TIP · Expected Move
iShares TIPS Bond ETF · ETF
The expected move for TIP 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).
TIP 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 TIP Expected Move
30-Day Straddle
$3.02
7-Day Straddle
$3.02
30-Day ATM IV
9.5%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to TIP'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.
TIP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.02 | $3.02 | 9.5% | 55% |
| 20261020 | $1.50 | $1.50 | 5.4% | 14% |
| 20261019 | $1.55 | $1.55 | 5.8% | 19% |
| 20261016 | $1.70 | $0.50 | 6.0% | 21% |
| 20261015 | $1.23 | $1.90 | 5.9% | 19% |
| 20261014 | $1.48 | $0.38 | 5.7% | 17% |
| 20261013 | $1.52 | $0.60 | 5.7% | 17% |
| 20261012 | $1.60 | $0.70 | 8.5% | 45% |
| 20261009 | $1.65 | $1.07 | 5.8% | 18% |
| 20261008 | $1.57 | $0.95 | 5.6% | 16% |
| 20261007 | $1.45 | $0.82 | 5.2% | 13% |
| 20261006 | $1.83 | $0.75 | 6.0% | 20% |
| 20261005 | $2.23 | $0.82 | 7.3% | 33% |
| 20261002 | $1.00 | $1.00 | 7.2% | 32% |
| 20261001 | $0.85 | $0.85 | 6.7% | 28% |
| 20260930 | $1.15 | $1.15 | 7.5% | 35% |
| 20260929 | $1.10 | $1.10 | 6.5% | 25% |
| 20260928 | $1.38 | $1.38 | 7.1% | 32% |
| 20260925 | $1.23 | $1.23 | 6.1% | 21% |
| 20260924 | $2.08 | $2.08 | 9.1% | 51% |
| 20260923 | $1.38 | $1.38 | 6.1% | 21% |
| 20260922 | $0.90 | $0.90 | 4.7% | 8% |
| 20260921 | $0.97 | $0.97 | 7.3% | 34% |
| 20260918 | $3.52 | $0.45 | 12.1% | 81% |
| 20260917 | $1.15 | $0.50 | 5.0% | 11% |
| 20260916 | $1.27 | $1.43 | 4.9% | 9% |
| 20260915 | $1.98 | $2.75 | 5.1% | 11% |
| 20260914 | $1.50 | $0.65 | 6.0% | 20% |
| 20260911 | $1.23 | $0.62 | 4.8% | 8% |
| 20260910 | $1.75 | $0.80 | 6.1% | 21% |
| 20260909 | $1.23 | $0.75 | 4.7% | 7% |
| 20260908 | $1.23 | $0.57 | 4.4% | 5% |
| 20260904 | $2.88 | $0.93 | 5.9% | 19% |
| 20260903 | $1.50 | $0.75 | 5.3% | 14% |
| 20260902 | $0.75 | $0.75 | 4.7% | 7% |
| 20260901 | $0.82 | $0.82 | 4.7% | 7% |
| 20260831 | $1.20 | $1.20 | 5.6% | 16% |
| 20260828 | $0.80 | $0.80 | 4.0% | 0% |
| 20260827 | $1.25 | $1.25 | 6.5% | 23% |
| 20260826 | $2.05 | $2.05 | 6.3% | 22% |
| 20260825 | $0.82 | $0.82 | 4.4% | 2% |
| 20260824 | $0.95 | $0.95 | 4.4% | 2% |
| 20260821 | $1.30 | $0.30 | 5.5% | 13% |
| 20260820 | $1.57 | $2.42 | 5.9% | 17% |
| 20260819 | $0.90 | $1.58 | 5.0% | 8% |
| 20260818 | $1.20 | $0.33 | 4.8% | 6% |
| 20260817 | $0.97 | $0.57 | 5.1% | 9% |
| 20260814 | $1.38 | $1.35 | 5.1% | 9% |
| 20260813 | $1.25 | $1.10 | 5.1% | 9% |
| 20260812 | $1.43 | $0.55 | 14.0% | 100% |
| 20260811 | $1.23 | $1.10 | 4.4% | 2% |
| 20260810 | $1.33 | $0.65 | 4.7% | 6% |
| 20260807 | — | — | 7.7% | 44% |
| 20260806 | $1.43 | $0.90 | 4.9% | 8% |
| 20260805 | $1.32 | $1.32 | 5.6% | 18% |
| 20260804 | $0.85 | $0.85 | 4.6% | 5% |
| 20260803 | $0.88 | $0.88 | 5.0% | 9% |
| 20260731 | $1.35 | $1.35 | 5.9% | 22% |
| 20260730 | $1.20 | $1.20 | 5.1% | 11% |
| 20260729 | $1.27 | $1.27 | 5.3% | 14% |
More on TIP
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.