XVV · Expected Move

iShares ESG Select Screened S&P 500 ETF · ETF

The expected move for XVV 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).

XVV 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 XVV Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
30-Day ATM IV
14.3%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to XVV'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.
XVV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.77 $1.77 14.3% 3%
20261020 $1.77 $1.77 15.1% 6%
20261019 $2.15 $2.15 15.3% 7%
20261016 $2.15 $3.03 15.7% 8%
20261015 $1.88 $1.05 13.5% 0%
20261014 $1.88 $1.08 14.4% 1%
20261013 $3.70 $3.15 18.3% 17%
20261012 $2.12 $1.25 14.0% 0%
20261009 $2.17 $1.32 15.4% 4%
20261008 $2.10 $1.25 15.7% 5%
20261007 $2.25 $1.38 15.6% 5%
20261006 $2.45 $1.48 16.2% 7%
20261005 $2.25 $1.35 15.8% 5%
20261002 $1.38 $1.38 15.9% 6%
20261001 $1.50 $1.50 15.9% 6%
20260930 $1.65 $1.65 16.4% 8%
20260929 $1.58 $1.58 29.4% 58%
20260928 $1.73 $1.73 16.0% 6%
20260925 $1.57 $1.57 15.2% 3%
20260924 $1.65 $1.65 15.1% 3%
20260923 $1.50 $1.50 16.4% 8%
20260922 $1.62 $1.62 16.4% 8%
20260921 $1.50 $1.50 16.2% 7%
20260918 $1.70 $3.00 14.8% 1%
20260917 $1.68 $1.05 14.4% 0%
20260916 $1.73 $1.07 20.6% 24%
20260915 $1.82 $1.20 17.3% 11%
20260914 $1.85 $1.25 14.6% 1%
20260911 $1.85 $1.27 16.6% 9%
20260910 $1.95 $1.40 18.5% 16%
20260909 $2.02 $1.45 24.0% 37%
20260908 $1.85 $1.38 19.4% 19%
20260904 $1.92 $1.38 15.5% 4%
20260903 $1.98 $1.40 15.0% 2%
20260902 $1.42 $1.42 20.2% 22%
20260901 $3.17 $3.17 20.9% 25%
20260831 $1.50 $1.50 17.4% 11%
20260828 $1.48 $1.48 14.9% 2%
20260827 $1.52 $1.52 14.4% 0%
20260826 $1.62 $1.62 20.1% 11%
20260825 $1.65 $1.65 19.0% 6%
20260824 $1.80 $1.80 21.4% 17%
20260821 $1.70 $3.15 19.2% 7%
20260820 $1.90 $0.95 23.7% 27%
20260819 $1.68 $1.05 17.7% 0%
20260818 $1.82 $1.18 18.7% 1%
20260817 $1.77 $1.10 24.5% 28%
20260814 $1.95 $1.20 21.5% 14%
20260813 $1.85 $1.23 18.5% 0%
20260812 $2.00 $1.25 24.3% 0%
20260811 $2.00 $1.23 25.8% 5%
20260810 $3.35 $2.55 32.2% 47%
20260807 — — 31.6% 35%
20260806 $3.45 $2.70 32.9% 40%
20260805 $2.62 $2.62 33.5% 43%
20260804 $2.55 $2.55 32.7% 39%
20260803 $2.60 $2.60 34.3% 48%
20260731 $2.75 $2.75 34.9% 51%
20260730 $2.77 $2.77 32.3% 37%
20260729 $2.88 $2.88 28.2% 16%

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.