EFO · Expected Move
ProShares Ultra MSCI EAFE · ETF
The expected move for EFO 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).
EFO 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 EFO Expected Move
30-Day Straddle
$4.82
7-Day Straddle
$4.82
30-Day ATM IV
30.3%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to EFO'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.
EFO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.82 | $4.82 | 30.3% | 44% |
| 20261021 | $5.10 | $5.10 | 32.9% | 67% |
| 20261020 | $4.62 | $4.62 | 28.2% | 26% |
| 20261019 | $4.80 | $4.80 | 29.1% | 34% |
| 20261016 | $5.22 | $3.92 | 29.5% | 37% |
| 20261015 | $4.62 | $1.77 | 26.2% | 8% |
| 20261014 | $5.17 | $1.97 | 29.5% | 30% |
| 20261013 | $5.32 | $2.10 | 29.0% | 26% |
| 20261012 | $5.20 | $2.28 | 28.2% | 21% |
| 20261009 | $5.40 | $5.00 | 29.7% | 31% |
| 20261008 | $5.58 | $2.58 | 29.6% | 31% |
| 20261007 | $5.85 | $2.67 | 30.3% | 36% |
| 20261006 | $5.57 | $2.70 | 30.7% | 38% |
| 20261005 | $6.10 | $3.27 | 31.8% | 46% |
| 20261002 | $3.52 | $3.52 | 32.4% | 50% |
| 20261001 | $3.50 | $3.50 | 31.3% | 42% |
| 20260930 | $3.77 | $3.77 | 29.9% | 32% |
| 20260929 | $3.38 | $3.38 | 27.4% | 16% |
| 20260928 | $3.92 | $3.92 | 29.8% | 32% |
| 20260925 | $3.42 | $3.42 | 27.2% | 14% |
| 20260924 | $3.92 | $3.92 | 27.7% | 18% |
| 20260923 | $4.00 | $4.00 | 27.7% | 18% |
| 20260922 | $3.78 | $3.78 | 25.1% | 0% |
| 20260921 | $4.00 | $4.00 | 26.8% | 11% |
| 20260918 | $4.45 | $4.10 | 28.0% | 20% |
| 20260917 | $4.50 | $1.95 | 26.8% | 12% |
| 20260916 | $4.85 | $3.17 | 28.7% | 22% |
| 20260915 | $4.93 | $2.58 | 28.7% | 22% |
| 20260914 | $4.83 | $2.40 | 27.6% | 16% |
| 20260911 | $4.93 | $2.85 | 27.2% | 13% |
| 20260910 | $5.58 | $2.98 | 29.9% | 29% |
| 20260909 | $5.32 | $3.25 | 28.6% | 22% |
| 20260908 | $5.18 | $3.90 | 27.8% | 17% |
| 20260904 | $5.18 | $3.27 | 25.5% | 2% |
| 20260903 | $5.30 | $3.40 | 26.8% | 11% |
| 20260902 | $3.75 | $3.75 | 28.4% | 20% |
| 20260901 | $3.62 | $3.62 | 26.6% | 9% |
| 20260831 | $4.45 | $4.45 | 28.0% | 17% |
| 20260828 | $4.05 | $4.05 | 26.8% | 10% |
| 20260827 | $4.10 | $4.10 | 27.1% | 11% |
| 20260826 | $4.50 | $4.50 | 27.7% | 15% |
| 20260825 | $4.15 | $4.15 | 27.0% | 11% |
| 20260824 | $3.90 | $3.90 | 25.2% | 0% |
| 20260821 | $4.53 | $1.70 | 27.0% | 6% |
| 20260820 | $5.50 | $1.95 | 28.7% | 17% |
| 20260819 | $5.00 | $2.10 | 27.9% | 12% |
| 20260818 | $5.70 | $2.33 | 28.2% | 14% |
| 20260817 | $4.67 | $2.30 | 26.3% | 1% |
| 20260814 | $4.75 | $2.40 | 26.0% | 0% |
| 20260813 | $4.95 | $2.53 | 26.4% | 0% |
| 20260812 | $5.18 | $2.53 | 27.3% | 0% |
| 20260811 | $5.47 | $2.80 | 28.4% | 0% |
| 20260810 | $5.95 | $3.90 | 31.0% | 9% |
| 20260807 | — | — | 30.2% | 5% |
| 20260806 | $6.15 | $4.30 | 31.0% | 8% |
| 20260805 | $4.25 | $4.25 | 31.7% | 10% |
| 20260804 | $4.15 | $4.15 | 30.8% | 7% |
| 20260803 | $4.50 | $4.50 | 31.9% | 11% |
| 20260731 | $4.70 | $4.70 | 32.2% | 12% |
| 20260730 | $4.75 | $4.75 | 33.7% | 18% |
More on EFO
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.