REET · Expected Move

iShares Global REIT ETF · ETF

The expected move for REET 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).

REET straddle price & implied vol

60 sessions

Bars: 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 REET Expected Move
30-Day Straddle
$0.75
7-Day Straddle
$0.75
30-Day ATM IV
60.7%
IV Rank
84%
Implied one-standard-deviation move through the next 30 days. Compare to REET'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.
REET Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.75 $0.75 60.7% 84%
20261020 $0.68 $0.68 25.9% 24%
20261019 $0.00 $0.00 22.0% 17%
20261016 $1.42 $2.98 21.8% 17%
20261015 $1.48 $1.10 21.0% 15%
20261014 $1.48 $1.15 20.0% 13%
20261013 $1.48 $1.07 20.4% 14%
20261012 $1.55 $1.12 19.7% 13%
20261009 $1.57 $1.23 23.4% 19%
20261008 $1.60 $1.30 23.9% 20%
20261007 $1.70 $1.30 27.0% 26%
20261006 $1.60 $1.20 22.4% 18%
20261005 $1.65 $1.30 23.4% 20%
20261002 $1.25 $1.25 29.9% 31%
20261001 $1.32 $1.32 25.0% 23%
20260930 $1.23 $1.23 34.0% 38%
20260929 $1.25 $1.25 22.3% 18%
20260928 $1.27 $1.27 26.1% 25%
20260925 $1.27 $1.27 22.1% 18%
20260924 $1.32 $1.32 31.6% 35%
20260923 $1.30 $1.30 34.3% 40%
20260922 $1.48 $1.48 36.0% 43%
20260921 $1.50 $1.50 25.9% 25%
20260918 $1.43 $2.67 37.9% 46%
20260917 $1.50 $0.70 27.1% 27%
20260916 $1.42 $1.27 37.5% 45%
20260915 $1.50 $1.30 38.0% 46%
20260914 $1.50 $1.27 29.4% 31%
20260911 $1.55 $1.07 29.9% 32%
20260910 $1.52 $1.10 27.9% 29%
20260909 $1.55 $1.15 30.8% 34%
20260908 $1.65 $1.27 29.4% 31%
20260904 $1.67 $1.32 26.3% 26%
20260903 $1.75 $1.55 28.6% 30%
20260902 $1.27 $1.27 29.8% 32%
20260901 $1.17 $1.17 27.2% 28%
20260831 $1.38 $1.38 28.4% 29%
20260828 $1.45 $1.45 26.1% 26%
20260827 $1.52 $1.52 23.6% 21%
20260826 $1.55 $1.55 23.5% 21%
20260825 $1.52 $1.52 22.9% 24%
20260824 $1.15 $1.15 23.1% 24%
20260821 $1.50 $3.00 24.3% 26%
20260820 $1.50 $1.10 23.9% 25%
20260819 $1.52 $1.15 24.3% 26%
20260818 $1.55 $1.12 23.0% 24%
20260817 $1.62 $1.20 23.5% 25%
20260814 $1.60 $1.25 23.3% 24%
20260813 $1.62 $1.23 23.2% 24%
20260812 $3.15 $1.23 35.9% 45%
20260811 $3.12 $1.27 28.5% 33%
20260810 $3.25 $1.35 21.4% 21%
20260807 — — 20.7% 20%
20260806 $3.42 $1.43 20.0% 19%
20260805 $1.45 $1.45 19.7% 19%
20260804 $1.45 $1.45 29.7% 35%
20260803 $1.55 $1.55 28.5% 33%
20260731 $1.52 $1.52 26.1% 29%
20260730 $1.55 $1.55 24.5% 26%
20260729 $1.50 $1.50 14.7% 11%

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.