iShares Gold Trust (IAU) Expected Move

Tracking the IAU expected move helps you see how far iShares Gold Trust's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. iShares Gold Trust's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the IAU expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For IAU, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The IAU expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks iShares Gold Trust is unlikely to go.

The iShares Gold Trust (the 'Trust') seeks to reflect generally the performance of the price of gold. The iShares Gold Trust is not an investment company registered under the Investment Company Act of 1940, and therefore is not subject to the same regulatory requirements as mutual funds or ETFs registered under the Investment Company Act of 1940. The Trust is not a commodity pool for purposes of the Commodity Exchange Act. Before making an investment decision, you should carefully consider the risk factors and other information included in the prospectus.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the IAU expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The iShares Gold Trust expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about IAU.