STIP · Expected Move
iShares 0-5 Year TIPS Bond ETF · ETF
The expected move for STIP 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).
STIP 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 STIP Expected Move
30-Day Straddle
$2.67
7-Day Straddle
$2.67
30-Day ATM IV
21.0%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to STIP'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.
STIP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.67 | $2.67 | 21.0% | 55% |
| 20261021 | $2.83 | $2.83 | 19.1% | 44% |
| 20261020 | $2.83 | $2.83 | 18.4% | 40% |
| 20261019 | $4.05 | $4.05 | 18.3% | 39% |
| 20261016 | $3.62 | $2.92 | 18.2% | 39% |
| 20261015 | $2.80 | $1.55 | 13.7% | 14% |
| 20261014 | $1.70 | $2.40 | 12.0% | 5% |
| 20261013 | $3.05 | $1.35 | 15.2% | 22% |
| 20261012 | $1.75 | $1.38 | 11.2% | 1% |
| 20261009 | $1.80 | $1.38 | 11.1% | 0% |
| 20261008 | $2.45 | $2.33 | 15.9% | 22% |
| 20261007 | $1.73 | $2.40 | 15.6% | 20% |
| 20261006 | $3.10 | $2.30 | 13.8% | 9% |
| 20261005 | $3.15 | $3.65 | 13.6% | 8% |
| 20261002 | $1.38 | $1.38 | 13.0% | 5% |
| 20261001 | $2.42 | $2.42 | 14.7% | 14% |
| 20260930 | $2.75 | $2.75 | 14.2% | 11% |
| 20260929 | $2.77 | $2.77 | 13.3% | 6% |
| 20260928 | $2.80 | $2.80 | 13.0% | 5% |
| 20260925 | $2.60 | $2.60 | 15.4% | 18% |
| 20260924 | $2.60 | $2.60 | 14.6% | 15% |
| 20260923 | $2.48 | $2.48 | 14.8% | 17% |
| 20260922 | $2.73 | $2.73 | 14.7% | 18% |
| 20260921 | $2.73 | $2.73 | 14.6% | 18% |
| 20260918 | $3.55 | $2.83 | 14.8% | 19% |
| 20260917 | $3.55 | $2.98 | 14.2% | 16% |
| 20260916 | $3.45 | $2.95 | 13.3% | 11% |
| 20260915 | $3.55 | $3.83 | 13.8% | 14% |
| 20260914 | $3.60 | $3.83 | 14.3% | 17% |
| 20260911 | $3.65 | $3.80 | 14.0% | 15% |
| 20260910 | $2.67 | $3.15 | 12.8% | 9% |
| 20260909 | $2.62 | $3.10 | 13.4% | 12% |
| 20260908 | $2.62 | $3.10 | 14.3% | 17% |
| 20260904 | $2.67 | $3.12 | 15.3% | 23% |
| 20260903 | $2.67 | $3.15 | 14.1% | 16% |
| 20260902 | $3.15 | $3.15 | 14.1% | 14% |
| 20260901 | $3.17 | $3.17 | 14.1% | 14% |
| 20260831 | $3.53 | $3.53 | 14.1% | 13% |
| 20260828 | $3.45 | $3.45 | 14.5% | 15% |
| 20260827 | $4.30 | $4.30 | 14.5% | 15% |
| 20260826 | $3.42 | $3.42 | 14.5% | 13% |
| 20260825 | $3.45 | $3.45 | 14.0% | 11% |
| 20260824 | $2.40 | $2.40 | 14.1% | 11% |
| 20260821 | $1.78 | $2.27 | 14.3% | 12% |
| 20260820 | $2.88 | $2.35 | 14.4% | 12% |
| 20260819 | $2.97 | $2.45 | 14.5% | 12% |
| 20260818 | $2.85 | $2.40 | 14.3% | 11% |
| 20260817 | $2.85 | $2.35 | 14.0% | 11% |
| 20260814 | $2.90 | $3.67 | 14.0% | 11% |
| 20260813 | $4.00 | $2.40 | 14.5% | 12% |
| 20260812 | $3.65 | $1.45 | 14.4% | 12% |
| 20260811 | $3.58 | $3.77 | 14.4% | 12% |
| 20260810 | $4.80 | $3.80 | 14.4% | 12% |
| 20260807 | — | — | 16.4% | 20% |
| 20260806 | $4.80 | $4.80 | 14.0% | 10% |
| 20260805 | $2.60 | $2.60 | 14.1% | 11% |
| 20260804 | $2.58 | $2.58 | 14.2% | 11% |
| 20260803 | $2.62 | $2.62 | 14.1% | 11% |
| 20260731 | $4.80 | $4.80 | 15.8% | 17% |
| 20260730 | $3.95 | $3.95 | 15.9% | 18% |
More on STIP
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.