EFAD · Expected Move
ProShares MSCI EAFE Dividend Growers ETF · ETF
The expected move for EFAD 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).
EFAD 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 EFAD Expected Move
30-Day Straddle
$2.15
7-Day Straddle
$2.15
30-Day ATM IV
26.9%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to EFAD'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.
EFAD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.15 | $2.15 | 26.9% | 15% |
| 20261021 | $2.12 | $2.12 | 21.0% | 6% |
| 20261020 | $2.15 | $2.15 | 20.7% | 5% |
| 20261019 | $2.20 | $2.20 | 17.9% | 1% |
| 20261016 | $2.42 | $3.25 | 17.1% | 0% |
| 20261015 | $2.33 | $1.68 | 24.0% | 0% |
| 20261014 | $2.27 | $1.77 | 24.2% | 0% |
| 20261013 | $2.30 | $1.70 | 24.0% | 0% |
| 20261012 | $2.40 | $4.90 | 24.1% | 0% |
| 20261009 | $2.40 | $0.52 | 30.5% | 9% |
| 20261008 | $2.40 | $1.77 | 34.4% | 16% |
| 20261007 | $2.40 | $1.80 | 34.1% | 15% |
| 20261006 | $2.42 | $1.85 | 35.2% | 17% |
| 20261005 | $2.48 | $1.85 | 34.8% | 16% |
| 20261002 | $1.90 | $1.90 | 35.6% | 18% |
| 20261001 | $1.92 | $1.92 | 39.3% | 24% |
| 20260930 | $1.93 | $1.93 | 40.2% | 26% |
| 20260929 | $1.92 | $1.92 | 37.8% | 22% |
| 20260928 | $2.02 | $2.02 | 38.2% | 22% |
| 20260925 | $1.98 | $1.98 | 40.6% | 26% |
| 20260924 | $2.12 | $2.12 | 40.3% | 29% |
| 20260923 | $2.12 | $2.12 | 40.8% | 30% |
| 20260922 | $2.15 | $2.15 | 42.6% | 33% |
| 20260921 | $2.35 | $2.35 | 44.2% | 36% |
| 20260918 | $2.40 | $4.50 | 47.7% | 41% |
| 20260917 | $2.42 | $1.95 | 46.9% | 40% |
| 20260916 | $2.47 | $2.02 | 46.0% | 39% |
| 20260915 | $2.50 | $2.10 | 45.5% | 38% |
| 20260914 | $2.42 | $2.02 | 45.1% | 37% |
| 20260911 | $2.50 | $2.05 | 45.0% | 37% |
| 20260910 | $2.58 | $2.12 | 45.2% | 37% |
| 20260909 | $2.55 | $2.10 | 44.2% | 36% |
| 20260908 | $2.65 | $2.23 | 40.4% | 29% |
| 20260904 | $2.65 | $2.15 | 36.0% | 22% |
| 20260903 | $2.67 | $2.12 | 33.7% | 18% |
| 20260902 | $2.30 | $2.30 | 37.4% | 24% |
| 20260901 | $2.27 | $2.27 | 36.8% | 23% |
| 20260831 | $2.20 | $2.20 | 32.6% | 16% |
| 20260828 | $2.25 | $2.25 | 29.5% | 11% |
| 20260827 | $2.30 | $2.30 | 30.6% | 13% |
| 20260826 | $2.38 | $2.38 | 28.5% | 10% |
| 20260825 | $2.42 | $2.42 | 27.9% | 9% |
| 20260824 | $2.42 | $2.42 | 28.6% | 10% |
| 20260821 | $2.38 | $3.10 | 25.4% | 4% |
| 20260820 | $2.38 | $1.90 | 27.5% | 8% |
| 20260819 | $2.42 | $1.93 | 26.1% | 6% |
| 20260818 | $2.50 | $2.10 | 30.4% | 13% |
| 20260817 | $2.50 | $2.08 | 29.1% | 11% |
| 20260814 | $2.50 | $2.00 | 30.1% | 12% |
| 20260813 | $2.47 | $2.08 | 29.0% | 10% |
| 20260812 | $2.50 | $2.05 | 31.0% | 14% |
| 20260811 | $3.75 | $2.10 | 44.2% | 36% |
| 20260810 | $3.90 | $3.60 | 54.6% | 53% |
| 20260807 | — | — | 40.3% | 29% |
| 20260806 | $4.80 | $3.62 | 36.0% | 22% |
| 20260805 | $2.35 | $2.35 | 46.3% | 39% |
| 20260804 | $2.38 | $2.38 | 44.5% | 36% |
| 20260803 | $2.40 | $2.40 | 55.3% | 54% |
| 20260731 | $2.42 | $2.42 | 54.0% | 52% |
| 20260730 | $2.47 | $2.47 | 83.1% | 100% |
More on EFAD
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.