SIZE · Expected Move
iShares MSCI USA Size Factor ETF · ETF
The expected move for SIZE 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).
SIZE 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 SIZE Expected Move
30-Day Straddle
$5.45
7-Day Straddle
$5.45
30-Day ATM IV
13.2%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to SIZE'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.
SIZE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $5.45 | $5.45 | 13.2% | 33% |
| 20261020 | $5.60 | $5.60 | 12.7% | 27% |
| 20261019 | $6.50 | $6.50 | 15.5% | 60% |
| 20261016 | $7.28 | $3.45 | 15.8% | 63% |
| 20261015 | $5.95 | $2.40 | 13.4% | 35% |
| 20261014 | $6.05 | $2.17 | 13.9% | 41% |
| 20261013 | $6.40 | $3.70 | 13.9% | 41% |
| 20261012 | $6.65 | $4.20 | 13.8% | 40% |
| 20261009 | $6.75 | $4.05 | 13.7% | 39% |
| 20261008 | $6.65 | $3.55 | 13.9% | 41% |
| 20261007 | $6.22 | $2.95 | 12.0% | 19% |
| 20261006 | $7.80 | $2.92 | 14.9% | 53% |
| 20261005 | $6.70 | $3.25 | 13.4% | 35% |
| 20261002 | $3.02 | $3.02 | 12.9% | 29% |
| 20261001 | $3.80 | $3.80 | 14.2% | 44% |
| 20260930 | $5.05 | $5.05 | 15.4% | 59% |
| 20260929 | $3.60 | $3.60 | 14.5% | 48% |
| 20260928 | $4.33 | $4.33 | 13.6% | 38% |
| 20260925 | $4.53 | $4.53 | 12.8% | 28% |
| 20260924 | $4.05 | $4.05 | 11.7% | 15% |
| 20260923 | $5.28 | $5.28 | 16.0% | 66% |
| 20260922 | $5.70 | $5.70 | 15.8% | 63% |
| 20260921 | $5.40 | $5.40 | 14.9% | 53% |
| 20260918 | $5.12 | $4.50 | 12.4% | 23% |
| 20260917 | $5.97 | $2.60 | 13.4% | 35% |
| 20260916 | $7.07 | $4.75 | 16.6% | 73% |
| 20260915 | $6.72 | $3.90 | 15.3% | 58% |
| 20260914 | $4.95 | $2.50 | 11.9% | 18% |
| 20260911 | $5.60 | $3.83 | 12.6% | 26% |
| 20260910 | $6.40 | $5.60 | 14.5% | 48% |
| 20260909 | $6.75 | $3.15 | 14.7% | 50% |
| 20260908 | $6.40 | $4.30 | 14.0% | 42% |
| 20260904 | $6.10 | $8.78 | 12.7% | 27% |
| 20260903 | $6.18 | $3.97 | 12.4% | 24% |
| 20260902 | $3.80 | $3.80 | 12.1% | 19% |
| 20260901 | $5.83 | $5.83 | 15.6% | 61% |
| 20260831 | $4.00 | $4.00 | 12.0% | 18% |
| 20260828 | $4.12 | $4.12 | 13.6% | 37% |
| 20260827 | $4.18 | $4.18 | 11.8% | 16% |
| 20260826 | $3.75 | $3.75 | 11.2% | 9% |
| 20260825 | $3.95 | $3.95 | 11.0% | 6% |
| 20260824 | $5.00 | $5.00 | 13.1% | 31% |
| 20260821 | $5.22 | $3.90 | 12.7% | 27% |
| 20260820 | $4.80 | $1.93 | 11.8% | 16% |
| 20260819 | $5.10 | $3.08 | 12.1% | 19% |
| 20260818 | $6.00 | $2.30 | 13.7% | 39% |
| 20260817 | $6.32 | $2.05 | 14.3% | 46% |
| 20260814 | $5.70 | $1.93 | 10.4% | 0% |
| 20260813 | $6.00 | $2.50 | 12.2% | 7% |
| 20260812 | $6.25 | $2.60 | 12.9% | 14% |
| 20260811 | $6.62 | $3.73 | 14.0% | 25% |
| 20260810 | $5.10 | $5.00 | 11.8% | 2% |
| 20260807 | — | — | 12.6% | 7% |
| 20260806 | $5.85 | $3.58 | 11.7% | 1% |
| 20260805 | $4.90 | $4.90 | 14.1% | 18% |
| 20260804 | $4.95 | $4.95 | 13.6% | 14% |
| 20260803 | $4.08 | $4.08 | 12.7% | 8% |
| 20260731 | $5.53 | $5.53 | 15.0% | 24% |
| 20260730 | $4.75 | $4.75 | 14.1% | 18% |
| 20260729 | $7.67 | $7.67 | 18.9% | 50% |
More on SIZE
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.