SHYG · Expected Move
iShares 0-5 Year High Yield Corporate Bond ETF · ETF
The expected move for SHYG 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).
SHYG 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 SHYG Expected Move
30-Day Straddle
$0.62
7-Day Straddle
$0.62
30-Day ATM IV
68.7%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to SHYG'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.
SHYG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.62 | $0.62 | 68.7% | 100% |
| 20261020 | $0.60 | $0.60 | 9.1% | 30% |
| 20261019 | $0.00 | $0.00 | 10.6% | 40% |
| 20261016 | $1.30 | $2.55 | 10.5% | 39% |
| 20261015 | $1.30 | $1.00 | 10.3% | 38% |
| 20261014 | $1.38 | $1.05 | 9.7% | 34% |
| 20261013 | $1.35 | $1.05 | 11.4% | 46% |
| 20261012 | $1.40 | $1.10 | 12.0% | 49% |
| 20261009 | $1.43 | $1.12 | 15.3% | 72% |
| 20261008 | $1.45 | $1.10 | 15.1% | 71% |
| 20261007 | $1.45 | $1.10 | 15.4% | 73% |
| 20261006 | $1.50 | $1.12 | 16.1% | 78% |
| 20261005 | $1.50 | $1.12 | 15.2% | 72% |
| 20261002 | $1.12 | $1.12 | 15.6% | 75% |
| 20261001 | $1.08 | $1.08 | 15.2% | 72% |
| 20260930 | $1.23 | $1.23 | 16.8% | 83% |
| 20260929 | $1.23 | $1.23 | 19.3% | 100% |
| 20260928 | $1.27 | $1.27 | 19.1% | 100% |
| 20260925 | $1.32 | $1.32 | 16.9% | 91% |
| 20260924 | $1.43 | $1.43 | 16.6% | 88% |
| 20260923 | $1.35 | $1.35 | 15.1% | 77% |
| 20260922 | $1.27 | $1.27 | 14.1% | 70% |
| 20260921 | $1.33 | $1.33 | 14.2% | 70% |
| 20260918 | $1.30 | $2.65 | 14.8% | 75% |
| 20260917 | $1.30 | $1.12 | 13.9% | 68% |
| 20260916 | $1.33 | $1.15 | 14.0% | 69% |
| 20260915 | $1.35 | $1.15 | 13.6% | 66% |
| 20260914 | $1.38 | $1.15 | 14.7% | 74% |
| 20260911 | $1.35 | $1.10 | 13.3% | 64% |
| 20260910 | $1.35 | $1.10 | 12.9% | 60% |
| 20260909 | $1.35 | $1.10 | 11.7% | 51% |
| 20260908 | $1.35 | $1.10 | 13.3% | 48% |
| 20260904 | $1.40 | $1.12 | 13.0% | 46% |
| 20260903 | $1.40 | $1.10 | 12.6% | 44% |
| 20260902 | $1.12 | $1.12 | 12.9% | 45% |
| 20260901 | $1.12 | $1.12 | 12.6% | 43% |
| 20260831 | $1.20 | $1.20 | 15.8% | 62% |
| 20260828 | $1.27 | $1.27 | 11.6% | 38% |
| 20260827 | $1.30 | $1.30 | 11.5% | 38% |
| 20260826 | $1.27 | $1.27 | 13.7% | 50% |
| 20260825 | $1.27 | $1.27 | 13.7% | 50% |
| 20260824 | $1.25 | $1.25 | 14.8% | 56% |
| 20260821 | $1.25 | $0.70 | 10.1% | 30% |
| 20260820 | $1.25 | $0.72 | 7.1% | 13% |
| 20260819 | $1.27 | $1.15 | 10.2% | 30% |
| 20260818 | $0.90 | $1.12 | 6.4% | 9% |
| 20260817 | $1.27 | $1.15 | 6.2% | 8% |
| 20260814 | $1.30 | $0.78 | 12.0% | 40% |
| 20260813 | $1.32 | $0.75 | 11.9% | 39% |
| 20260812 | $1.32 | $0.70 | 10.0% | 29% |
| 20260811 | $1.35 | $3.00 | 10.4% | 31% |
| 20260810 | $2.62 | $1.35 | 10.7% | 33% |
| 20260806 | $2.67 | $3.65 | 5.5% | 4% |
| 20260805 | $1.43 | $1.43 | 5.5% | 4% |
| 20260804 | $3.67 | $3.67 | 5.5% | 4% |
| 20260803 | $1.42 | $1.42 | 5.2% | 2% |
| 20260731 | $1.50 | $1.50 | 5.4% | 3% |
| 20260730 | $0.57 | $0.57 | 5.3% | 3% |
| 20260729 | $1.43 | $1.43 | 7.7% | 16% |
| 20260728 | $1.43 | $1.43 | 5.8% | 5% |
More on SHYG
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.