EFAS · Expected Move
Global X MSCI SuperDividend EAFE ETF · ETF
The expected move for EFAS 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).
EFAS 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 EFAS Expected Move
30-Day Straddle
$1.70
7-Day Straddle
$1.42
30-Day ATM IV
28.2%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to EFAS'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.
EFAS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.70 | $1.42 | 28.2% | 12% |
| 20261106 | $1.82 | $1.52 | 33.6% | 19% |
| 20261105 | $1.75 | $1.50 | 40.0% | 28% |
| 20261104 | $1.35 | $1.35 | 44.2% | 34% |
| 20261103 | $1.48 | $1.48 | 29.8% | 14% |
| 20261102 | $1.55 | $1.55 | 28.7% | 13% |
| 20261030 | $1.50 | $1.50 | 28.7% | 13% |
| 20261029 | $1.45 | $1.45 | 40.1% | 28% |
| 20261028 | $1.50 | $1.50 | 53.8% | 47% |
| 20261027 | $1.50 | $1.50 | 55.3% | 50% |
| 20261026 | $1.50 | $1.50 | 56.0% | 50% |
| 20261023 | $1.62 | $1.62 | 58.9% | 54% |
| 20261022 | $1.65 | $1.65 | 59.6% | 56% |
| 20261021 | $1.62 | $1.62 | 60.6% | 57% |
| 20261020 | $1.65 | $1.65 | 59.7% | 56% |
| 20261019 | $1.67 | $1.67 | 58.5% | 54% |
| 20261016 | $1.67 | $3.20 | 56.2% | 51% |
| 20261015 | $1.68 | $1.30 | 55.3% | 50% |
| 20261014 | $1.73 | $1.43 | 53.9% | 48% |
| 20261013 | $1.70 | $1.40 | 53.4% | 47% |
| 20261012 | $1.85 | $1.55 | 49.4% | 41% |
| 20261009 | $1.88 | $1.55 | 53.3% | 47% |
| 20261008 | $1.88 | $1.52 | 55.8% | 50% |
| 20261007 | $1.88 | $1.52 | 52.5% | 46% |
| 20261006 | $1.93 | $1.58 | 78.8% | 82% |
| 20261005 | $1.92 | $1.50 | 53.2% | 47% |
| 20261002 | $1.62 | $1.62 | 54.3% | 48% |
| 20261001 | $1.58 | $1.58 | 52.7% | 46% |
| 20260930 | $1.48 | $1.48 | 72.5% | 73% |
| 20260929 | $1.50 | $1.50 | 78.8% | 82% |
| 20260928 | $1.60 | $1.60 | 77.9% | 81% |
| 20260925 | $1.57 | $1.57 | 80.7% | 85% |
| 20260924 | $1.65 | $1.65 | 81.9% | 86% |
| 20260923 | $1.60 | $1.60 | 83.1% | 88% |
| 20260922 | $1.67 | $1.67 | 83.1% | 88% |
| 20260921 | $1.75 | $1.75 | 82.4% | 87% |
| 20260918 | $1.80 | $1.07 | 91.7% | 100% |
| 20260917 | $1.77 | $0.90 | 89.2% | 100% |
| 20260916 | $1.75 | $0.93 | 88.2% | 100% |
| 20260915 | $1.80 | $0.95 | 86.6% | 100% |
| 20260914 | $1.83 | $0.93 | 85.2% | 99% |
| 20260911 | $1.85 | $1.02 | 80.7% | 92% |
| 20260910 | $1.80 | $1.02 | 80.4% | 92% |
| 20260909 | $1.85 | $1.55 | 77.5% | 87% |
| 20260908 | $1.90 | $1.60 | 73.5% | 81% |
| 20260904 | $1.93 | $1.62 | 63.9% | 67% |
| 20260903 | $1.95 | $1.65 | 60.9% | 62% |
| 20260902 | $1.68 | $1.68 | 63.2% | 66% |
| 20260901 | $1.65 | $1.65 | 62.7% | 65% |
| 20260831 | $1.68 | $1.68 | 56.8% | 56% |
| 20260828 | $1.73 | $1.73 | 52.0% | 49% |
| 20260827 | $1.73 | $1.73 | 49.0% | 44% |
| 20260826 | $1.82 | $1.82 | 43.2% | 36% |
| 20260825 | $1.85 | $1.85 | 41.1% | 32% |
| 20260824 | $1.82 | $1.82 | 38.3% | 28% |
| 20260821 | $1.75 | $3.42 | 31.5% | 18% |
| 20260820 | $1.77 | $1.50 | 29.6% | 15% |
| 20260819 | $1.75 | $1.50 | 27.5% | 12% |
| 20260818 | $1.70 | $1.50 | 26.4% | 10% |
| 20260817 | $1.67 | $1.48 | 25.2% | 8% |
More on EFAS
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.