SMMD · Expected Move
iShares Russell 2500 ETF · ETF
The expected move for SMMD 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).
SMMD 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 SMMD Expected Move
30-Day Straddle
$3.78
7-Day Straddle
$3.78
30-Day ATM IV
19.4%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to SMMD'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.
SMMD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.78 | $3.78 | 19.4% | 67% |
| 20261021 | $3.55 | $3.55 | 17.9% | 44% |
| 20261020 | $3.55 | $3.55 | 17.8% | 42% |
| 20261019 | $3.50 | $3.50 | 17.6% | 35% |
| 20261016 | $3.95 | $3.50 | 18.6% | 45% |
| 20261015 | $3.65 | $0.95 | 17.0% | 25% |
| 20261014 | $3.92 | $1.15 | 17.7% | 34% |
| 20261013 | $3.80 | $1.25 | 17.2% | 28% |
| 20261012 | $3.85 | $1.18 | 17.2% | 28% |
| 20261009 | $4.12 | $1.45 | 17.4% | 30% |
| 20261008 | $4.38 | $1.75 | 18.4% | 43% |
| 20261007 | $4.35 | $1.77 | 18.0% | 38% |
| 20261006 | $4.38 | $1.82 | 17.5% | 32% |
| 20261005 | $4.42 | $2.05 | 17.7% | 34% |
| 20261002 | $2.35 | $2.35 | 17.7% | 34% |
| 20261001 | $2.60 | $2.60 | 18.6% | 46% |
| 20260930 | $2.45 | $2.45 | 18.2% | 40% |
| 20260929 | $2.67 | $2.67 | 18.1% | 38% |
| 20260928 | $2.77 | $2.77 | 18.1% | 39% |
| 20260925 | $2.73 | $2.73 | 17.3% | 29% |
| 20260924 | $3.05 | $3.05 | 17.5% | 32% |
| 20260923 | $2.80 | $2.80 | 16.8% | 23% |
| 20260922 | $2.83 | $2.83 | 16.2% | 15% |
| 20260921 | $2.83 | $2.83 | 15.9% | 12% |
| 20260918 | $3.05 | $4.50 | 15.9% | 12% |
| 20260917 | $3.30 | $1.25 | 15.9% | 12% |
| 20260916 | $3.30 | $1.20 | 16.7% | 21% |
| 20260915 | $3.73 | $1.60 | 17.5% | 31% |
| 20260914 | $3.58 | $1.57 | 16.7% | 22% |
| 20260911 | $3.67 | $1.73 | 16.9% | 24% |
| 20260910 | $4.00 | $2.12 | 18.2% | 40% |
| 20260909 | $3.83 | $2.00 | 17.0% | 26% |
| 20260908 | $3.73 | $2.00 | 15.9% | 12% |
| 20260904 | $3.75 | $2.08 | 15.0% | 1% |
| 20260903 | $3.88 | $2.25 | 15.3% | 4% |
| 20260902 | $2.42 | $2.42 | 16.3% | 17% |
| 20260901 | $2.80 | $2.80 | 17.2% | 28% |
| 20260831 | $2.52 | $2.52 | 15.5% | 7% |
| 20260828 | $2.65 | $2.65 | 15.4% | 4% |
| 20260827 | $2.72 | $2.72 | 15.4% | 4% |
| 20260826 | $2.83 | $2.83 | 15.9% | 10% |
| 20260825 | $2.95 | $2.95 | 15.8% | 9% |
| 20260824 | $3.20 | $3.20 | 16.4% | 15% |
| 20260821 | $3.25 | $5.00 | 16.1% | 11% |
| 20260820 | $3.50 | $0.93 | 16.5% | 15% |
| 20260819 | $3.35 | $0.95 | 15.7% | 8% |
| 20260818 | $3.33 | $1.02 | 15.7% | 7% |
| 20260817 | $3.47 | $1.10 | 15.6% | 7% |
| 20260814 | $3.55 | $1.25 | 14.9% | 0% |
| 20260813 | $3.60 | $1.38 | 15.2% | 0% |
| 20260812 | $3.73 | $1.52 | 15.6% | 0% |
| 20260811 | $4.00 | $1.85 | 16.3% | 2% |
| 20260810 | $4.12 | $2.05 | 17.3% | 10% |
| 20260807 | — | — | 16.2% | 0% |
| 20260806 | $4.25 | $2.38 | 17.0% | 1% |
| 20260805 | $2.60 | $2.60 | 17.8% | 7% |
| 20260804 | $3.33 | $3.33 | 19.2% | 16% |
| 20260803 | $2.55 | $2.55 | 16.8% | 0% |
| 20260731 | $3.12 | $3.12 | 18.3% | 10% |
| 20260730 | $3.20 | $3.20 | 17.9% | 7% |
More on SMMD
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.