EUAD · Expected Move
Select STOXX Europe Aerospace & Defense ETF · ETF
The expected move for EUAD 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).
EUAD 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 EUAD Expected Move
30-Day Straddle
$2.33
7-Day Straddle
$2.33
30-Day ATM IV
25.6%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to EUAD'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.
EUAD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.33 | $2.33 | 25.6% | 19% |
| 20261020 | $2.33 | $2.33 | 24.4% | 14% |
| 20261019 | $2.42 | $2.42 | 26.0% | 21% |
| 20261016 | $2.12 | $0.60 | 21.6% | 0% |
| 20261015 | $2.65 | $0.72 | — | — |
| 20261014 | $2.65 | $0.53 | 26.2% | 22% |
| 20261013 | $2.60 | $0.80 | 25.8% | 19% |
| 20261012 | $2.98 | $0.88 | 28.2% | 31% |
| 20261009 | $2.95 | $1.38 | 27.5% | 28% |
| 20261008 | $3.25 | $1.45 | 29.5% | 38% |
| 20261007 | $2.75 | $1.23 | 24.5% | 14% |
| 20261006 | $3.15 | $1.40 | 27.5% | 28% |
| 20261005 | $2.95 | $1.45 | 24.8% | 15% |
| 20261002 | $1.35 | $1.35 | 23.6% | 9% |
| 20261001 | $1.75 | $1.75 | 26.2% | 21% |
| 20260930 | $1.90 | $1.90 | 26.0% | 20% |
| 20260929 | $1.65 | $1.65 | 24.3% | 12% |
| 20260928 | $1.90 | $1.90 | 25.7% | 19% |
| 20260925 | $2.10 | $2.10 | 25.6% | 18% |
| 20260924 | $2.12 | $2.12 | 27.1% | 25% |
| 20260923 | $2.20 | $2.20 | 26.1% | 20% |
| 20260922 | $2.25 | $2.25 | 27.0% | 25% |
| 20260921 | $2.23 | $2.23 | 26.2% | 21% |
| 20260918 | $2.23 | $1.70 | 24.1% | 11% |
| 20260917 | $2.40 | $0.90 | 24.7% | 14% |
| 20260916 | $2.35 | $0.85 | 25.1% | 16% |
| 20260915 | $2.60 | $1.05 | 25.7% | 19% |
| 20260914 | $2.77 | $0.93 | 27.2% | 26% |
| 20260911 | $2.65 | $0.93 | 24.9% | 15% |
| 20260910 | $3.00 | $1.18 | 27.1% | 25% |
| 20260909 | $3.30 | $1.60 | 29.7% | 37% |
| 20260908 | $3.75 | $1.62 | 31.3% | 45% |
| 20260904 | $3.35 | $1.50 | 26.2% | 21% |
| 20260903 | $3.50 | $1.62 | 27.4% | 26% |
| 20260902 | $1.65 | $1.65 | 26.6% | 23% |
| 20260901 | $2.65 | $2.65 | 32.8% | 52% |
| 20260831 | $2.20 | $2.20 | 26.5% | 22% |
| 20260828 | $2.05 | $2.05 | 33.5% | 55% |
| 20260827 | $1.88 | $1.88 | 23.2% | 7% |
| 20260826 | $2.30 | $2.30 | 25.3% | 17% |
| 20260825 | $2.25 | $2.25 | 26.9% | 24% |
| 20260824 | $2.60 | $2.60 | 25.3% | 17% |
| 20260821 | $2.35 | $1.20 | 23.0% | 6% |
| 20260820 | $2.62 | $0.65 | 24.9% | 15% |
| 20260819 | $2.70 | $0.78 | — | — |
| 20260818 | $2.58 | $1.00 | — | — |
| 20260817 | $2.72 | $0.90 | 24.3% | 12% |
| 20260814 | $2.83 | $1.12 | 23.7% | 9% |
| 20260813 | $2.78 | $1.43 | 24.0% | 11% |
| 20260812 | $3.02 | $1.25 | 24.4% | 12% |
| 20260811 | $3.12 | $1.35 | 25.2% | 16% |
| 20260810 | $3.20 | $1.85 | 25.1% | 16% |
| 20260807 | — | — | 21.7% | 0% |
| 20260806 | $3.27 | $2.02 | 25.2% | 13% |
| 20260805 | $1.98 | $1.98 | 24.9% | 12% |
| 20260804 | $2.15 | $2.15 | 24.8% | 11% |
| 20260803 | $2.08 | $2.08 | 25.8% | 16% |
| 20260731 | $1.95 | $1.95 | 29.3% | 33% |
| 20260730 | $2.80 | $2.80 | 28.4% | 29% |
| 20260729 | $2.25 | $2.25 | 29.3% | 33% |
More on EUAD
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.