USMV · Expected Move
iShares MSCI USA Min Vol Factor ETF · ETF
The expected move for USMV 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).
USMV 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 USMV Expected Move
30-Day Straddle
$2.65
7-Day Straddle
$2.65
30-Day ATM IV
10.1%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to USMV'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.
USMV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.65 | $2.65 | 10.1% | 6% |
| 20261021 | $3.40 | $3.40 | 12.5% | 21% |
| 20261020 | $2.40 | $2.40 | 11.1% | 12% |
| 20261019 | $2.00 | $2.00 | 10.1% | 6% |
| 20261016 | $3.08 | $1.90 | 12.6% | 22% |
| 20261015 | $2.80 | $1.05 | 10.2% | 6% |
| 20261014 | $2.60 | $0.97 | 10.1% | 6% |
| 20261013 | $2.62 | $1.57 | 10.2% | 6% |
| 20261012 | $2.80 | $0.95 | 10.6% | 9% |
| 20261009 | $2.85 | $1.02 | 10.3% | 7% |
| 20261008 | $3.03 | $1.38 | 11.1% | 12% |
| 20261007 | $3.12 | $1.48 | 10.7% | 9% |
| 20261006 | $3.17 | $1.38 | 11.3% | 13% |
| 20261005 | $3.25 | $1.20 | 11.4% | 14% |
| 20261002 | $1.45 | $1.45 | 14.3% | 32% |
| 20261001 | $1.82 | $1.82 | 11.9% | 17% |
| 20260930 | $1.98 | $1.98 | 17.0% | 50% |
| 20260929 | $1.90 | $1.90 | 16.0% | 43% |
| 20260928 | $1.85 | $1.85 | 11.6% | 15% |
| 20260925 | $2.00 | $2.00 | 10.9% | 11% |
| 20260924 | $2.15 | $2.15 | 11.3% | 13% |
| 20260923 | $2.15 | $2.15 | 14.2% | 32% |
| 20260922 | $2.15 | $2.15 | 11.1% | 12% |
| 20260921 | $1.95 | $1.95 | 11.4% | 14% |
| 20260918 | $2.50 | $0.97 | 11.0% | 11% |
| 20260917 | $2.38 | $0.75 | 18.3% | 58% |
| 20260916 | $4.07 | $1.73 | 20.2% | 70% |
| 20260915 | $2.85 | $1.85 | 13.4% | 27% |
| 20260914 | $3.15 | $1.73 | 13.1% | 25% |
| 20260911 | $3.08 | $1.62 | 19.8% | 68% |
| 20260910 | $2.52 | $0.95 | 10.2% | 6% |
| 20260909 | $2.88 | $2.00 | 11.0% | 11% |
| 20260908 | $2.12 | $1.95 | 19.0% | 63% |
| 20260904 | $2.55 | $1.88 | 16.1% | 44% |
| 20260903 | $3.15 | $2.45 | 12.2% | 19% |
| 20260902 | $2.53 | $2.53 | 15.7% | 42% |
| 20260901 | $2.55 | $2.55 | 12.2% | 19% |
| 20260831 | $1.70 | $1.70 | 11.7% | 16% |
| 20260828 | $2.60 | $2.60 | 12.0% | 18% |
| 20260827 | $2.88 | $2.88 | 12.9% | 24% |
| 20260826 | $2.00 | $2.00 | 10.7% | 9% |
| 20260825 | $2.00 | $2.00 | 10.3% | 7% |
| 20260824 | $1.75 | $1.75 | 9.2% | 0% |
| 20260821 | $2.10 | $7.88 | 9.3% | 0% |
| 20260820 | $3.55 | $0.78 | 14.3% | 33% |
| 20260819 | $2.35 | $0.93 | 9.8% | 3% |
| 20260818 | $3.05 | $1.65 | 11.6% | 15% |
| 20260817 | $2.73 | $1.07 | 10.3% | 7% |
| 20260814 | $2.65 | $1.02 | 20.8% | 74% |
| 20260813 | $2.40 | $1.55 | 9.3% | 0% |
| 20260812 | $2.85 | $1.18 | 11.2% | 10% |
| 20260811 | $3.03 | $1.25 | 10.9% | 9% |
| 20260810 | $2.65 | $1.55 | 10.0% | 3% |
| 20260807 | — | — | 15.6% | 40% |
| 20260806 | $3.08 | $1.52 | 10.8% | 8% |
| 20260805 | $1.77 | $1.77 | 10.4% | 5% |
| 20260804 | $2.30 | $2.30 | 11.8% | 15% |
| 20260803 | $2.08 | $2.08 | 10.5% | 6% |
| 20260731 | $2.50 | $2.50 | 12.5% | 19% |
| 20260730 | $1.82 | $1.82 | 18.8% | 60% |
More on USMV
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.