EES · Expected Move
WisdomTree U.S. SmallCap Fund · ETF
The expected move for EES 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).
EES straddle price & implied vol
60 sessionsBars: 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 EES Expected Move
30-Day Straddle
$3.40
7-Day Straddle
$3.40
30-Day ATM IV
33.8%
IV Rank
98%
Implied one-standard-deviation move through the next 30 days. Compare to EES'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.
EES Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.40 | $3.40 | 33.8% | 98% |
| 20261021 | $1.70 | $1.70 | 33.9% | 100% |
| 20261020 | $3.35 | $3.35 | 32.1% | 84% |
| 20261019 | $1.70 | $1.70 | 27.0% | 41% |
| 20261016 | $3.45 | $4.00 | 25.9% | 32% |
| 20261015 | $3.55 | $2.35 | 29.0% | 58% |
| 20261014 | $3.60 | $2.33 | 25.9% | 32% |
| 20261013 | $3.75 | $2.55 | 27.5% | 46% |
| 20261012 | $3.80 | $2.55 | 27.1% | 42% |
| 20261009 | $3.95 | $2.65 | 28.5% | 54% |
| 20261008 | $3.85 | $2.60 | 27.9% | 49% |
| 20261007 | $4.00 | $2.70 | 26.4% | 36% |
| 20261006 | $3.95 | $2.65 | 31.9% | 82% |
| 20261005 | $3.80 | $2.60 | 32.7% | 90% |
| 20261002 | $2.83 | $2.83 | 29.4% | 62% |
| 20261001 | $2.83 | $2.83 | 26.9% | 41% |
| 20260930 | $2.98 | $2.98 | 22.1% | 0% |
| 20260929 | $2.98 | $2.98 | 24.8% | 22% |
| 20260928 | $3.05 | $3.05 | 24.3% | 16% |
| 20260925 | $3.05 | $3.05 | 26.0% | 29% |
| 20260924 | $3.02 | $3.02 | 26.1% | 30% |
| 20260923 | $3.15 | $3.15 | 31.6% | 71% |
| 20260922 | $3.12 | $3.12 | 26.6% | 34% |
| 20260921 | $3.25 | $3.25 | 26.1% | 30% |
| 20260918 | $3.60 | $3.60 | 25.5% | 25% |
| 20260917 | $3.70 | $2.80 | 27.6% | 41% |
| 20260916 | $3.60 | $2.52 | 26.3% | 31% |
| 20260915 | $3.90 | $3.03 | 26.7% | 34% |
| 20260914 | $3.85 | $3.00 | 25.9% | 28% |
| 20260911 | $3.95 | $3.08 | 28.1% | 45% |
| 20260910 | $4.05 | $3.25 | 27.8% | 42% |
| 20260909 | $3.95 | $3.15 | 27.9% | 43% |
| 20260908 | $4.10 | $3.15 | 28.3% | 46% |
| 20260904 | $4.10 | $3.20 | 28.3% | 46% |
| 20260903 | $4.25 | $3.30 | 28.9% | 51% |
| 20260902 | $3.25 | $3.25 | 29.7% | 57% |
| 20260901 | $3.33 | $3.33 | 28.7% | 49% |
| 20260831 | $3.35 | $3.35 | 29.1% | 53% |
| 20260828 | $3.38 | $3.38 | 29.0% | 51% |
| 20260827 | $3.55 | $3.55 | 28.7% | 49% |
| 20260826 | $3.80 | $3.80 | 30.3% | 61% |
| 20260825 | $3.85 | $3.85 | 30.3% | 61% |
| 20260824 | $3.90 | $3.90 | 30.8% | 65% |
| 20260821 | $3.90 | $3.48 | 30.4% | 62% |
| 20260820 | $3.90 | $2.85 | 32.4% | 77% |
| 20260819 | $3.90 | $2.85 | 30.3% | 61% |
| 20260818 | $4.00 | $3.00 | 29.6% | 56% |
| 20260817 | $4.00 | $3.03 | 26.6% | 34% |
| 20260814 | $4.10 | $3.15 | 26.5% | 30% |
| 20260813 | $4.15 | $3.17 | 27.5% | 36% |
| 20260812 | $4.15 | $3.15 | 29.8% | 36% |
| 20260811 | $3.70 | $2.80 | 30.5% | 39% |
| 20260810 | $3.95 | $2.83 | 30.1% | 37% |
| 20260807 | — | — | 28.5% | 30% |
| 20260806 | $4.20 | $3.20 | 27.9% | 27% |
| 20260805 | $3.00 | $3.00 | 27.4% | 25% |
| 20260804 | $3.30 | $3.30 | 26.0% | 18% |
| 20260803 | $3.15 | $3.15 | 27.6% | 26% |
| 20260731 | $3.25 | $3.25 | 31.1% | 42% |
| 20260730 | $3.35 | $3.35 | 31.1% | 42% |
More on EES
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.