THRO · Expected Move
iShares U.S. Thematic Rotation Active ETF · ETF
The expected move for THRO 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).
THRO 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 THRO Expected Move
30-Day Straddle
$5.80
7-Day Straddle
$5.80
30-Day ATM IV
19.9%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to THRO'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.
THRO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $5.80 | $5.80 | 19.9% | 15% |
| 20261020 | $5.72 | $5.72 | 18.4% | 11% |
| 20261019 | $5.72 | $5.72 | 15.0% | 2% |
| 20261016 | $1.50 | $3.12 | 21.2% | 19% |
| 20261015 | $5.72 | $0.93 | 15.7% | 3% |
| 20261014 | $6.03 | $5.55 | 22.4% | 19% |
| 20261013 | $10.00 | $10.00 | 15.1% | 2% |
| 20261012 | $10.00 | $5.60 | 15.0% | 2% |
| 20261009 | $1.62 | $5.60 | 16.5% | 5% |
| 20261008 | $1.67 | $10.00 | 22.0% | 18% |
| 20261007 | $1.70 | $1.15 | 16.5% | 5% |
| 20261006 | $10.00 | $5.58 | 37.4% | 54% |
| 20261005 | $5.95 | $5.65 | 33.7% | 45% |
| 20261002 | $1.30 | $1.30 | 21.0% | 16% |
| 20261001 | $5.65 | $5.65 | 37.5% | 54% |
| 20260930 | $10.00 | $10.00 | 18.0% | 9% |
| 20260929 | $1.30 | $1.30 | 17.7% | 8% |
| 20260928 | $1.32 | $1.32 | 19.5% | 12% |
| 20260925 | $10.00 | $10.00 | 16.0% | 4% |
| 20260924 | $5.60 | $5.60 | 17.7% | 8% |
| 20260923 | $1.38 | $1.38 | 16.3% | 5% |
| 20260922 | $1.35 | $1.35 | 15.6% | 3% |
| 20260921 | $1.27 | $1.27 | 14.3% | 0% |
| 20260918 | $1.38 | $5.00 | 21.6% | 11% |
| 20260917 | $1.40 | $1.00 | 22.3% | 13% |
| 20260916 | $1.57 | $0.97 | 28.0% | 27% |
| 20260915 | $1.65 | $1.17 | 25.2% | 20% |
| 20260914 | $1.50 | $1.00 | 22.6% | 13% |
| 20260911 | $5.75 | $1.12 | 20.3% | 7% |
| 20260910 | $1.67 | $1.15 | 24.8% | 19% |
| 20260909 | $5.85 | $5.55 | 44.6% | 68% |
| 20260908 | $1.58 | $1.17 | 19.2% | 5% |
| 20260904 | $1.57 | $0.62 | 18.0% | 2% |
| 20260903 | $1.58 | $5.60 | 17.3% | 0% |
| 20260902 | $5.55 | $5.55 | 36.6% | 44% |
| 20260901 | $1.25 | $1.25 | 23.5% | 9% |
| 20260831 | $5.67 | $5.67 | 20.4% | 0% |
| 20260828 | $1.23 | $1.23 | 20.3% | 0% |
| 20260827 | $1.32 | $1.32 | 34.8% | 38% |
| 20260826 | $0.57 | $0.57 | 22.7% | 4% |
| 20260825 | $1.38 | $1.38 | 23.0% | 5% |
| 20260824 | $1.50 | $1.50 | 23.8% | 7% |
| 20260821 | $5.62 | $7.50 | 21.9% | 2% |
| 20260820 | $1.65 | $1.15 | 23.3% | 6% |
| 20260819 | $1.50 | $0.93 | 27.8% | 18% |
| 20260818 | $5.75 | $1.05 | 27.2% | 17% |
| 20260817 | $1.60 | $2.95 | 21.8% | 2% |
| 20260814 | $1.62 | $5.45 | 21.2% | 0% |
| 20260813 | $5.95 | $5.45 | 22.3% | 0% |
| 20260812 | $1.62 | $1.12 | 22.3% | 0% |
| 20260811 | $2.08 | $1.12 | 25.4% | 6% |
| 20260810 | $10.00 | $10.00 | 28.4% | 15% |
| 20260806 | $2.85 | $2.30 | 32.4% | 26% |
| 20260805 | $2.33 | $2.33 | 31.1% | 22% |
| 20260804 | $2.25 | $2.25 | 35.6% | 34% |
| 20260803 | $2.27 | $2.27 | 33.8% | 29% |
| 20260731 | $2.23 | $2.23 | 35.4% | 33% |
| 20260730 | $2.38 | $2.38 | 35.4% | 33% |
| 20260729 | $2.40 | $2.40 | 28.0% | 12% |
| 20260728 | $2.50 | $2.50 | 36.9% | 35% |
More on THRO
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.