SGOV · Expected Move
iShares 0-3 Month Treasury Bond ETF · ETF
The expected move for SGOV 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).
SGOV 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 SGOV Expected Move
30-Day Straddle
$8.07
7-Day Straddle
$8.07
30-Day ATM IV
12.0%
IV Rank
73%
Implied one-standard-deviation move through the next 30 days. Compare to SGOV'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.
SGOV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $8.07 | $8.07 | 12.0% | 73% |
| 20261022 | $0.60 | $0.60 | 10.1% | 58% |
| 20261021 | $0.60 | $0.60 | 3.3% | 5% |
| 20261020 | $0.62 | $0.62 | 3.5% | 7% |
| 20261019 | $0.60 | $0.60 | 11.6% | 71% |
| 20261016 | $0.62 | $0.43 | 7.1% | 35% |
| 20261015 | $8.28 | $0.50 | 7.6% | 40% |
| 20261014 | $8.10 | $7.95 | 10.2% | 60% |
| 20261013 | $7.83 | $0.50 | 9.2% | 52% |
| 20261012 | $8.10 | $7.97 | 10.5% | 62% |
| 20261009 | $8.07 | $1.02 | 9.1% | 51% |
| 20261008 | $7.97 | $8.10 | 8.5% | 47% |
| 20261007 | $8.18 | $8.07 | 3.0% | 5% |
| 20261006 | $8.32 | $7.90 | 10.6% | 63% |
| 20261005 | $0.72 | $1.62 | 4.2% | 14% |
| 20261002 | $8.10 | $8.10 | 8.6% | 48% |
| 20261001 | $1.12 | $1.12 | 2.9% | 4% |
| 20260930 | $0.62 | $0.62 | 5.7% | 26% |
| 20260929 | $0.65 | $0.65 | 5.7% | 26% |
| 20260928 | $0.62 | $0.62 | 3.0% | 5% |
| 20260925 | $0.62 | $0.62 | 9.5% | 55% |
| 20260924 | $8.12 | $8.12 | 15.4% | 100% |
| 20260923 | $1.12 | $1.12 | 2.9% | 4% |
| 20260922 | $0.85 | $0.85 | 6.1% | 34% |
| 20260921 | $0.65 | $0.65 | 5.8% | 31% |
| 20260918 | $0.75 | $0.45 | 3.3% | 8% |
| 20260917 | $1.15 | $0.45 | 3.0% | 5% |
| 20260916 | $8.07 | $7.97 | 9.0% | 61% |
| 20260915 | $8.12 | $0.48 | 2.6% | 2% |
| 20260914 | $0.60 | $0.50 | 2.6% | 3% |
| 20260911 | $0.60 | $1.02 | 2.9% | 5% |
| 20260910 | $2.38 | $0.57 | 2.9% | 5% |
| 20260909 | $8.20 | $0.60 | 6.5% | 38% |
| 20260908 | $1.20 | $0.57 | 2.9% | 5% |
| 20260904 | $8.20 | $0.60 | 3.1% | 7% |
| 20260903 | $8.20 | $0.60 | 5.9% | 32% |
| 20260902 | $8.10 | $8.10 | 10.1% | 71% |
| 20260901 | $0.60 | $0.60 | 9.8% | 68% |
| 20260831 | $0.60 | $0.60 | 5.6% | 29% |
| 20260828 | $8.07 | $8.07 | 11.8% | 87% |
| 20260827 | $0.60 | $0.60 | 10.6% | 75% |
| 20260826 | $8.12 | $8.12 | 5.5% | 29% |
| 20260825 | $0.60 | $0.60 | 3.5% | 11% |
| 20260824 | $0.60 | $0.60 | 8.9% | 60% |
| 20260821 | $8.07 | $7.83 | 11.5% | 84% |
| 20260820 | $2.90 | $0.40 | 3.1% | 7% |
| 20260819 | $0.62 | $0.40 | 9.8% | 67% |
| 20260818 | $8.07 | $0.45 | 11.5% | 83% |
| 20260817 | $0.33 | $0.45 | 9.1% | 61% |
| 20260814 | $10.30 | $0.48 | 13.3% | 99% |
| 20260813 | $0.55 | $1.00 | 3.2% | 8% |
| 20260812 | $8.10 | $0.50 | 7.0% | 42% |
| 20260811 | $8.07 | $0.50 | 4.2% | 17% |
| 20260810 | $8.20 | $0.68 | 3.0% | 6% |
| 20260807 | — | — | 2.7% | 4% |
| 20260806 | $0.58 | $0.65 | 10.5% | 72% |
| 20260805 | $0.65 | $0.65 | 9.4% | 62% |
| 20260804 | $8.07 | $8.07 | 4.5% | 20% |
| 20260803 | $0.62 | $0.62 | 4.4% | 18% |
| 20260731 | $8.22 | $8.22 | 9.4% | 62% |
More on SGOV
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.