USXF · Expected Move

iShares ESG Advanced MSCI USA ETF · ETF

The expected move for USXF 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).

USXF straddle price & implied vol

60 sessions

Bars: 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 USXF Expected Move
30-Day Straddle
$3.60
7-Day Straddle
$3.60
30-Day ATM IV
30.0%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to USXF'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.
USXF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $3.60 $3.60 30.0% 62%
20261020 $3.73 $3.73 29.3% 54%
20261019 $3.95 $3.95 29.6% 58%
20261016 $3.75 $5.00 31.8% 81%
20261015 $3.70 $2.28 24.4% 0%
20261014 $3.95 $2.42 27.9% 26%
20261013 $3.95 $2.45 27.5% 22%
20261012 $4.25 $2.67 27.4% 21%
20261009 $4.20 $2.67 31.4% 74%
20261008 $4.20 $2.67 30.8% 75%
20261007 $4.75 $2.88 29.4% 61%
20261006 $4.45 $2.88 28.7% 54%
20261005 $4.40 $3.02 29.2% 60%
20261002 $3.12 $3.12 31.3% 79%
20261001 $3.10 $3.10 30.9% 76%
20260930 $3.25 $3.25 31.2% 78%
20260929 $3.30 $3.30 31.1% 78%
20260928 $3.30 $3.30 30.7% 74%
20260925 $3.40 $3.40 31.3% 80%
20260924 $3.35 $3.35 30.9% 75%
20260923 $3.60 $3.60 31.2% 78%
20260922 $3.85 $3.85 32.4% 90%
20260921 $3.80 $3.80 32.0% 86%
20260918 $4.10 $5.00 32.2% 88%
20260917 $5.00 $5.00 31.6% 82%
20260916 $3.80 $2.95 27.6% 44%
20260915 $4.10 $3.35 27.7% 45%
20260914 $4.15 $3.30 26.9% 38%
20260911 $4.20 $3.15 30.0% 67%
20260910 $4.45 $3.40 28.2% 50%
20260909 $4.35 $3.55 30.6% 73%
20260908 $4.40 $3.50 30.7% 73%
20260904 $4.35 $3.40 30.8% 74%
20260903 $4.25 $3.23 30.7% 74%
20260902 $3.60 $3.60 29.4% 61%
20260901 $3.60 $3.60 29.6% 63%
20260831 $3.70 $3.70 30.7% 74%
20260828 $3.60 $3.60 30.9% 75%
20260827 $3.80 $3.80 30.8% 75%
20260826 $3.80 $3.80 31.2% 79%
20260825 $3.90 $3.90 31.3% 80%
20260824 $3.85 $3.85 30.2% 69%
20260821 $3.85 $5.00 30.5% 72%
20260820 $3.90 $2.83 31.0% 77%
20260819 $3.75 $2.33 30.7% 58%
20260818 $3.85 $2.92 30.4% 54%
20260817 $4.10 $2.08 27.6% 29%
20260814 $4.05 $2.08 26.1% 20%
20260813 $4.15 $2.40 25.9% 18%
20260812 $4.30 $2.20 26.7% 24%
20260811 $4.88 $3.20 31.3% 53%
20260810 $4.45 $3.23 28.2% 33%
20260807 — — 26.6% 23%
20260806 $4.50 $3.40 30.2% 46%
20260805 $3.50 $3.50 29.4% 37%
20260804 $3.17 $3.17 28.2% 30%
20260803 $3.10 $3.10 30.9% 46%
20260731 $3.50 $3.50 30.8% 45%
20260730 $3.75 $3.75 31.1% 45%
20260729 $3.93 $3.93 30.9% 44%

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.