EFZ · Expected Move
ProShares Trust Short MSCI EAFE · ETF
The expected move for EFZ 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).
EFZ 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 EFZ Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$0.90
30-Day ATM IV
21.9%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to EFZ'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.
EFZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.90 | $0.90 | 21.9% | 4% |
| 20261021 | $0.00 | $0.00 | 22.5% | 4% |
| 20261020 | $0.00 | $0.00 | 22.3% | 4% |
| 20261019 | $0.00 | $0.00 | 22.2% | 4% |
| 20261016 | $0.85 | $2.25 | 20.5% | 3% |
| 20261015 | $0.88 | $0.57 | 20.0% | 3% |
| 20261014 | $0.97 | $0.70 | 18.4% | 2% |
| 20261013 | $0.98 | $0.65 | 19.5% | 3% |
| 20261012 | $0.98 | $0.70 | 18.9% | 2% |
| 20261009 | $1.00 | $0.72 | 21.4% | 3% |
| 20261008 | $1.00 | $0.73 | 21.4% | 3% |
| 20261007 | $1.05 | $0.72 | 20.0% | 3% |
| 20261006 | $0.98 | $0.73 | 20.5% | 3% |
| 20261005 | $1.10 | $0.78 | 20.7% | 3% |
| 20261002 | $0.85 | $0.85 | 20.0% | 3% |
| 20261001 | $0.85 | $0.85 | 21.8% | 4% |
| 20260930 | $0.75 | $0.75 | 20.9% | 3% |
| 20260929 | $0.78 | $0.78 | 19.9% | 3% |
| 20260928 | $0.80 | $0.80 | 17.2% | 1% |
| 20260925 | $0.85 | $0.85 | 17.4% | 2% |
| 20260924 | $0.85 | $0.85 | 16.4% | 1% |
| 20260923 | $0.85 | $0.85 | 20.3% | 3% |
| 20260922 | $0.93 | $0.93 | 20.0% | 3% |
| 20260921 | $0.90 | $0.90 | 24.5% | 5% |
| 20260918 | $0.85 | $1.27 | 27.1% | 6% |
| 20260917 | $1.02 | $0.75 | 23.3% | 4% |
| 20260916 | $0.88 | $0.60 | 26.3% | 6% |
| 20260915 | $0.97 | $0.68 | 13.9% | 0% |
| 20260914 | $1.15 | $0.72 | 25.3% | 4% |
| 20260911 | $1.17 | $0.83 | 16.9% | 0% |
| 20260910 | $1.02 | $0.72 | 21.7% | 3% |
| 20260909 | $1.15 | $0.78 | 17.0% | 1% |
| 20260908 | $0.95 | $11.85 | 20.3% | 2% |
| 20260904 | $0.90 | $11.12 | 20.8% | 2% |
| 20260903 | $0.95 | $11.22 | 22.5% | 3% |
| 20260902 | $11.50 | $11.50 | 18.1% | 1% |
| 20260901 | $0.88 | $0.88 | 19.2% | 2% |
| 20260831 | $11.90 | $11.90 | 22.5% | 3% |
| 20260828 | $11.22 | $11.22 | 18.5% | 1% |
| 20260827 | $11.22 | $11.22 | 16.9% | 0% |
| 20260826 | $11.38 | $11.38 | 20.5% | 2% |
| 20260825 | $13.40 | $13.40 | 18.6% | 1% |
| 20260824 | $11.22 | $11.22 | 18.5% | 1% |
| 20260821 | $11.85 | $2.80 | 19.0% | 1% |
| 20260820 | $12.00 | $0.62 | 18.1% | 1% |
| 20260819 | $10.57 | $0.72 | 30.9% | 7% |
| 20260818 | $11.07 | $0.68 | 18.8% | 1% |
| 20260817 | $12.45 | $0.60 | 26.7% | 5% |
| 20260814 | $11.32 | $0.62 | 18.5% | 1% |
| 20260813 | $11.38 | $0.60 | 17.4% | 1% |
| 20260812 | $10.62 | $0.65 | 17.8% | 1% |
| 20260811 | $12.02 | $0.72 | 18.1% | 1% |
| 20260810 | $11.38 | $4.80 | 29.1% | 6% |
| 20260807 | — | — | 18.6% | 1% |
| 20260806 | $11.22 | $2.92 | 165.1% | 68% |
| 20260805 | $1.00 | $1.00 | 18.4% | 1% |
| 20260804 | $1.05 | $1.05 | 17.6% | 1% |
| 20260803 | $1.15 | $1.15 | 18.6% | 1% |
| 20260731 | $1.12 | $1.12 | 49.6% | 15% |
| 20260730 | $1.23 | $1.23 | 23.9% | 4% |
More on EFZ
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.