REZ · Expected Move

iShares Residential and Multisector Real Estate ETF · ETF

The expected move for REZ 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).

REZ 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 REZ Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
19.6%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to REZ'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.
REZ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 19.6% 74%
20261020 $0.00 $0.00 17.6% 28%
20261019 $0.00 $0.00 19.2% 48%
20261016 $3.85 $1.50 17.5% 28%
20261015 $4.15 $2.52 18.1% 34%
20261014 $4.10 $2.58 18.0% 34%
20261013 $4.20 $2.60 17.8% 31%
20261012 $4.10 $2.65 17.5% 28%
20261009 $4.20 $2.78 18.8% 42%
20261008 $4.15 $2.75 18.6% 40%
20261007 $4.50 $2.90 20.1% 58%
20261006 $4.30 $2.90 19.5% 51%
20261005 $4.55 $3.02 21.2% 70%
20261002 $3.20 $3.20 20.0% 57%
20261001 $3.17 $3.17 19.9% 56%
20260930 $3.27 $3.27 20.8% 66%
20260929 $3.30 $3.30 18.3% 36%
20260928 $3.30 $3.30 18.6% 40%
20260925 $3.30 $3.30 18.1% 34%
20260924 $3.15 $3.15 17.6% 28%
20260923 $3.15 $3.15 17.2% 24%
20260922 $3.20 $3.20 17.0% 21%
20260921 $3.08 $3.08 16.0% 9%
20260918 $3.12 $1.93 16.3% 13%
20260917 $3.23 $2.15 15.7% 6%
20260916 $3.42 $2.08 16.6% 18%
20260915 $3.45 $2.27 16.1% 11%
20260914 $3.40 $2.35 15.3% 2%
20260911 $3.60 $2.62 16.4% 15%
20260910 $3.50 $2.58 15.9% 8%
20260909 $3.55 $2.62 15.6% 6%
20260908 $3.65 $2.78 15.6% 5%
20260904 $3.75 $2.77 15.1% 0%
20260903 $3.85 $2.97 16.3% 11%
20260902 $2.92 $2.92 16.2% 10%
20260901 $3.00 $3.00 17.5% 25%
20260831 $3.08 $3.08 18.1% 33%
20260828 $3.15 $3.15 17.8% 28%
20260827 $3.22 $3.22 17.4% 23%
20260826 $3.52 $3.52 18.9% 42%
20260825 $3.28 $3.28 18.4% 36%
20260824 $3.20 $3.20 18.4% 35%
20260821 $3.38 $4.40 17.6% 27%
20260820 $3.52 $2.20 17.3% 23%
20260819 $3.58 $2.25 16.7% 16%
20260818 $3.62 $2.48 17.9% 30%
20260817 $3.60 $2.35 17.0% 19%
20260814 $3.83 $2.58 19.7% 51%
20260813 $3.83 $2.62 20.4% 60%
20260812 $4.00 $2.65 18.0% 31%
20260811 $3.93 $2.70 17.5% 25%
20260810 $4.30 $3.05 19.3% 47%
20260807 — — 19.8% 51%
20260806 $4.45 $3.20 19.8% 47%
20260805 $3.12 $3.12 20.2% 40%
20260804 $3.12 $3.12 18.1% 23%
20260803 $3.33 $3.33 18.9% 29%
20260731 $3.60 $3.60 19.6% 35%
20260730 $3.52 $3.52 19.2% 31%
20260729 $3.73 $3.73 18.9% 28%

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.