QUAL · Expected Move
iShares MSCI USA Quality Factor ETF · ETF
The expected move for QUAL 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).
QUAL 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 QUAL Expected Move
30-Day Straddle
$7.48
7-Day Straddle
$7.48
30-Day ATM IV
13.6%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to QUAL'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.
QUAL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $7.48 | $7.48 | 13.6% | 48% |
| 20261020 | $7.65 | $7.65 | 14.0% | 54% |
| 20261019 | $7.38 | $7.38 | 13.7% | 46% |
| 20261016 | $8.32 | $1.23 | 15.0% | 65% |
| 20261015 | $7.95 | $2.15 | 13.0% | 36% |
| 20261014 | $7.83 | $2.73 | 13.0% | 35% |
| 20261013 | $8.07 | $3.60 | 12.4% | 26% |
| 20261012 | $7.22 | $3.15 | 12.6% | 29% |
| 20261009 | $8.30 | $3.27 | 12.1% | 22% |
| 20261008 | $8.47 | $3.00 | 12.8% | 32% |
| 20261007 | $8.70 | $2.93 | 12.9% | 33% |
| 20261006 | $8.75 | $4.00 | 13.0% | 35% |
| 20261005 | $9.38 | $3.48 | 13.5% | 43% |
| 20261002 | $4.22 | $4.22 | 12.7% | 31% |
| 20261001 | $4.60 | $4.60 | 13.6% | 45% |
| 20260930 | $6.62 | $6.62 | 14.3% | 54% |
| 20260929 | $4.62 | $4.62 | 12.5% | 27% |
| 20260928 | $4.95 | $4.95 | 13.3% | 40% |
| 20260925 | $5.42 | $5.42 | 13.4% | 41% |
| 20260924 | $5.03 | $5.03 | 12.8% | 32% |
| 20260923 | $6.25 | $6.25 | 12.8% | 32% |
| 20260922 | $5.90 | $5.90 | 12.9% | 33% |
| 20260921 | $4.95 | $4.95 | 12.2% | 23% |
| 20260918 | $5.90 | $1.98 | 12.3% | 24% |
| 20260917 | $6.10 | $2.62 | 12.5% | 27% |
| 20260916 | $8.05 | $3.32 | 15.1% | 68% |
| 20260915 | $6.68 | $3.10 | 13.5% | 42% |
| 20260914 | $6.95 | $3.00 | 13.3% | 40% |
| 20260911 | $7.15 | $2.45 | 13.1% | 37% |
| 20260910 | $7.90 | $4.22 | 14.6% | 60% |
| 20260909 | $7.62 | $4.03 | 13.8% | 47% |
| 20260908 | $7.30 | $3.75 | 12.6% | 28% |
| 20260904 | $7.10 | $4.00 | 12.0% | 20% |
| 20260903 | $7.50 | $4.12 | 12.0% | 19% |
| 20260902 | $5.00 | $5.00 | 13.0% | 35% |
| 20260901 | $4.50 | $4.50 | 13.2% | 39% |
| 20260831 | $4.70 | $4.70 | 12.7% | 30% |
| 20260828 | $4.58 | $4.58 | 11.9% | 19% |
| 20260827 | $4.80 | $4.80 | 11.9% | 18% |
| 20260826 | $6.08 | $6.08 | 13.2% | 39% |
| 20260825 | $5.72 | $5.72 | 12.8% | 32% |
| 20260824 | $5.83 | $5.83 | 12.4% | 26% |
| 20260821 | $5.82 | $2.23 | 11.8% | 16% |
| 20260820 | $7.28 | $3.83 | 12.5% | 27% |
| 20260819 | $6.10 | $2.00 | 12.1% | 21% |
| 20260818 | $6.20 | $2.48 | 11.7% | 14% |
| 20260817 | $6.12 | $2.08 | 11.6% | 11% |
| 20260814 | $6.20 | $2.55 | 10.7% | 0% |
| 20260813 | $7.15 | $3.55 | 11.7% | 0% |
| 20260812 | $7.05 | $3.10 | 11.9% | 0% |
| 20260811 | $7.95 | $3.25 | 13.3% | 15% |
| 20260810 | $7.75 | $3.67 | 12.7% | 7% |
| 20260807 | — | — | 12.0% | 0% |
| 20260806 | $7.28 | $4.70 | 12.0% | 0% |
| 20260805 | $4.80 | $4.80 | 13.6% | 6% |
| 20260804 | $5.22 | $5.22 | 13.4% | 4% |
| 20260803 | $5.50 | $5.50 | 13.0% | 1% |
| 20260731 | $5.45 | $5.45 | 13.9% | 8% |
| 20260730 | $5.92 | $5.92 | 14.4% | 12% |
| 20260729 | $7.75 | $7.75 | 16.9% | 30% |
More on QUAL
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.