USCI · Expected Move
US Commodity Index · ETF
The expected move for USCI 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).
USCI 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 USCI Expected Move
30-Day Straddle
$5.90
7-Day Straddle
$5.90
30-Day ATM IV
23.8%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to USCI'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.
USCI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.90 | $5.90 | 23.8% | 21% |
| 20261021 | $6.10 | $6.10 | 24.2% | 21% |
| 20261020 | $6.45 | $6.45 | 24.3% | 21% |
| 20261019 | $0.00 | $0.00 | 42.8% | 60% |
| 20261016 | $11.07 | $5.28 | 40.8% | 56% |
| 20261015 | $12.32 | $4.95 | 44.5% | 64% |
| 20261014 | $11.48 | $5.00 | 41.5% | 58% |
| 20261013 | $12.45 | $2.95 | 43.6% | 62% |
| 20261012 | $12.90 | $4.90 | 44.8% | 65% |
| 20260302 | $6.47 | $6.47 | 33.8% | 41% |
| 20260227 | $5.00 | $5.00 | 31.2% | 36% |
| 20260226 | $4.55 | $4.55 | 34.8% | 44% |
| 20260225 | $7.88 | $7.88 | 47.0% | 69% |
| 20260224 | $4.78 | $4.78 | 34.3% | 42% |
| 20260223 | $8.45 | $8.45 | 48.6% | 73% |
| 20260221 | $8.22 | $8.22 | — | — |
| 20260220 | $8.22 | $0.85 | 26.3% | 26% |
| 20260219 | $5.10 | $5.48 | 34.1% | 42% |
| 20260218 | $8.15 | $1.33 | 41.1% | 57% |
| 20260217 | $11.10 | $5.65 | 52.1% | 80% |
| 20260213 | $11.25 | $10.18 | 55.8% | 88% |
| 20260212 | $12.35 | $6.65 | 61.7% | 100% |
| 20260211 | $11.52 | $7.02 | 53.8% | 100% |
| 20260210 | $4.88 | $2.55 | 23.0% | 73% |
| 20260209 | $5.25 | $2.97 | 25.1% | 91% |
| 20260206 | $5.42 | $3.33 | 25.1% | 91% |
| 20260205 | $5.62 | $3.72 | 25.8% | 96% |
| 20260204 | $3.90 | $3.90 | 25.8% | 96% |
| 20260203 | $3.52 | $3.52 | 23.0% | 73% |
| 20260202 | $3.55 | $3.55 | 23.4% | 76% |
| 20260130 | $4.45 | $4.45 | 25.7% | 95% |
| 20260129 | $4.97 | $4.97 | 26.3% | 100% |
| 20260128 | $3.90 | $3.90 | 20.9% | 100% |
| 20260127 | $3.75 | $3.75 | 20.5% | 100% |
| 20260126 | $3.70 | $3.70 | 20.3% | 100% |
| 20260123 | $3.75 | $3.75 | 20.2% | 100% |
| 20260122 | $3.33 | $3.33 | 18.0% | 65% |
| 20260121 | $3.52 | $3.52 | 19.0% | 81% |
| 20260120 | $3.42 | $3.42 | 18.3% | 69% |
| 20260116 | $3.47 | $0.65 | 17.4% | 54% |
| 20260115 | $3.58 | $1.88 | 17.5% | 56% |
| 20260114 | $3.75 | $1.75 | 17.9% | 64% |
| 20260113 | $3.40 | $1.60 | 16.8% | 45% |
| 20260112 | $3.62 | $1.52 | 17.3% | 52% |
| 20260109 | $3.62 | $1.82 | 17.0% | 48% |
| 20260108 | $3.42 | $1.85 | 16.1% | 34% |
| 20260107 | $3.33 | $2.10 | 15.7% | 27% |
| 20260106 | $3.28 | $2.03 | 15.2% | 19% |
| 20260105 | $3.25 | $1.60 | 14.7% | 10% |
| 20260102 | $2.55 | $2.55 | 17.9% | 64% |
| 20251231 | $2.38 | $2.38 | 16.7% | 43% |
| 20251230 | $1.93 | $1.93 | 14.7% | 12% |
| 20251229 | $2.33 | $2.33 | 15.6% | 25% |
| 20251226 | $2.47 | $2.47 | 15.7% | 27% |
| 20251224 | $2.83 | $2.83 | 17.9% | 62% |
| 20251223 | $2.25 | $2.25 | 15.4% | 23% |
| 20251222 | $3.00 | $3.00 | 17.2% | 51% |
| 20251219 | $3.27 | $1.18 | 17.9% | 64% |
| 20251218 | $2.58 | $0.93 | 16.4% | 38% |
| 20251217 | $3.45 | $1.00 | 19.0% | 81% |
More on USCI
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.