EFG · Expected Move
iShares MSCI EAFE Growth ETF · ETF
The expected move for EFG 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).
EFG 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 EFG Expected Move
30-Day Straddle
$5.28
7-Day Straddle
$5.28
30-Day ATM IV
18.6%
IV Rank
93%
Implied one-standard-deviation move through the next 30 days. Compare to EFG'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.
EFG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.28 | $5.28 | 18.6% | 93% |
| 20261021 | $4.90 | $4.90 | 18.7% | 94% |
| 20261020 | $5.28 | $5.28 | 16.7% | 65% |
| 20261019 | $5.53 | $5.53 | 19.0% | 99% |
| 20261016 | $5.55 | $3.70 | 19.1% | 85% |
| 20261015 | $5.00 | $4.40 | 15.3% | 38% |
| 20261014 | $5.65 | $4.35 | 15.7% | 44% |
| 20261013 | $4.93 | $4.35 | 15.8% | 44% |
| 20261012 | $5.30 | $3.35 | 17.6% | 67% |
| 20261009 | $5.20 | $4.55 | 15.6% | 42% |
| 20261008 | $5.20 | $4.50 | 15.5% | 41% |
| 20261007 | $5.30 | $4.65 | 15.9% | 46% |
| 20261006 | $5.45 | $4.70 | 15.3% | 38% |
| 20261005 | $5.45 | $4.85 | 16.1% | 48% |
| 20261002 | $4.85 | $4.85 | 16.3% | 50% |
| 20261001 | $4.85 | $4.85 | 16.4% | 52% |
| 20260930 | $4.75 | $4.75 | 16.8% | 57% |
| 20260929 | $4.90 | $4.90 | 15.4% | 40% |
| 20260928 | $4.80 | $4.80 | 14.9% | 34% |
| 20260925 | $4.80 | $4.80 | 14.4% | 26% |
| 20260924 | $4.80 | $4.80 | 15.5% | 41% |
| 20260923 | $5.15 | $5.15 | 15.0% | 34% |
| 20260922 | $4.80 | $4.80 | 13.4% | 15% |
| 20260921 | $4.90 | $4.90 | 13.6% | 18% |
| 20260918 | $4.80 | $4.90 | 14.9% | 34% |
| 20260917 | $4.80 | $4.50 | 14.3% | 26% |
| 20260916 | $5.30 | $4.55 | 15.6% | 36% |
| 20260915 | $4.80 | $4.70 | 15.6% | 37% |
| 20260914 | $5.15 | $4.70 | 16.5% | 47% |
| 20260911 | $4.92 | $4.80 | 14.5% | 25% |
| 20260910 | $5.15 | $4.80 | 15.9% | 40% |
| 20260909 | $5.40 | $4.80 | 15.1% | 31% |
| 20260908 | $5.15 | $4.80 | 14.1% | 17% |
| 20260904 | $4.92 | $4.80 | 13.1% | 9% |
| 20260903 | $5.05 | $5.00 | 13.6% | 13% |
| 20260902 | $4.80 | $4.80 | 14.3% | 19% |
| 20260901 | $4.80 | $4.80 | 14.3% | 20% |
| 20260831 | $4.80 | $4.80 | 13.9% | 16% |
| 20260828 | $4.80 | $4.80 | 14.0% | 17% |
| 20260827 | $4.80 | $4.80 | 13.3% | 10% |
| 20260826 | $4.80 | $4.80 | 13.8% | 15% |
| 20260825 | $4.80 | $4.80 | 13.9% | 16% |
| 20260824 | $4.80 | $4.80 | 14.6% | 23% |
| 20260821 | $4.80 | $4.80 | 14.1% | 18% |
| 20260820 | $4.80 | $4.45 | 14.9% | 25% |
| 20260819 | $4.80 | $4.40 | 14.2% | 19% |
| 20260818 | $4.80 | $4.50 | 14.6% | 22% |
| 20260817 | $4.80 | $4.40 | 14.7% | 23% |
| 20260814 | $4.80 | $4.50 | 14.2% | 13% |
| 20260813 | $4.80 | $4.55 | 14.3% | 14% |
| 20260812 | $4.80 | $4.70 | 14.5% | 16% |
| 20260811 | $5.15 | $4.65 | 14.3% | 15% |
| 20260810 | $5.15 | $4.80 | 14.6% | 17% |
| 20260807 | — | — | 15.9% | 21% |
| 20260806 | $5.10 | $4.80 | 14.8% | 15% |
| 20260805 | $4.80 | $4.80 | 14.9% | 16% |
| 20260804 | $4.80 | $4.80 | 14.9% | 15% |
| 20260803 | $4.82 | $4.82 | 16.2% | 23% |
| 20260731 | $4.80 | $4.80 | 16.8% | 26% |
| 20260730 | $5.05 | $5.05 | 16.7% | 25% |
More on EFG
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.