ESGE · Expected Move
iShares, Inc. iShares ESG Aware MSCI EM ETF · ETF
The expected move for ESGE 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).
ESGE 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 ESGE Expected Move
30-Day Straddle
$2.77
7-Day Straddle
$2.77
30-Day ATM IV
24.0%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to ESGE'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.
ESGE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.77 | $2.77 | 24.0% | 9% |
| 20261020 | $2.97 | $2.97 | 24.4% | 11% |
| 20261019 | $3.10 | $3.10 | 25.3% | 16% |
| 20261016 | $3.12 | $4.90 | 24.9% | 14% |
| 20261015 | $3.03 | $1.50 | 23.3% | 5% |
| 20261014 | $3.20 | $1.62 | 23.5% | 6% |
| 20261013 | $3.02 | $1.68 | 22.4% | 0% |
| 20261012 | $3.08 | $1.73 | 22.4% | 0% |
| 20261009 | $3.23 | $1.80 | 25.3% | 14% |
| 20261008 | $3.27 | $1.75 | 25.6% | 16% |
| 20261007 | $3.30 | $1.82 | 25.0% | 13% |
| 20261006 | $3.58 | $1.98 | 30.3% | 42% |
| 20261005 | $3.65 | $1.95 | 25.8% | 17% |
| 20261002 | $1.97 | $1.97 | 25.1% | 13% |
| 20261001 | $2.12 | $2.12 | 24.8% | 11% |
| 20260930 | $2.25 | $2.25 | 25.1% | 13% |
| 20260929 | $2.25 | $2.25 | 24.5% | 10% |
| 20260928 | $2.35 | $2.35 | 24.9% | 12% |
| 20260925 | $2.25 | $2.25 | 24.2% | 8% |
| 20260924 | $2.50 | $2.50 | 25.5% | 15% |
| 20260923 | $2.55 | $2.55 | 27.1% | 24% |
| 20260922 | $2.52 | $2.52 | 23.3% | 3% |
| 20260921 | $2.58 | $2.58 | 23.1% | 2% |
| 20260918 | $2.65 | $3.08 | 23.7% | 5% |
| 20260917 | $2.88 | $1.57 | 24.1% | 7% |
| 20260916 | $3.00 | $1.60 | 23.8% | 6% |
| 20260915 | $2.92 | $1.82 | 23.2% | 2% |
| 20260914 | $3.02 | $1.82 | 23.1% | 2% |
| 20260911 | $2.98 | $1.83 | 23.5% | 4% |
| 20260910 | $3.10 | $1.93 | 24.4% | 9% |
| 20260909 | $3.22 | $1.98 | 23.4% | 4% |
| 20260908 | $3.10 | $2.00 | 23.0% | 1% |
| 20260904 | $2.98 | $2.00 | 24.0% | 7% |
| 20260903 | $3.08 | $1.92 | 23.1% | 2% |
| 20260902 | $2.10 | $2.10 | 23.2% | 2% |
| 20260901 | $2.05 | $2.05 | 22.7% | 0% |
| 20260831 | $2.22 | $2.22 | 23.4% | 0% |
| 20260828 | $2.42 | $2.42 | 24.0% | 2% |
| 20260827 | $2.42 | $2.42 | 24.5% | 5% |
| 20260826 | $2.52 | $2.52 | 24.2% | 4% |
| 20260825 | $2.52 | $2.52 | 23.8% | 1% |
| 20260824 | $2.65 | $2.65 | 24.7% | 6% |
| 20260821 | $2.75 | $3.50 | 23.6% | 0% |
| 20260820 | $2.97 | $1.55 | 24.1% | 0% |
| 20260819 | $3.10 | $1.90 | 26.8% | 6% |
| 20260818 | $3.02 | $1.93 | 27.8% | 13% |
| 20260817 | $3.28 | $2.05 | 25.9% | 0% |
| 20260814 | $3.30 | $2.08 | 28.4% | 0% |
| 20260813 | $3.55 | $2.25 | 29.6% | 0% |
| 20260812 | $3.65 | $2.30 | 33.0% | 11% |
| 20260811 | $3.92 | $2.80 | 32.5% | 8% |
| 20260810 | $4.50 | $3.00 | 35.0% | 21% |
| 20260807 | — | — | 35.0% | 21% |
| 20260806 | $4.70 | $3.40 | 36.9% | 30% |
| 20260805 | $3.65 | $3.65 | 36.7% | 29% |
| 20260804 | $3.60 | $3.60 | 35.7% | 24% |
| 20260803 | $4.35 | $4.35 | 36.8% | 30% |
| 20260731 | $3.83 | $3.83 | 37.8% | 35% |
| 20260730 | $3.70 | $3.70 | 37.8% | 35% |
| 20260729 | $3.80 | $3.80 | 40.1% | 46% |
More on ESGE
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