SUSL · Expected Move
iShares ESG MSCI USA Leaders ETF · ETF
The expected move for SUSL 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).
SUSL 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 SUSL Expected Move
30-Day Straddle
$4.50
7-Day Straddle
$4.50
30-Day ATM IV
14.0%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to SUSL'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.
SUSL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.50 | $4.50 | 14.0% | 25% |
| 20261020 | $4.67 | $4.67 | 14.3% | 30% |
| 20261019 | $4.75 | $4.75 | 14.7% | 35% |
| 20261016 | $5.30 | $4.90 | 15.4% | 46% |
| 20261015 | $4.70 | $1.67 | 13.7% | 18% |
| 20261014 | $5.53 | $2.42 | 15.6% | 48% |
| 20261013 | $4.80 | $1.90 | 13.4% | 15% |
| 20261012 | $4.90 | $1.93 | 13.5% | 15% |
| 20261009 | $5.18 | $2.08 | 14.1% | 25% |
| 20261008 | $5.40 | $2.25 | 14.7% | 35% |
| 20261007 | $5.30 | $2.25 | 14.1% | 24% |
| 20261006 | $5.62 | $2.38 | 14.4% | 29% |
| 20261005 | $5.55 | $2.40 | 14.1% | 25% |
| 20261002 | $2.62 | $2.62 | 14.1% | 25% |
| 20261001 | $3.12 | $3.12 | 14.6% | 33% |
| 20260930 | $3.93 | $3.93 | 15.2% | 42% |
| 20260929 | $3.33 | $3.33 | 14.4% | 30% |
| 20260928 | $3.20 | $3.20 | 14.1% | 25% |
| 20260925 | $3.27 | $3.27 | 13.3% | 13% |
| 20260924 | $3.53 | $3.53 | 13.7% | 19% |
| 20260923 | $3.62 | $3.62 | 13.7% | 19% |
| 20260922 | $4.15 | $4.15 | 13.9% | 21% |
| 20260921 | $3.73 | $3.73 | 13.2% | 11% |
| 20260918 | $3.88 | $4.90 | 12.5% | 0% |
| 20260917 | $4.08 | $1.65 | 13.2% | 11% |
| 20260916 | $4.50 | $1.98 | 15.0% | 39% |
| 20260915 | $4.62 | $2.58 | 14.8% | 35% |
| 20260914 | $4.55 | $2.17 | 14.0% | 23% |
| 20260911 | $4.55 | $2.27 | 13.7% | 18% |
| 20260910 | $5.05 | $2.70 | 15.0% | 39% |
| 20260909 | $4.82 | $2.55 | 14.3% | 28% |
| 20260908 | $4.72 | $2.50 | 13.7% | 18% |
| 20260904 | $4.75 | $2.50 | 12.7% | 1% |
| 20260903 | $4.88 | $3.23 | 13.0% | 7% |
| 20260902 | $2.83 | $2.83 | 13.1% | 8% |
| 20260901 | $3.15 | $3.15 | 13.8% | 20% |
| 20260831 | $3.08 | $3.08 | 12.9% | 6% |
| 20260828 | $3.12 | $3.12 | 12.6% | 1% |
| 20260827 | $3.25 | $3.25 | 12.6% | 0% |
| 20260826 | $3.70 | $3.70 | 13.6% | 12% |
| 20260825 | $3.67 | $3.67 | 13.3% | 8% |
| 20260824 | $3.88 | $3.88 | 13.6% | 13% |
| 20260821 | $3.95 | $4.90 | 13.2% | 6% |
| 20260820 | $4.25 | $1.67 | 13.9% | 17% |
| 20260819 | $4.00 | $1.67 | 12.8% | 0% |
| 20260818 | $4.42 | $1.83 | 13.5% | 8% |
| 20260817 | $4.33 | $1.90 | 13.2% | 3% |
| 20260814 | $4.45 | $1.90 | 13.0% | 0% |
| 20260813 | $4.60 | $1.98 | 13.3% | 0% |
| 20260812 | $4.70 | $2.00 | 13.8% | 1% |
| 20260811 | $5.08 | $5.03 | 15.5% | 20% |
| 20260810 | $4.95 | $3.00 | 14.8% | 12% |
| 20260807 | — | — | 14.8% | 9% |
| 20260806 | $5.40 | $3.35 | 18.0% | 34% |
| 20260805 | $3.85 | $3.85 | 18.1% | 35% |
| 20260804 | $4.10 | $4.10 | 18.5% | 38% |
| 20260803 | $3.45 | $3.45 | 17.0% | 26% |
| 20260731 | $3.85 | $3.85 | 15.7% | 16% |
| 20260730 | $3.88 | $3.88 | 15.5% | 15% |
| 20260729 | $4.83 | $4.83 | 17.9% | 33% |
More on SUSL
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.