EFV · Expected Move
iShares MSCI EAFE Value ETF · ETF
The expected move for EFV 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).
EFV 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 EFV Expected Move
30-Day Straddle
$3.10
7-Day Straddle
$3.10
30-Day ATM IV
17.0%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to EFV'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.
EFV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.10 | $3.10 | 17.0% | 30% |
| 20261020 | $3.15 | $3.15 | 16.2% | 25% |
| 20261019 | $2.75 | $2.75 | 15.5% | 20% |
| 20261016 | $3.28 | $1.43 | 15.7% | 19% |
| 20261015 | $3.05 | $1.00 | 15.1% | 16% |
| 20261014 | $3.62 | $1.10 | 17.6% | 31% |
| 20261013 | $3.50 | $1.17 | 17.4% | 30% |
| 20261012 | $3.40 | $1.35 | 16.2% | 23% |
| 20261009 | $3.38 | $1.60 | 15.7% | 19% |
| 20261008 | $2.50 | $1.55 | 12.5% | 0% |
| 20261007 | $3.65 | $1.85 | 17.2% | 29% |
| 20261006 | $3.50 | $1.95 | 16.4% | 24% |
| 20261005 | $3.33 | $1.83 | 16.5% | 24% |
| 20261002 | $2.02 | $2.02 | 16.3% | 23% |
| 20261001 | $1.98 | $1.98 | 17.7% | 31% |
| 20260930 | $2.52 | $2.52 | 17.7% | 31% |
| 20260929 | $2.20 | $2.20 | 16.8% | 26% |
| 20260928 | $2.53 | $2.53 | 17.0% | 27% |
| 20260925 | $2.20 | $2.20 | 15.7% | 19% |
| 20260924 | $3.10 | $3.10 | 18.8% | 38% |
| 20260923 | $2.75 | $2.75 | 16.6% | 25% |
| 20260922 | $2.80 | $2.80 | 16.7% | 25% |
| 20260921 | $3.38 | $3.38 | 17.2% | 29% |
| 20260918 | $3.10 | $0.85 | 17.0% | 28% |
| 20260917 | $2.83 | $0.77 | 15.5% | 18% |
| 20260916 | $3.40 | $1.23 | 17.8% | 32% |
| 20260915 | $3.65 | $2.08 | 18.2% | 34% |
| 20260914 | $2.80 | $1.55 | 14.6% | 13% |
| 20260911 | $2.65 | $1.40 | 12.8% | 2% |
| 20260910 | $3.07 | $2.20 | 15.2% | 17% |
| 20260909 | $3.23 | $2.27 | 27.7% | 91% |
| 20260908 | $3.47 | $2.20 | 16.0% | 21% |
| 20260904 | $3.25 | $1.62 | 22.2% | 58% |
| 20260903 | $3.30 | $2.17 | 14.7% | 14% |
| 20260902 | $1.88 | $1.88 | 16.5% | 24% |
| 20260901 | $2.33 | $2.33 | 24.2% | 70% |
| 20260831 | $2.02 | $2.02 | 22.4% | 60% |
| 20260828 | $2.22 | $2.22 | 14.9% | 15% |
| 20260827 | $2.00 | $2.00 | 13.6% | 7% |
| 20260826 | $2.50 | $2.50 | 15.1% | 16% |
| 20260825 | $1.80 | $1.80 | 12.4% | 0% |
| 20260824 | $2.45 | $2.45 | 14.4% | 10% |
| 20260821 | $2.17 | $1.18 | 12.8% | 0% |
| 20260820 | $3.03 | $1.50 | 15.2% | 11% |
| 20260819 | $2.65 | $3.02 | 13.8% | 3% |
| 20260818 | $2.98 | $1.58 | 15.1% | 11% |
| 20260817 | $2.62 | $1.98 | 14.0% | 4% |
| 20260814 | $2.70 | $1.70 | 13.7% | 2% |
| 20260813 | $3.02 | $1.75 | 15.0% | 10% |
| 20260812 | $2.85 | $1.15 | 13.9% | 3% |
| 20260811 | $2.77 | $1.02 | 13.4% | 0% |
| 20260810 | $2.80 | $1.75 | 14.5% | 6% |
| 20260807 | — | — | 13.9% | 2% |
| 20260806 | $3.30 | $1.45 | 14.0% | 3% |
| 20260805 | $2.25 | $2.25 | 14.6% | 7% |
| 20260804 | $2.00 | $2.00 | 15.4% | 12% |
| 20260803 | $1.88 | $1.88 | 14.2% | 4% |
| 20260731 | $2.58 | $2.58 | 15.5% | 12% |
| 20260730 | $2.33 | $2.33 | 14.4% | 5% |
| 20260729 | $2.58 | $2.58 | 17.5% | 25% |
More on EFV
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.