SHY · Expected Move
iShares 1-3 Year Treasury Bond ETF · ETF
The expected move for SHY 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).
SHY 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 SHY Expected Move
30-Day Straddle
$0.55
7-Day Straddle
$0.55
30-Day ATM IV
3.0%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to SHY'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.
SHY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.55 | $0.55 | 3.0% | 13% |
| 20261020 | $0.62 | $0.62 | 3.2% | 15% |
| 20261019 | $0.62 | $0.62 | 3.1% | 14% |
| 20261016 | $0.65 | $0.40 | 3.2% | 15% |
| 20261015 | $0.65 | $0.38 | 3.0% | 13% |
| 20261014 | $0.62 | $0.30 | 3.0% | 12% |
| 20261013 | $0.62 | $0.30 | 2.9% | 12% |
| 20261012 | $0.62 | $0.30 | 3.5% | 19% |
| 20261009 | $1.18 | $0.45 | 4.7% | 33% |
| 20261008 | $0.70 | $0.40 | 3.1% | 14% |
| 20261007 | $0.73 | $0.35 | 3.3% | 16% |
| 20261006 | $0.65 | $0.30 | 2.9% | 11% |
| 20261005 | $0.68 | $0.33 | 2.9% | 12% |
| 20261002 | $0.40 | $0.40 | 3.0% | 13% |
| 20261001 | $0.47 | $0.47 | 3.4% | 18% |
| 20260930 | $0.40 | $0.40 | 3.2% | 16% |
| 20260929 | $0.62 | $0.62 | 3.7% | 21% |
| 20260928 | $0.35 | $0.35 | 2.9% | 12% |
| 20260925 | $0.42 | $0.42 | 3.1% | 14% |
| 20260924 | $0.40 | $0.40 | 2.9% | 12% |
| 20260923 | $0.43 | $0.43 | 2.8% | 10% |
| 20260922 | $0.50 | $0.50 | 3.0% | 13% |
| 20260921 | $0.90 | $0.90 | 4.3% | 28% |
| 20260918 | $0.48 | $0.30 | 3.0% | 13% |
| 20260917 | $0.62 | $0.38 | 3.6% | 20% |
| 20260916 | $0.60 | $0.33 | 3.2% | 15% |
| 20260915 | $0.68 | $0.43 | 3.3% | 16% |
| 20260914 | $0.88 | $0.45 | 10.4% | 100% |
| 20260911 | $0.65 | $3.02 | 3.3% | 24% |
| 20260910 | $0.75 | $0.95 | 4.8% | 52% |
| 20260909 | $0.55 | $1.15 | 3.1% | 21% |
| 20260908 | $0.50 | $0.40 | 2.9% | 17% |
| 20260904 | $0.68 | $0.38 | 4.3% | 36% |
| 20260903 | $0.62 | $0.38 | 3.0% | 16% |
| 20260902 | $0.42 | $0.42 | 2.8% | 13% |
| 20260901 | $0.55 | $0.55 | 5.9% | 60% |
| 20260831 | $0.40 | $0.40 | 2.4% | 7% |
| 20260828 | $0.33 | $0.33 | 2.2% | 4% |
| 20260827 | $0.32 | $0.32 | 3.3% | 22% |
| 20260826 | $0.25 | $0.25 | 2.2% | 4% |
| 20260825 | $0.30 | $0.30 | 2.0% | 2% |
| 20260824 | $0.23 | $0.23 | 1.9% | 0% |
| 20260821 | $0.40 | $0.08 | 2.4% | 6% |
| 20260820 | $0.40 | $0.12 | 2.2% | 4% |
| 20260819 | $0.38 | $0.42 | 2.6% | 9% |
| 20260818 | $0.82 | $0.12 | 2.3% | 2% |
| 20260817 | $0.40 | $0.12 | 2.1% | 1% |
| 20260814 | $0.33 | $0.50 | 1.9% | 0% |
| 20260813 | $0.35 | $0.20 | 2.0% | 0% |
| 20260812 | $0.93 | $0.60 | 4.5% | 16% |
| 20260811 | $0.48 | $0.78 | 2.5% | 3% |
| 20260810 | $0.50 | $0.30 | 2.7% | 4% |
| 20260807 | — | — | 4.9% | 18% |
| 20260806 | $0.55 | $0.32 | 2.5% | 3% |
| 20260805 | $0.40 | $0.40 | 4.0% | 13% |
| 20260804 | $0.35 | $0.35 | 2.6% | 3% |
| 20260803 | $2.75 | $2.75 | 3.1% | 7% |
| 20260731 | $0.40 | $0.40 | 2.5% | 3% |
| 20260730 | $0.40 | $0.40 | 2.5% | 3% |
| 20260729 | $0.40 | $0.40 | 2.6% | 3% |
More on SHY
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.