ACWI · Expected Move

iShares MSCI ACWI ETF · ETF

The expected move for ACWI 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).

ACWI 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 ACWI Expected Move
30-Day Straddle
$5.12
7-Day Straddle
$5.12
30-Day ATM IV
14.1%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to ACWI'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.
ACWI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $5.12 $5.12 14.1% 38%
20261020 $5.17 $5.17 13.8% 34%
20261019 $6.35 $6.35 16.8% 57%
20261016 $6.18 $1.98 15.9% 48%
20261015 $5.33 $1.85 13.3% 22%
20261014 $5.97 $1.40 14.5% 34%
20261013 $5.45 $2.33 13.4% 24%
20261012 $5.22 $2.50 13.3% 22%
20261009 $6.50 $2.55 14.7% 36%
20261008 $5.85 $2.10 13.4% 23%
20261007 $5.95 $2.80 13.5% 24%
20261006 $5.95 $3.12 13.1% 20%
20261005 $6.25 $2.88 13.4% 23%
20261002 $2.67 $2.67 12.9% 18%
20261001 $3.48 $3.48 13.9% 28%
20260930 $3.08 $3.08 13.5% 24%
20260929 $3.73 $3.73 13.8% 27%
20260928 $3.72 $3.72 13.8% 27%
20260925 $3.95 $3.95 13.2% 21%
20260924 $3.50 $3.50 12.6% 15%
20260923 $3.65 $3.65 12.3% 13%
20260922 $4.62 $4.62 12.7% 17%
20260921 $5.43 $5.43 13.8% 27%
20260918 $4.80 $1.50 13.6% 25%
20260917 $4.75 $2.17 13.5% 25%
20260916 $5.67 $2.35 15.5% 44%
20260915 $5.90 $1.90 15.8% 47%
20260914 $5.45 $2.20 14.6% 35%
20260911 $5.90 $2.60 14.8% 37%
20260910 $5.30 $2.95 13.7% 27%
20260909 $5.30 $3.05 13.1% 20%
20260908 $5.62 $3.55 13.3% 22%
20260904 $6.25 $2.72 12.0% 10%
20260903 $6.62 $3.08 12.5% 14%
20260902 $3.27 $3.27 13.1% 21%
20260901 $3.40 $3.40 13.0% 20%
20260831 $3.50 $3.50 15.5% 44%
20260828 $3.23 $3.23 12.0% 10%
20260827 $4.10 $4.10 12.3% 12%
20260826 $4.78 $4.78 14.1% 30%
20260825 $4.12 $4.12 12.8% 17%
20260824 $4.55 $4.55 13.8% 27%
20260821 $4.78 $1.00 13.6% 25%
20260820 $5.38 $1.18 14.8% 37%
20260819 $4.17 $1.50 11.0% 0%
20260818 $4.58 $1.25 12.2% 4%
20260817 $4.65 $2.20 11.9% 0%
20260814 $4.78 $1.57 11.9% 0%
20260813 $5.10 $2.28 12.8% 0%
20260812 $5.55 $2.95 13.6% 2%
20260811 $6.22 $3.17 14.9% 12%
20260810 $5.85 $2.85 13.7% 3%
20260807 — — 13.3% 0%
20260806 $6.65 $3.57 14.5% 8%
20260805 $3.83 $3.83 14.3% 6%
20260804 $3.72 $3.72 15.0% 11%
20260803 $3.90 $3.90 14.7% 9%
20260731 $4.53 $4.53 15.4% 14%
20260730 $4.53 $4.53 15.0% 11%
20260729 $5.77 $5.77 17.7% 31%

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.