SVAL · Expected Move
iShares US Small Cap Value Factor ETF · ETF
The expected move for SVAL 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).
SVAL 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 SVAL Expected Move
30-Day Straddle
$2.40
7-Day Straddle
$2.40
30-Day ATM IV
32.4%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to SVAL'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.
SVAL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.40 | $2.40 | 32.4% | 53% |
| 20261021 | $4.90 | $4.90 | 32.3% | 53% |
| 20261020 | $2.53 | $2.53 | 31.7% | 51% |
| 20261019 | $3.78 | $3.78 | 44.8% | 100% |
| 20261016 | $2.58 | $3.50 | 30.8% | 52% |
| 20261015 | $2.67 | $3.28 | 29.7% | 48% |
| 20261014 | $3.90 | $1.75 | 30.0% | 49% |
| 20261013 | $2.60 | $1.90 | 29.4% | 47% |
| 20261012 | $5.00 | $3.38 | 29.5% | 47% |
| 20261009 | $4.90 | $1.98 | 32.0% | 57% |
| 20261008 | $2.65 | $3.43 | 29.5% | 47% |
| 20261007 | $3.90 | $3.45 | 38.8% | 86% |
| 20261006 | $4.05 | $3.62 | 38.5% | 85% |
| 20261005 | $2.98 | $2.05 | 28.5% | 43% |
| 20261002 | $4.90 | $4.90 | 30.7% | 52% |
| 20261001 | $3.35 | $3.35 | 31.4% | 55% |
| 20260930 | $6.22 | $6.22 | 30.0% | 49% |
| 20260929 | $5.00 | $5.00 | 31.1% | 54% |
| 20260928 | $2.17 | $2.17 | 29.9% | 49% |
| 20260925 | $2.22 | $2.22 | 30.7% | 52% |
| 20260924 | $3.55 | $3.55 | 28.3% | 42% |
| 20260923 | $2.17 | $2.17 | 28.3% | 42% |
| 20260922 | $2.12 | $2.12 | 30.3% | 50% |
| 20260921 | $2.35 | $2.35 | 30.6% | 52% |
| 20260918 | $2.52 | $2.92 | 28.8% | 44% |
| 20260917 | $3.95 | $3.27 | 30.5% | 51% |
| 20260916 | $2.50 | $1.95 | 30.8% | 52% |
| 20260915 | $2.65 | $2.05 | 34.5% | 68% |
| 20260914 | $3.80 | $2.10 | 28.2% | 42% |
| 20260911 | $3.88 | $3.55 | 27.8% | 40% |
| 20260910 | $2.92 | $2.38 | 32.1% | 58% |
| 20260909 | $2.80 | $2.27 | 30.4% | 51% |
| 20260908 | $2.88 | $2.30 | 29.5% | 47% |
| 20260904 | $2.88 | $2.30 | 28.7% | 44% |
| 20260903 | $5.00 | $3.52 | 27.7% | 39% |
| 20260902 | $2.40 | $2.40 | 29.6% | 47% |
| 20260901 | $1.18 | $1.18 | 30.1% | 49% |
| 20260831 | $2.40 | $2.40 | 26.7% | 35% |
| 20260828 | $2.48 | $2.48 | 29.5% | 47% |
| 20260827 | $2.52 | $2.52 | 28.1% | 41% |
| 20260826 | $1.23 | $1.23 | 29.9% | 49% |
| 20260825 | $3.77 | $3.77 | 29.9% | 32% |
| 20260824 | $2.65 | $2.65 | 29.3% | 30% |
| 20260821 | $2.70 | $3.55 | 28.9% | 29% |
| 20260820 | $3.67 | $3.60 | 29.2% | 30% |
| 20260819 | $2.55 | $3.35 | 28.8% | 29% |
| 20260818 | $2.73 | $1.95 | 20.2% | 5% |
| 20260817 | $2.73 | $3.40 | 30.2% | 33% |
| 20260814 | $2.85 | $3.47 | 26.8% | 23% |
| 20260813 | $10.00 | $2.12 | 28.0% | 27% |
| 20260812 | $2.85 | $2.15 | 25.7% | 20% |
| 20260811 | $2.48 | $4.80 | 27.7% | 26% |
| 20260810 | $2.65 | $1.90 | 27.8% | 26% |
| 20260807 | — | — | 27.0% | 24% |
| 20260806 | $2.50 | $5.00 | 24.6% | 17% |
| 20260805 | $2.08 | $2.08 | 28.6% | 28% |
| 20260804 | $1.93 | $1.93 | 19.2% | 3% |
| 20260803 | $2.12 | $2.12 | 26.8% | 23% |
| 20260731 | $2.08 | $2.08 | 27.3% | 25% |
| 20260730 | $5.00 | $5.00 | 28.1% | 27% |
More on SVAL
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.