iShares US Small Cap Value Factor ETF

SVALCBOE · USD
42.17USD0.00 (-0.68%)

iShares US Small Cap Value Factor ETF (SVAL) Implied Volatility Current

SVAL implied volatility is 21%. IV Rank is 10%, placing current premiums in the bottom of their 52-week range.

Read more

Tracking SVAL implied volatility helps you identify when options premiums on iShares US Small Cap Value Factor ETF are historically cheap or expensive, and where the best trades are hiding. iShares US Small Cap Value Factor ETF implied volatility reflects the market's expectation of future price movement: when SVAL IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor iShares US Small Cap Value Factor ETF's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For SVAL, tracking metrics like SVAL IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on SVAL signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

The iShares US Small Cap Value Factor ETF seeks to track the investment results of an index composed of U.S. small-capitalization stocks with prominent value characteristics.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where SVAL implied volatility sits today versus where it has been. Our scanner ranks iShares US Small Cap Value Factor ETF implied volatility against its historical range, surfaces extremes in SVAL IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether iShares US Small Cap Value Factor ETF IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
9.52%IV Rank
Low

IV is compressed vs the past year - options are relatively cheap, favoring buyers.

Implied Volatility (30d)20.94%

IV Rank9.52%

Historical Volatility (30d)9.58%

IV - HV+11.36%

As of September 18, 2026

Trade options with IV on your side

Track SVAL IV rank across every expiration, spot where volatility is elevated, and identify high-probability setups before the window closes.

Start your 14-day free trial