EUFN · Expected Move
iShares MSCI Europe Financials ETF · ETF
The expected move for EUFN 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).
EUFN 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 EUFN Expected Move
30-Day Straddle
$2.85
7-Day Straddle
$2.85
30-Day ATM IV
30.2%
IV Rank
99%
Implied one-standard-deviation move through the next 30 days. Compare to EUFN'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.
EUFN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.85 | $2.85 | 30.2% | 99% |
| 20261020 | $2.45 | $2.45 | 26.7% | 67% |
| 20261019 | $2.40 | $2.40 | 26.5% | 46% |
| 20261016 | $2.62 | $1.30 | 26.5% | 46% |
| 20261015 | $2.27 | $0.80 | 23.4% | 20% |
| 20261014 | $2.52 | $8.50 | 24.7% | 24% |
| 20261013 | $2.75 | $0.88 | 28.1% | 33% |
| 20261012 | $2.62 | $1.05 | 24.6% | 23% |
| 20261009 | $2.33 | $1.15 | 22.7% | 18% |
| 20261008 | $2.65 | $1.20 | 24.9% | 24% |
| 20261007 | $2.53 | $1.32 | 23.1% | 19% |
| 20261006 | $2.38 | $1.48 | 21.5% | 15% |
| 20261005 | $2.38 | $1.58 | 22.9% | 18% |
| 20261002 | $1.45 | $1.45 | 22.3% | 17% |
| 20261001 | $1.88 | $1.88 | 25.3% | 25% |
| 20260930 | $1.92 | $1.92 | 23.0% | 19% |
| 20260929 | $1.60 | $1.60 | 20.6% | 12% |
| 20260928 | $1.62 | $1.62 | 20.4% | 11% |
| 20260925 | $1.55 | $1.55 | 19.9% | 10% |
| 20260924 | $1.68 | $1.68 | 22.5% | 17% |
| 20260923 | $1.60 | $1.60 | 19.8% | 10% |
| 20260922 | $1.67 | $1.67 | 18.8% | 7% |
| 20260921 | $1.55 | $1.55 | 18.7% | 7% |
| 20260918 | $2.22 | $0.93 | 23.9% | 21% |
| 20260917 | $1.80 | $0.65 | 20.3% | 11% |
| 20260916 | $2.15 | $0.68 | — | — |
| 20260915 | $1.45 | $0.95 | 18.9% | 7% |
| 20260914 | $1.88 | $1.07 | 19.2% | 8% |
| 20260911 | $1.93 | $1.02 | 19.1% | 8% |
| 20260910 | $1.85 | $1.05 | 18.4% | 6% |
| 20260909 | $1.90 | $1.08 | 18.1% | 5% |
| 20260908 | $2.38 | $1.25 | 19.5% | 9% |
| 20260904 | $1.90 | $1.12 | 16.6% | 1% |
| 20260903 | $1.95 | $1.33 | 17.2% | 2% |
| 20260902 | $1.20 | $1.20 | 23.2% | 19% |
| 20260901 | $1.27 | $1.27 | 17.5% | 3% |
| 20260831 | $1.25 | $1.25 | 16.4% | 0% |
| 20260828 | $1.70 | $1.70 | 20.6% | 11% |
| 20260827 | $1.52 | $1.52 | 18.0% | 3% |
| 20260826 | $1.35 | $1.35 | 16.8% | 0% |
| 20260825 | $1.93 | $1.93 | 18.5% | 5% |
| 20260824 | $1.45 | $1.45 | 17.6% | 2% |
| 20260821 | $1.55 | $0.40 | 24.1% | 21% |
| 20260820 | $1.70 | $2.75 | 18.4% | 4% |
| 20260819 | $1.75 | $0.68 | 18.6% | 5% |
| 20260818 | $1.75 | $0.85 | 17.7% | 2% |
| 20260817 | $1.73 | $1.02 | 16.9% | 0% |
| 20260814 | $1.75 | $1.05 | 18.7% | 4% |
| 20260813 | $1.77 | $1.12 | 17.3% | 0% |
| 20260812 | $1.80 | $3.17 | 20.1% | 7% |
| 20260811 | $2.62 | $0.95 | 24.4% | 19% |
| 20260810 | $2.10 | $1.62 | 25.2% | 22% |
| 20260807 | — | — | 25.3% | 22% |
| 20260806 | $2.60 | $1.85 | 20.3% | 7% |
| 20260805 | $1.58 | $1.58 | 26.6% | 26% |
| 20260804 | $1.43 | $1.43 | 21.8% | 12% |
| 20260803 | $1.88 | $1.88 | 26.4% | 25% |
| 20260731 | $1.55 | $1.55 | 20.2% | 7% |
| 20260730 | $2.27 | $2.27 | 19.9% | 6% |
| 20260729 | $2.05 | $2.05 | 22.3% | 13% |
More on EUFN
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.