CEW · Expected Move

WisdomTree Emerging Currency Strategy Fund · ETF

The expected move for CEW 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).

CEW 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 CEW Expected Move
30-Day Straddle
$1.25
7-Day Straddle
$1.35
30-Day ATM IV
14.0%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to CEW'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.
CEW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $1.25 $1.35 14.0% 3%
20261008 $1.25 $1.20 13.9% 3%
20261007 $1.25 $1.20 23.9% 26%
20261006 $1.75 $1.57 13.1% 1%
20261005 $1.25 $1.20 15.3% 6%
20261002 $1.25 $1.25 24.3% 27%
20261001 $1.70 $1.70 27.9% 35%
20260930 $1.62 $1.62 20.9% 19%
20260929 $1.67 $1.67 30.2% 41%
20260928 $1.10 $1.10 20.7% 19%
20260925 $1.62 $1.62 26.2% 31%
20260924 $1.67 $1.67 40.9% 65%
20260923 $1.15 $1.15 33.2% 48%
20260922 $1.60 $1.60 28.9% 37%
20260921 $0.50 $0.50 29.1% 38%
20260918 $1.20 $1.20 24.5% 28%
20260917 $1.18 $0.50 14.2% 4%
20260916 $1.40 $1.40 26.0% 31%
20260915 $1.70 $1.68 24.0% 26%
20260914 $1.70 $1.65 14.2% 4%
20260911 $1.18 $0.50 22.1% 22%
20260910 $1.73 $0.50 27.5% 34%
20260909 $1.75 $1.65 33.5% 48%
20260908 $1.75 $1.60 29.5% 39%
20260904 $1.77 $1.10 34.5% 50%
20260903 $1.82 $1.62 38.7% 60%
20260902 $1.62 $1.62 28.4% 36%
20260901 $1.10 $1.10 21.0% 19%
20260831 $1.68 $1.68 28.7% 37%
20260828 $1.65 $1.65 28.8% 37%
20260827 $0.50 $0.50 45.6% 76%
20260826 $1.62 $1.62 29.3% 38%
20260825 $0.50 $0.50 46.1% 77%
20260824 $1.65 $1.65 38.6% 60%
20260821 $1.12 $1.05 39.1% 61%
20260820 $1.67 $1.68 45.7% 76%
20260819 $1.73 $1.68 45.9% 77%
20260818 $1.77 $1.75 45.5% 76%
20260817 $1.77 $1.75 44.7% 74%
20260814 $1.20 $0.50 42.0% 68%
20260813 $1.20 $1.20 27.9% 35%
20260812 $1.23 $1.18 12.6% 0%
20260811 $1.20 $1.15 21.0% 8%
20260810 $1.35 $1.20 22.5% 12%
20260807 — — 22.6% 15%
20260806 $0.55 $0.50 18.9% 7%
20260805 $0.50 $0.50 18.9% 7%
20260804 $0.95 $0.95 47.7% 80%
20260803 $0.97 $0.97 50.0% 86%
20260731 $1.02 $1.02 33.1% 46%
20260730 $1.27 $1.27 32.0% 43%
20260729 $1.27 $1.27 25.7% 28%
20260728 $0.68 $0.68 26.4% 30%
20260727 $1.42 $1.42 52.3% 91%
20260724 $1.10 $1.10 55.0% 97%
20260723 $1.10 $1.10 36.4% 54%
20260722 $0.62 $0.62 56.1% 100%
20260721 $1.10 $1.10 21.3% 17%
20260720 $1.25 $1.25 29.5% 34%
20260716 $1.23 $0.65 19.7% 13%

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.