SCHZ · Expected Move

Schwab US Aggregate Bond ETF · ETF

The expected move for SCHZ 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).

SCHZ 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 SCHZ Expected Move
30-Day Straddle
$0.65
7-Day Straddle
$0.65
30-Day ATM IV
9.0%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to SCHZ'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.
SCHZ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.65 $0.65 9.0% 13%
20261021 $0.90 $0.90 16.2% 33%
20261020 $0.42 $0.42 8.5% 12%
20261019 $0.60 $0.60 18.2% 39%
20261016 $0.48 $1.27 8.2% 11%
20261015 $0.33 $0.40 15.6% 31%
20261014 $0.65 $2.62 15.3% 31%
20261013 $0.38 $0.25 6.9% 7%
20261012 $0.55 $0.20 9.6% 15%
20261009 $0.40 $0.25 8.0% 10%
20261008 $0.48 $0.40 8.8% 12%
20261007 $0.47 $0.15 9.1% 13%
20261006 $0.50 $0.35 10.0% 16%
20261005 $0.43 $0.22 6.8% 7%
20261002 $0.33 $0.33 9.5% 14%
20261001 $0.30 $0.30 9.2% 14%
20260930 $0.25 $0.25 7.6% 9%
20260929 $0.30 $0.30 8.3% 11%
20260928 $0.33 $0.33 9.3% 14%
20260925 $0.45 $0.45 8.0% 10%
20260924 $0.45 $0.45 11.2% 19%
20260923 $0.62 $0.62 11.0% 19%
20260922 $0.58 $0.58 9.2% 14%
20260921 $2.90 $2.90 9.0% 13%
20260918 $0.42 $2.82 17.3% 36%
20260917 $0.60 $0.55 15.7% 25%
20260916 $0.78 $0.85 8.6% 9%
20260915 $0.90 $0.30 11.8% 16%
20260914 $0.53 $0.47 16.2% 26%
20260911 $0.62 $0.58 25.2% 45%
20260910 $0.68 $0.53 8.0% 8%
20260909 $0.47 $2.80 12.4% 18%
20260908 $0.88 $2.75 10.7% 14%
20260904 $0.42 $0.38 7.5% 4%
20260903 $0.42 $0.40 6.7% 3%
20260902 $0.42 $0.42 13.8% 11%
20260901 $0.45 $0.45 17.9% 15%
20260831 $2.73 $2.73 16.4% 14%
20260828 $0.33 $0.33 6.8% 3%
20260827 $0.28 $0.28 13.1% 10%
20260826 $0.28 $0.28 6.2% 2%
20260825 $0.25 $0.25 6.1% 2%
20260824 $0.43 $0.43 6.8% 3%
20260821 $0.33 $0.30 7.2% 3%
20260820 $0.22 $0.42 5.1% 1%
20260819 $0.33 $0.17 6.2% 2%
20260818 $0.35 $2.65 6.4% 2%
20260817 $0.38 $2.67 6.6% 3%
20260814 $0.33 $0.28 5.9% 2%
20260813 $0.28 $0.60 7.5% 4%
20260812 $0.70 $0.28 11.7% 8%
20260811 $0.35 $5.33 7.2% 3%
20260810 $0.38 $0.30 7.6% 4%
20260807 — — 15.8% 13%
20260806 $0.42 $0.25 7.5% 4%
20260805 $0.22 $0.22 12.3% 9%
20260804 $2.62 $2.62 5.5% 1%
20260803 $0.33 $0.33 27.2% 26%
20260731 $0.75 $0.75 6.5% 3%
20260730 $0.30 $0.30 5.8% 2%

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.