SMLF · Expected Move
iShares U.S. Small Cap Equity Factor ETF · ETF
The expected move for SMLF 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).
SMLF 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 SMLF Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
14.9%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to SMLF'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.
SMLF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.00 | $0.00 | 14.9% | 18% |
| 20261021 | $0.00 | $0.00 | 15.0% | 7% |
| 20261020 | $0.00 | $0.00 | 15.0% | 7% |
| 20261019 | $0.00 | $0.00 | 15.4% | 9% |
| 20261016 | $3.55 | $3.35 | 17.1% | 17% |
| 20261015 | $3.28 | $1.50 | 15.0% | 7% |
| 20261014 | $3.45 | $1.50 | 15.6% | 10% |
| 20261013 | $3.25 | $1.52 | 14.8% | 6% |
| 20261012 | $3.35 | $1.68 | 15.1% | 7% |
| 20261009 | $3.58 | $1.68 | 16.4% | 13% |
| 20261008 | $3.55 | $1.77 | 16.2% | 12% |
| 20261007 | $3.65 | $1.82 | 17.1% | 17% |
| 20261006 | $3.65 | $1.85 | 16.5% | 14% |
| 20261005 | $3.67 | $1.85 | 16.2% | 12% |
| 20261002 | $2.00 | $2.00 | 17.8% | 20% |
| 20261001 | $2.17 | $2.17 | 16.2% | 13% |
| 20260930 | $2.15 | $2.15 | 15.8% | 11% |
| 20260929 | $2.17 | $2.17 | 15.7% | 10% |
| 20260928 | $2.25 | $2.25 | 15.7% | 10% |
| 20260925 | $2.35 | $2.35 | 15.5% | 9% |
| 20260924 | $2.40 | $2.40 | 15.6% | 9% |
| 20260923 | $2.33 | $2.33 | 15.2% | 8% |
| 20260922 | $2.27 | $2.27 | 14.5% | 4% |
| 20260921 | $2.50 | $2.50 | 14.6% | 5% |
| 20260918 | $2.50 | $2.85 | 13.7% | 1% |
| 20260917 | $2.75 | $1.48 | 15.6% | 10% |
| 20260916 | $2.83 | $1.48 | 14.9% | 6% |
| 20260915 | $2.95 | $1.77 | 15.0% | 7% |
| 20260914 | $2.85 | $1.75 | 14.2% | 3% |
| 20260911 | $3.03 | $1.92 | 14.9% | 6% |
| 20260910 | $3.42 | $2.08 | 17.3% | 18% |
| 20260909 | $3.28 | $1.98 | 15.2% | 8% |
| 20260908 | $3.25 | $2.05 | 15.0% | 7% |
| 20260904 | $3.08 | $2.05 | 15.3% | 8% |
| 20260903 | $3.33 | $2.10 | 15.9% | 11% |
| 20260902 | $2.25 | $2.25 | 15.5% | 9% |
| 20260901 | $2.20 | $2.20 | 14.7% | 5% |
| 20260831 | $2.23 | $2.23 | 14.5% | 4% |
| 20260828 | $2.48 | $2.48 | 14.3% | 4% |
| 20260827 | $2.35 | $2.35 | 13.9% | 2% |
| 20260826 | $2.40 | $2.40 | 13.8% | 1% |
| 20260825 | $2.50 | $2.50 | 14.7% | 5% |
| 20260824 | $2.60 | $2.60 | 14.8% | 6% |
| 20260821 | $2.70 | $3.00 | 14.0% | 2% |
| 20260820 | $2.72 | $1.30 | 14.1% | 3% |
| 20260819 | $2.77 | $1.30 | 13.7% | 0% |
| 20260818 | $2.88 | $1.38 | 13.7% | 1% |
| 20260817 | $2.95 | $1.38 | 13.6% | 0% |
| 20260814 | $2.92 | $1.62 | 13.7% | 0% |
| 20260813 | $3.12 | $1.45 | 14.2% | 0% |
| 20260812 | $3.20 | $1.58 | 15.6% | 2% |
| 20260811 | $3.33 | $1.70 | 16.6% | 7% |
| 20260810 | $4.30 | $2.08 | 19.2% | 20% |
| 20260807 | — | — | 18.9% | 19% |
| 20260806 | $4.35 | $2.77 | 18.8% | 19% |
| 20260805 | $2.78 | $2.78 | 18.8% | 18% |
| 20260804 | $2.58 | $2.58 | 15.8% | 3% |
| 20260803 | $2.60 | $2.60 | 15.7% | 3% |
| 20260731 | $2.65 | $2.65 | 18.4% | 17% |
| 20260730 | $3.03 | $3.03 | 17.9% | 14% |
More on SMLF
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.