What is IEF's IV rank?

At the last close, IEF's IV rank was 50 with 30-day implied volatility of 6.9%. IV sits 50% of the way from its one-year low to its one-year high. Its IV percentile was 81: IV is higher than 81% of the past year's readings.

What is the expected move for IEF?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $1.69 (1.9%), a range of $88.35 to $91.73. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on IEF?

At the last close, these OptionClaws preset screens had passing trades on IEF: Bear Put Spreads Below the 200-Day (70), Long Call Butterflies for Pinning (20), Married Put Protection (8). Open a screen in the app to see the individual trades, refreshed intraday.

Is IEF option volume above average?

At the last close, IEF option volume was 0.8x its average, close to normal.

IEF options: IV rank, expected move and trade screens

ETFETF

In the app, stock prices are live and options data is refreshed intraday.

IEF last closed at $90.04 with 30-day implied volatility of 6.9%. That is in the lower half of its one-year range (IV rank 50), so premiums are on the modest side for IEF. Measured by IV percentile, IV is higher than 81% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $1.69, or 1.9%.

The price is below both its 50-day (-0.6%) and 200-day (-3.9%) moving averages. It is trading within 1.3% of its 52-week low. The 14-day RSI of 39.3 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.49, about 0.5% of the price, a measure of a typical day's range.

Option volume at the close (31.6K contracts) was 0.8x its average, close to normal. A beta of 0.10 means IEF has tended to move about 0.1 times as much as the broad market. 3 of our preset screens found trades on IEF at the close, led by Bear Put Spreads Below the 200-Day with 70 trades.

IEF stats at the close

Price: $90.04
Implied volatility: 6.9%; 30-day, at the money
IV rank: 50; IV sits 50% of the way from its one-year low to its one-year high.
IV percentile: 81; IV is higher than 81% of the past year's readings.
ATR (14-day): $0.49; 0.5% of the price on a typical day
RSI (14-day): 39.3; Between 30 and 70, neutral
52-week range: -8.1% from high; +1.3% from the 52-week low
Moving averages: -0.6% vs 50-day; -3.9% vs the 200-day
Beta: 0.10; Sensitivity to the broad market
Option volume: 0.8x avg; 31.6K contracts vs 38.7K average

IEF expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 16, 20263 days	4.3%	±$0.35 (0.4%)	$89.69 to $90.39	$0.29
Dec 11, 202628 days	6.8%	±$1.69 (1.9%)	$88.35 to $91.73	$1.38
Jan 15, 202763 days	6.9%	±$2.56 (2.8%)	$87.48 to $92.60	$2.13

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for IEF from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bear Put Spreads Below the 200-Day

Bear Put Spread

70 trades pass on IEF

Return on risk: 8.1% to 409.6%
Probability of profit: 26.7% to 80.4%

Bear put spread screener

Long Call Butterflies for Pinning

Call Butterfly

20 trades pass on IEF

Return on risk: 69.5% to 566.7%
Probability of profit: 19.3% to 69.7%

Butterfly spread screener

Married Put Protection

Married Put

8 trades pass on IEF

Probability of profit: 36.3% to 52.1%

Married put screener

IEF options FAQ

What is IEF's IV rank?: At the last close, IEF's IV rank was 50 with 30-day implied volatility of 6.9%. IV sits 50% of the way from its one-year low to its one-year high. Its IV percentile was 81: IV is higher than 81% of the past year's readings.
What is the expected move for IEF?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $1.69 (1.9%), a range of $88.35 to $91.73. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on IEF?: At the last close, these OptionClaws preset screens had passing trades on IEF: Bear Put Spreads Below the 200-Day (70), Long Call Butterflies for Pinning (20), Married Put Protection (8). Open a screen in the app to see the individual trades, refreshed intraday.
Is IEF option volume above average?: At the last close, IEF option volume was 0.8x its average, close to normal.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.