EFA · Expected Move
iShares MSCI EAFE ETF · ETF
The expected move for EFA 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).
EFA 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 EFA Expected Move
30-Day Straddle
$3.62
7-Day Straddle
$1.82
30-Day ATM IV
15.8%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to EFA'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.
EFA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.62 | $1.82 | 15.8% | 61% |
| 20261022 | $3.71 | $2.10 | 15.7% | 60% |
| 20261021 | $3.58 | $1.98 | 15.1% | 52% |
| 20261020 | $3.58 | $2.01 | 14.6% | 42% |
| 20261019 | $3.50 | $1.27 | 14.8% | 32% |
| 20261016 | $3.54 | $1.75 | 15.5% | 39% |
| 20261015 | $3.66 | $1.53 | 15.0% | 35% |
| 20261014 | $3.66 | $1.93 | 15.5% | 39% |
| 20261013 | $3.43 | $2.01 | 14.4% | 30% |
| 20261012 | $3.63 | $1.33 | 14.7% | 32% |
| 20261009 | $3.22 | $1.52 | 14.1% | 27% |
| 20261008 | $3.84 | $1.89 | 16.7% | 49% |
| 20261007 | $3.46 | $1.93 | 14.7% | 32% |
| 20261006 | $3.67 | $1.95 | 14.7% | 32% |
| 20261005 | $3.40 | $2.40 | 14.3% | 29% |
| 20261002 | $3.54 | $1.59 | 16.3% | 46% |
| 20261001 | $3.88 | $1.96 | 17.1% | 53% |
| 20260930 | $4.03 | $1.97 | 16.9% | 52% |
| 20260929 | $3.72 | $2.25 | 15.2% | 36% |
| 20260928 | $3.20 | $1.33 | 13.4% | 20% |
| 20260925 | $3.53 | $1.56 | 14.7% | 32% |
| 20260924 | $3.47 | $1.65 | 14.9% | 33% |
| 20260923 | $3.41 | $1.64 | 14.5% | 30% |
| 20260922 | $3.91 | $1.77 | 15.4% | 38% |
| 20260921 | $3.49 | $1.69 | 13.7% | 23% |
| 20260918 | $3.09 | $1.37 | 13.6% | 22% |
| 20260917 | $3.30 | $1.73 | 14.0% | 26% |
| 20260916 | $3.92 | $1.86 | 16.4% | 47% |
| 20260915 | $3.90 | $2.25 | 15.3% | 37% |
| 20260914 | $3.67 | $1.56 | 14.7% | 32% |
| 20260911 | $3.21 | $1.61 | 13.4% | 20% |
| 20260910 | $3.75 | $3.19 | 15.5% | 39% |
| 20260909 | $2.99 | $1.77 | 12.5% | 13% |
| 20260908 | $3.33 | $1.94 | 13.5% | 21% |
| 20260904 | $2.94 | $1.41 | 12.6% | 13% |
| 20260903 | $3.13 | $1.50 | 12.7% | 14% |
| 20260902 | $3.25 | $1.71 | 13.3% | 19% |
| 20260901 | $3.38 | $1.86 | 13.6% | 20% |
| 20260831 | $3.20 | $1.23 | 12.5% | 12% |
| 20260828 | $2.75 | $1.07 | 11.1% | 0% |
| 20260827 | $3.04 | $1.54 | 12.6% | 1% |
| 20260826 | $3.18 | $1.12 | 12.9% | 4% |
| 20260825 | $3.31 | $1.15 | 13.2% | 7% |
| 20260824 | $3.47 | $1.47 | 13.7% | 11% |
| 20260821 | $3.26 | $1.54 | 13.7% | 11% |
| 20260820 | $3.44 | $1.79 | 14.0% | 14% |
| 20260819 | $3.33 | $1.76 | 13.6% | 11% |
| 20260818 | $3.51 | $1.97 | 13.8% | 13% |
| 20260817 | $3.46 | $1.23 | 13.0% | 5% |
| 20260814 | $2.94 | $1.24 | 12.5% | 0% |
| 20260813 | $3.12 | $1.43 | 12.9% | 0% |
| 20260812 | $3.27 | $1.74 | 12.8% | 0% |
| 20260811 | $3.46 | $1.83 | 13.7% | 2% |
| 20260810 | $3.58 | $1.31 | 14.0% | 3% |
| 20260807 | — | — | 13.4% | 0% |
| 20260806 | $3.45 | $1.75 | 14.2% | 0% |
| 20260805 | $3.62 | $2.14 | 14.2% | 0% |
| 20260804 | $3.79 | $2.11 | 14.6% | 2% |
| 20260803 | $3.42 | $1.33 | 14.7% | 3% |
| 20260731 | $3.70 | $1.71 | 15.3% | 6% |
More on EFA
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.