SHV · Expected Move
iShares Trust iShares 0-1 Year Treasury Bond ETF · ETF
The expected move for SHV 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).
SHV 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 SHV Expected Move
30-Day Straddle
$0.33
7-Day Straddle
$0.33
30-Day ATM IV
2.8%
IV Rank
1%
Implied one-standard-deviation move through the next 30 days. Compare to SHV'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.
SHV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.33 | $0.33 | 2.8% | 1% |
| 20261021 | $0.33 | $0.33 | 2.7% | 1% |
| 20261020 | $0.33 | $0.33 | 2.6% | 1% |
| 20261019 | $0.50 | $0.50 | 6.0% | 13% |
| 20261016 | $0.50 | $0.40 | 2.5% | 0% |
| 20261015 | $0.55 | $0.42 | 2.5% | 0% |
| 20261014 | $2.85 | $0.40 | 2.5% | 0% |
| 20261013 | $0.50 | $0.40 | 2.4% | 0% |
| 20261012 | $0.53 | $0.40 | 2.4% | 0% |
| 20261009 | $0.50 | $0.40 | 2.7% | 0% |
| 20261008 | $0.53 | $0.38 | 3.1% | 2% |
| 20261007 | $0.50 | $0.40 | 2.9% | 1% |
| 20261006 | $0.53 | $0.38 | 3.1% | 1% |
| 20261005 | $0.50 | $0.40 | 6.3% | 13% |
| 20261002 | $0.40 | $0.40 | 7.4% | 17% |
| 20261001 | $0.38 | $0.38 | 8.0% | 19% |
| 20260930 | $0.55 | $0.55 | 3.1% | 2% |
| 20260929 | $0.55 | $0.55 | 10.6% | 28% |
| 20260928 | $1.62 | $1.62 | 2.6% | 0% |
| 20260925 | $2.82 | $2.82 | 7.7% | 15% |
| 20260924 | $2.82 | $2.82 | 4.6% | 4% |
| 20260923 | $0.73 | $0.73 | 4.8% | 4% |
| 20260922 | $0.53 | $0.53 | 3.7% | 0% |
| 20260921 | $0.53 | $0.53 | 11.1% | 27% |
| 20260918 | $2.65 | $2.55 | 12.9% | 33% |
| 20260917 | $3.15 | $3.05 | 12.9% | 33% |
| 20260916 | $2.65 | $2.55 | 11.8% | 29% |
| 20260915 | $2.65 | $3.05 | 10.5% | 24% |
| 20260914 | $4.80 | $2.55 | 11.6% | 29% |
| 20260911 | $4.80 | $7.40 | 12.1% | 30% |
| 20260910 | $4.80 | $2.55 | 11.0% | 26% |
| 20260909 | $4.80 | $2.55 | 13.2% | 34% |
| 20260908 | $4.80 | $2.55 | 11.5% | 28% |
| 20260904 | $4.80 | $7.40 | 10.9% | 26% |
| 20260903 | $4.80 | $2.55 | 11.4% | 28% |
| 20260902 | $2.55 | $2.55 | 11.6% | 28% |
| 20260901 | $2.55 | $2.55 | 10.4% | 24% |
| 20260831 | $2.40 | $2.40 | 10.9% | 26% |
| 20260828 | $2.65 | $2.65 | 11.5% | 28% |
| 20260827 | $4.80 | $4.80 | 12.4% | 31% |
| 20260826 | $0.65 | $0.65 | 10.4% | 24% |
| 20260825 | $3.05 | $3.05 | 11.9% | 29% |
| 20260824 | $2.55 | $2.55 | 26.2% | 83% |
| 20260821 | $2.55 | $2.90 | 30.8% | 100% |
| 20260820 | $2.55 | $3.05 | 29.5% | 100% |
| 20260819 | $3.05 | $4.80 | 29.5% | 100% |
| 20260818 | $3.05 | $5.50 | 28.7% | 100% |
| 20260817 | $2.55 | $4.80 | 28.2% | 100% |
| 20260814 | $4.80 | $1.23 | 26.8% | 100% |
| 20260813 | $4.80 | $2.40 | 26.8% | 100% |
| 20260812 | $4.80 | $2.90 | 21.1% | 95% |
| 20260811 | $4.70 | $4.80 | 20.3% | 91% |
| 20260810 | $4.80 | $2.15 | 18.7% | 82% |
| 20260807 | — | — | 17.7% | 77% |
| 20260806 | $4.80 | $0.00 | 17.6% | 76% |
| 20260805 | $4.80 | $4.80 | 18.9% | 83% |
| 20260804 | $2.40 | $2.40 | 16.2% | 68% |
| 20260803 | $4.80 | $4.80 | 15.9% | 66% |
| 20260731 | $2.40 | $2.40 | 14.2% | 57% |
| 20260730 | $0.05 | $0.05 | 13.6% | 40% |
More on SHV
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.