REM · Expected Move
iShares Mortgage Real Estate ETF · ETF
The expected move for REM 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).
REM 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 REM Expected Move
30-Day Straddle
$1.33
7-Day Straddle
$1.33
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to REM'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.
REM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.33 | $1.33 | — | — |
| 20261021 | $1.15 | $1.15 | 29.3% | 31% |
| 20261020 | $1.00 | $1.00 | 25.4% | 23% |
| 20261019 | $1.05 | $1.05 | 30.5% | 34% |
| 20261016 | $1.27 | $0.97 | 50.8% | 76% |
| 20261015 | $1.35 | $0.53 | 29.6% | 32% |
| 20261014 | $1.23 | $0.75 | 32.4% | 38% |
| 20261013 | $1.30 | $0.80 | 26.9% | 26% |
| 20261012 | $1.35 | $0.60 | — | — |
| 20261009 | $1.42 | $0.78 | 28.0% | 29% |
| 20261008 | $1.45 | $0.75 | 28.2% | 29% |
| 20261007 | $1.45 | $0.77 | 40.1% | 54% |
| 20261006 | $1.27 | $0.70 | 30.0% | 33% |
| 20261005 | $1.23 | $0.65 | 28.0% | 29% |
| 20261002 | $0.60 | $0.60 | 26.0% | 24% |
| 20261001 | $0.68 | $0.68 | 24.7% | 22% |
| 20260930 | $1.30 | $1.30 | 44.6% | 63% |
| 20260929 | $0.68 | $0.68 | 22.6% | 17% |
| 20260928 | $0.75 | $0.75 | 26.8% | 26% |
| 20260925 | $1.05 | $1.05 | 25.5% | 23% |
| 20260924 | $0.90 | $0.90 | 22.2% | 17% |
| 20260923 | $1.23 | $1.23 | 24.8% | 22% |
| 20260922 | $0.70 | $0.70 | 17.3% | 6% |
| 20260921 | $0.93 | $0.93 | 21.2% | 15% |
| 20260918 | $0.80 | $0.75 | 21.7% | 16% |
| 20260917 | $0.85 | $0.95 | 20.0% | 12% |
| 20260916 | $1.10 | $0.75 | 36.8% | 47% |
| 20260915 | $0.85 | $0.68 | 18.8% | 9% |
| 20260914 | $0.97 | $2.58 | 31.0% | 35% |
| 20260911 | $1.02 | $1.52 | 38.9% | 51% |
| 20260910 | $0.82 | $0.93 | 43.1% | 60% |
| 20260909 | $1.18 | $0.95 | 26.3% | 25% |
| 20260908 | $1.43 | $8.43 | — | — |
| 20260904 | $1.45 | $3.38 | 40.5% | 55% |
| 20260903 | $1.40 | $2.83 | 28.7% | 30% |
| 20260902 | $8.60 | $8.60 | 36.6% | 47% |
| 20260901 | $1.05 | $1.05 | 32.3% | 38% |
| 20260831 | $1.18 | $1.18 | — | — |
| 20260828 | $1.20 | $1.20 | 25.5% | 23% |
| 20260827 | $1.27 | $1.27 | 26.0% | 25% |
| 20260826 | $8.20 | $8.20 | — | — |
| 20260825 | $1.15 | $1.15 | 23.5% | 19% |
| 20260824 | $1.02 | $1.02 | 21.6% | 15% |
| 20260821 | $1.07 | $0.22 | — | — |
| 20260820 | $1.12 | $0.93 | 23.6% | 20% |
| 20260819 | $1.10 | $1.25 | 22.5% | 17% |
| 20260818 | $1.00 | $7.70 | — | — |
| 20260817 | $1.20 | $7.78 | 32.6% | 38% |
| 20260814 | $1.07 | $7.80 | — | — |
| 20260813 | $1.25 | $1.68 | 23.2% | 19% |
| 20260812 | $1.15 | $7.83 | 20.6% | 13% |
| 20260811 | $1.18 | $1.18 | 21.3% | 15% |
| 20260810 | $1.27 | $0.65 | 34.0% | 41% |
| 20260806 | $1.50 | $0.90 | 25.6% | 24% |
| 20260805 | $0.93 | $0.93 | — | — |
| 20260804 | $0.82 | $0.82 | 25.7% | 24% |
| 20260803 | $0.90 | $0.90 | — | — |
| 20260731 | $1.15 | $1.15 | 24.0% | 20% |
| 20260730 | $0.70 | $0.70 | 17.4% | 7% |
| 20260729 | $0.90 | $0.90 | 20.8% | 14% |
More on REM
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.