EPP · Expected Move

iShares MSCI Pacific ex Japan ETF · ETF

The expected move for EPP 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).

EPP straddle price & implied vol

60 sessions

Bars: 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 EPP Expected Move
30-Day Straddle
$2.90
7-Day Straddle
$2.90
30-Day ATM IV
23.2%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to EPP'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.
EPP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.90 $2.90 23.2% 35%
20261021 $2.35 $2.35 18.2% 18%
20261020 $2.92 $2.92 15.8% 10%
20261019 $2.45 $2.45 18.9% 20%
20261016 $3.03 $1.12 27.0% 49%
20261015 $1.83 $0.77 13.4% 2%
20261014 $3.88 $0.93 24.8% 41%
20261013 $2.65 $0.95 35.5% 78%
20261012 $2.70 $1.05 19.4% 22%
20261009 $2.10 $1.40 15.5% 9%
20261008 $3.00 $1.02 20.6% 26%
20261007 $2.55 $1.45 15.4% 9%
20261006 $2.80 $1.45 18.5% 19%
20261005 $3.75 $1.77 24.1% 39%
20261002 $1.77 $1.77 31.8% 65%
20261001 $2.62 $2.62 19.3% 22%
20260930 $1.80 $1.80 17.1% 14%
20260929 $2.08 $2.08 18.4% 19%
20260928 $2.42 $2.42 21.6% 30%
20260925 $2.23 $2.23 18.8% 20%
20260924 $2.27 $2.27 21.3% 29%
20260923 $2.95 $2.95 29.6% 58%
20260922 $2.58 $2.58 19.0% 21%
20260921 $3.30 $3.30 14.0% 4%
20260918 $3.08 $2.38 24.8% 41%
20260917 $2.85 $2.35 22.6% 33%
20260916 $2.85 $2.00 20.8% 27%
20260915 $3.00 $2.00 17.7% 16%
20260914 $3.00 $2.00 17.0% 14%
20260911 $2.95 $1.12 27.4% 50%
20260910 $3.17 $2.00 23.8% 38%
20260909 $2.55 $2.00 15.8% 10%
20260908 $3.00 $1.70 15.2% 8%
20260904 $3.00 $1.55 29.2% 56%
20260903 $2.73 $2.02 17.5% 16%
20260902 $2.05 $2.05 24.2% 39%
20260901 $2.50 $2.50 29.8% 58%
20260831 $1.60 $1.60 14.4% 5%
20260828 $2.38 $2.38 19.6% 23%
20260827 $3.00 $3.00 13.2% 1%
20260826 $3.35 $3.35 13.6% 2%
20260825 $2.27 $2.27 14.0% 4%
20260824 $3.00 $3.00 14.2% 4%
20260821 $3.90 $2.65 13.9% 3%
20260820 $2.50 $0.90 18.6% 20%
20260819 $3.00 $2.62 13.0% 0%
20260818 $2.80 $1.35 41.8% 100%
20260817 $2.77 $2.00 15.2% 3%
20260814 $2.48 $2.00 17.4% 11%
20260813 $2.92 $1.90 20.9% 26%
20260812 $4.45 $2.88 21.1% 27%
20260811 $2.65 $1.95 20.0% 22%
20260810 $4.15 $2.15 20.0% 22%
20260807 — — 14.6% 0%
20260806 $3.95 $1.55 26.7% 47%
20260805 $2.20 $2.20 21.4% 25%
20260804 $2.90 $2.90 21.6% 26%
20260803 $2.50 $2.50 16.0% 2%
20260731 $2.50 $2.50 19.6% 17%
20260730 $2.62 $2.62 19.3% 16%

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.