ENZL · Expected Move
iShares Trust iShares MSCI New Zealand ETF · ETF
The expected move for ENZL 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).
ENZL 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 ENZL Expected Move
30-Day Straddle
$1.43
7-Day Straddle
$1.43
30-Day ATM IV
30.1%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to ENZL'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.
ENZL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.43 | $1.43 | 30.1% | 50% |
| 20261021 | $0.00 | $0.00 | 32.2% | 56% |
| 20261020 | $1.60 | $1.60 | 16.0% | 8% |
| 20261019 | $0.00 | $0.00 | 30.3% | 51% |
| 20261016 | $3.15 | $4.90 | 29.4% | 48% |
| 20261015 | $3.15 | $2.10 | 30.4% | 51% |
| 20261014 | $3.20 | $2.25 | 29.6% | 48% |
| 20261013 | $3.25 | $2.27 | 28.9% | 46% |
| 20261012 | $3.30 | $2.35 | 29.6% | 48% |
| 20261009 | $3.35 | $2.40 | 32.3% | 57% |
| 20261008 | $3.40 | $2.47 | 36.1% | 68% |
| 20261007 | $3.45 | $2.38 | 34.8% | 64% |
| 20261006 | $3.45 | $2.42 | 32.2% | 56% |
| 20261005 | $3.50 | $2.58 | 32.3% | 57% |
| 20261002 | $2.58 | $2.58 | 31.3% | 54% |
| 20261001 | $2.67 | $2.67 | 31.1% | 53% |
| 20260930 | $2.62 | $2.62 | 30.7% | 52% |
| 20260929 | $2.58 | $2.58 | 31.6% | 55% |
| 20260928 | $2.75 | $2.75 | 31.6% | 55% |
| 20260925 | $2.78 | $2.78 | 28.8% | 46% |
| 20260924 | $3.00 | $3.00 | 28.5% | 45% |
| 20260923 | $2.95 | $2.95 | 29.0% | 47% |
| 20260922 | $3.00 | $3.00 | 31.4% | 54% |
| 20260921 | $2.73 | $2.73 | 26.3% | 39% |
| 20260918 | $2.80 | $3.58 | 27.5% | 42% |
| 20260917 | $2.85 | $2.05 | 27.3% | 42% |
| 20260916 | $2.85 | $2.17 | 29.5% | 48% |
| 20260915 | $2.73 | $2.23 | 29.0% | 47% |
| 20260914 | $2.75 | $2.25 | 26.8% | 40% |
| 20260911 | $2.78 | $2.15 | 25.6% | 37% |
| 20260910 | $2.80 | $2.33 | 46.7% | 100% |
| 20260909 | $2.72 | $2.23 | 24.0% | 44% |
| 20260908 | $2.78 | $2.30 | 20.4% | 29% |
| 20260904 | $2.95 | $2.33 | 13.5% | 0% |
| 20260903 | $2.90 | $2.38 | 14.1% | 1% |
| 20260902 | $2.42 | $2.42 | 17.9% | 17% |
| 20260901 | $2.45 | $2.45 | 20.9% | 30% |
| 20260831 | $2.40 | $2.40 | 17.3% | 15% |
| 20260828 | $2.35 | $2.35 | 19.9% | 26% |
| 20260827 | $2.42 | $2.42 | 14.6% | 4% |
| 20260826 | $2.53 | $2.53 | 14.4% | 2% |
| 20260825 | $2.52 | $2.52 | 13.9% | 0% |
| 20260824 | $2.55 | $2.55 | 16.9% | 13% |
| 20260821 | $2.52 | $3.50 | 16.3% | 11% |
| 20260820 | $2.58 | $2.05 | 15.6% | 7% |
| 20260819 | $2.47 | $1.90 | 29.1% | 65% |
| 20260818 | $2.50 | $1.95 | 16.5% | 11% |
| 20260817 | $2.53 | $2.00 | 16.4% | 11% |
| 20260814 | $2.62 | $2.10 | 18.4% | 19% |
| 20260813 | $2.58 | $2.00 | 17.3% | 15% |
| 20260812 | $2.05 | $2.00 | 17.3% | 15% |
| 20260811 | $4.10 | $3.65 | 22.9% | 39% |
| 20260810 | $4.40 | $3.75 | 22.3% | 36% |
| 20260807 | — | — | 24.3% | 45% |
| 20260806 | $3.00 | $1.70 | 13.8% | 0% |
| 20260805 | $3.70 | $3.70 | 16.6% | 3% |
| 20260804 | $3.70 | $3.70 | 16.4% | 2% |
| 20260803 | $2.50 | $2.50 | 15.9% | 0% |
| 20260731 | $3.85 | $3.85 | 18.3% | 9% |
| 20260730 | $3.40 | $3.40 | 16.9% | 2% |
More on ENZL
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.