SUSA · Expected Move
iShares ESG Optimized MSCI USA ETF · ETF
The expected move for SUSA 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).
SUSA 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 SUSA Expected Move
30-Day Straddle
$4.85
7-Day Straddle
$4.85
30-Day ATM IV
13.3%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to SUSA'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.
SUSA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.85 | $4.85 | 13.3% | 27% |
| 20261020 | $5.05 | $5.05 | 13.8% | 36% |
| 20261019 | $5.22 | $5.22 | 13.8% | 32% |
| 20261016 | $6.17 | $1.23 | 15.4% | 57% |
| 20261015 | $5.35 | $1.40 | 13.2% | 21% |
| 20261014 | $5.42 | $1.52 | 13.8% | 31% |
| 20261013 | $5.22 | $1.88 | 12.7% | 14% |
| 20261012 | $5.40 | $1.85 | 13.0% | 18% |
| 20261009 | $5.58 | $2.00 | 13.3% | 23% |
| 20261008 | $5.95 | $2.05 | 13.4% | 25% |
| 20261007 | $6.10 | $2.35 | 13.3% | 24% |
| 20261006 | $6.17 | $2.62 | 13.7% | 29% |
| 20261005 | $6.15 | $2.55 | 13.2% | 21% |
| 20261002 | $2.98 | $2.98 | 13.5% | 27% |
| 20261001 | $3.27 | $3.27 | 13.9% | 33% |
| 20260930 | $3.42 | $3.42 | 14.2% | 38% |
| 20260929 | $3.50 | $3.50 | 13.7% | 30% |
| 20260928 | $3.53 | $3.53 | 13.4% | 26% |
| 20260925 | $3.58 | $3.58 | 12.7% | 13% |
| 20260924 | $3.80 | $3.80 | 13.1% | 20% |
| 20260923 | $3.52 | $3.52 | 12.5% | 9% |
| 20260922 | $3.70 | $3.70 | 12.1% | 4% |
| 20260921 | $3.80 | $3.80 | 12.0% | 2% |
| 20260918 | $4.22 | $1.17 | 11.9% | 0% |
| 20260917 | $4.50 | $1.60 | 12.5% | 9% |
| 20260916 | $4.88 | $1.82 | 13.7% | 29% |
| 20260915 | $5.12 | $2.17 | 14.1% | 37% |
| 20260914 | $5.05 | $2.15 | 13.4% | 26% |
| 20260911 | $5.00 | $2.25 | 13.0% | 19% |
| 20260910 | $5.58 | $2.67 | 14.4% | 41% |
| 20260909 | $5.40 | $2.60 | 13.6% | 27% |
| 20260908 | $5.30 | $2.55 | 13.0% | 18% |
| 20260904 | $5.30 | $2.70 | 12.0% | 1% |
| 20260903 | $5.35 | $2.85 | 11.9% | 0% |
| 20260902 | $3.22 | $3.22 | 12.7% | 12% |
| 20260901 | $3.33 | $3.33 | 13.1% | 20% |
| 20260831 | $3.33 | $3.33 | 12.3% | 5% |
| 20260828 | $3.33 | $3.33 | 11.9% | 0% |
| 20260827 | $3.93 | $3.93 | 12.2% | 0% |
| 20260826 | $3.92 | $3.92 | 12.7% | 3% |
| 20260825 | $4.17 | $4.17 | 13.1% | 10% |
| 20260824 | $4.30 | $4.30 | 13.0% | 8% |
| 20260821 | $4.43 | $4.42 | 12.8% | 5% |
| 20260820 | $4.72 | $2.70 | 13.2% | 13% |
| 20260819 | $4.68 | $1.95 | 12.5% | 0% |
| 20260818 | $4.90 | $2.40 | 13.2% | 9% |
| 20260817 | $4.92 | $1.85 | 13.0% | 6% |
| 20260814 | $4.93 | $1.88 | 12.7% | 0% |
| 20260813 | $5.22 | $2.02 | 13.0% | 0% |
| 20260812 | $5.30 | $2.35 | 13.6% | 4% |
| 20260811 | $5.65 | $2.70 | 14.2% | 11% |
| 20260810 | $5.75 | $3.38 | 14.4% | 12% |
| 20260807 | — | — | 14.1% | 7% |
| 20260806 | $6.40 | $5.35 | 15.5% | 17% |
| 20260805 | $3.88 | $3.88 | 15.4% | 16% |
| 20260804 | $4.33 | $4.33 | 14.9% | 12% |
| 20260803 | $3.70 | $3.70 | 13.3% | 0% |
| 20260731 | $4.72 | $4.72 | 15.5% | 16% |
| 20260730 | $4.75 | $4.75 | 15.5% | 16% |
| 20260729 | $5.40 | $5.40 | 17.1% | 29% |
More on SUSA
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.