RXI · Expected Move

iShares Global Consumer Discretionary ETF · ETF

The expected move for RXI 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).

RXI 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 RXI Expected Move
30-Day Straddle
$8.68
7-Day Straddle
$8.68
30-Day ATM IV
19.9%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to RXI'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.
RXI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $8.68 $8.68 19.9% 66%
20261021 $8.75 $8.75 19.7% 62%
20261020 $8.88 $8.88 19.4% 57%
20261019 $8.73 $8.73 18.8% 47%
20261016 $9.28 $3.55 19.6% 59%
20261015 $9.20 $2.80 19.0% 51%
20261014 $8.70 $3.05 18.2% 36%
20261013 $8.62 $2.83 17.7% 29%
20261012 $8.85 $3.35 17.9% 31%
20261009 $9.00 $3.25 17.5% 24%
20261008 $9.15 $4.38 17.9% 31%
20261007 $9.30 $4.33 17.9% 32%
20261006 $9.70 $4.42 18.3% 38%
20261005 $9.75 $5.10 18.4% 40%
20261002 $5.12 $5.12 18.6% 44%
20261001 $5.18 $5.18 18.6% 43%
20260930 $5.80 $5.80 18.6% 44%
20260929 $5.53 $5.53 18.1% 36%
20260928 $5.47 $5.47 18.0% 33%
20260925 $6.97 $6.97 18.2% 37%
20260924 $6.72 $6.72 18.0% 34%
20260923 $6.70 $6.70 17.8% 31%
20260922 $6.75 $6.75 17.5% 25%
20260921 $6.53 $6.53 17.0% 16%
20260918 $7.00 $3.77 16.6% 10%
20260917 $7.08 $2.30 16.6% 10%
20260916 $7.72 $3.05 17.9% 32%
20260915 $7.55 $3.17 17.3% 22%
20260914 $7.53 $3.60 16.1% 2%
20260911 $8.50 $3.70 17.1% 18%
20260910 $8.55 $4.35 18.1% 35%
20260909 $8.80 $4.53 17.8% 30%
20260908 $8.68 $4.78 17.6% 26%
20260904 $8.72 $5.05 16.3% 6%
20260903 $8.47 $4.80 16.0% 0%
20260902 $5.60 $5.60 16.9% 12%
20260901 $5.92 $5.92 17.1% 15%
20260831 $5.90 $5.90 16.6% 7%
20260828 $5.97 $5.97 16.2% 0%
20260827 $6.20 $6.20 16.4% 2%
20260826 $6.65 $6.65 16.6% 5%
20260825 $6.90 $6.90 16.7% 8%
20260824 $7.25 $7.25 16.9% 10%
20260821 $7.65 $3.92 16.9% 11%
20260820 $7.65 $2.10 16.9% 11%
20260819 $8.12 $3.35 16.4% 2%
20260818 $7.77 $3.03 16.7% 7%
20260817 $7.95 $3.25 16.6% 6%
20260814 $8.12 $3.90 16.3% 0%
20260813 $8.43 $4.30 16.4% 0%
20260812 $8.60 $4.47 16.7% 0%
20260811 $9.00 $4.58 17.1% 0%
20260810 $9.38 $5.20 17.4% 4%
20260807 — — 17.3% 2%
20260806 $10.05 $5.78 17.9% 7%
20260805 $6.15 $6.15 18.2% 10%
20260804 $6.30 $6.30 18.0% 9%
20260803 $6.80 $6.80 18.6% 14%
20260731 $7.03 $7.03 18.7% 15%
20260730 $7.28 $7.28 19.6% 24%

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.