% | 38% |
| 20260824 | $0.58 | $0.58 | 8.3% | 24% |
| 20260821 | $0.72 | $1.07 | 11.5% | 48% |
| 20260820 | $0.55 | $0.40 | 9.6% | 33% |
| 20260819 | $0.73 | $0.65 | 8.0% | 21% |
| 20260818 | $0.88 | $0.58 | 9.8% | 35% |
| 20260817 | $0.50 | $0.40 | 7.1% | 14% |
| 20260814 | $0.40 | $0.57 | 7.0% | 13% |
| 20260813 | $0.28 | $0.17 | 5.3% | 0% |
| 20260812 | $0.57 | $1.73 | 8.9% | 15% |
| 20260811 | $0.53 | $10.43 | 8.8% | 14% |
| 20260810 | $0.88 | $10.25 | 16.6% | 87% |
| 20260807 | — | — | 9.7% | 15% |
| 20260806 | $0.65 | $1.38 | 7.2% | 0% |
| 20260805 | $10.47 | $10.47 | 10.3% | 14% |
| 20260804 | $0.42 | $0.42 | 8.7% | 4% |
| 20260803 | $8.15 | $8.15 | — | — |
| 20260731 | $0.57 | $0.57 | 10.3% | 15% |
| 20260730 | $0.50 | $0.50 | 13.8% | 42% |
More on PFF
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.