EUHY · Expected Move

iShares Euro High Yield Corporate Bond USD Hedged ETF · ETF

The expected move for EUHY 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).

EUHY 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 EUHY Expected Move
30-Day Straddle
$4.90
7-Day Straddle
$4.90
30-Day ATM IV
61.5%
IV Rank
90%
Implied one-standard-deviation move through the next 30 days. Compare to EUHY'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.
EUHY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.90 $4.90 61.5% 90%
20261021 $0.00 $0.00 43.0% 58%
20261020 $0.00 $0.00 42.0% 56%
20261019 $0.00 $0.00 40.8% 54%
20261016 $4.90 $4.90 61.5% 89%
20261015 $4.90 $4.90 60.6% 88%
20261014 $4.90 $4.90 59.7% 86%
20261013 $7.45 $4.90 59.0% 85%
20261012 $4.90 $4.90 58.0% 84%
20261009 $4.90 $4.90 65.8% 97%
20261008 $4.90 $4.90 65.9% 97%
20261007 $4.90 $4.90 65.9% 97%
20261006 $4.90 $4.90 65.9% 97%
20261005 $4.90 $4.90 64.4% 94%
20261002 $4.90 $4.90 64.4% 94%
20261001 $4.90 $4.90 63.5% 93%
20260930 $4.90 $4.90 64.1% 94%
20260929 $4.90 $4.90 64.3% 94%
20260928 $4.80 $4.80 65.0% 95%
20260925 $4.80 $4.80 64.8% 95%
20260924 $7.40 $7.40 64.9% 95%
20260923 $4.80 $4.80 64.6% 95%
20260922 $7.40 $7.40 61.0% 89%
20260921 $2.73 $2.73 64.7% 95%
20260918 $4.80 $4.80 67.7% 100%
20260917 $4.80 $4.80 66.5% 100%
20260916 $2.55 $4.80 65.8% 100%
20260915 $4.80 $4.80 64.4% 100%
20260914 $4.80 $4.80 63.8% 100%
20260911 $4.80 $4.80 62.9% 100%
20260910 $4.80 $4.80 62.2% 100%
20260909 $4.80 $2.55 61.4% 100%
20260908 $4.80 $4.80 55.6% 93%
20260904 $4.80 $4.80 50.0% 82%
20260903 $4.80 $4.80 45.2% 72%
20260902 $4.80 $4.80 57.6% 97%
20260901 $4.80 $4.80 42.2% 66%
20260831 $4.80 $4.80 42.4% 67%
20260828 $4.80 $4.80 38.6% 59%
20260827 $4.80 $4.80 37.5% 57%
20260826 $4.80 $4.80 36.6% 55%
20260825 $4.80 $4.80 35.1% 52%
20260824 $4.80 $4.80 33.0% 48%
20260821 $7.40 $4.80 48.8% 80%
20260820 $4.80 $4.80 23.9% 30%
20260819 $4.80 $4.80 22.1% 26%
20260818 $4.80 $4.80 21.2% 24%
20260817 $4.80 $4.80 23.1% 28%
20260814 $7.40 $7.40 25.1% 32%
20260813 $7.40 $4.80 39.5% 61%
20260812 $4.80 $4.80 23.4% 29%
20260811 $4.80 $4.80 23.1% 28%
20260810 $4.80 $4.80 23.7% 29%
20260807 — — 24.2% 30%
20260806 $4.80 $4.80 23.7% 29%
20260805 $4.80 $4.80 24.4% 31%
20260804 $4.80 $4.80 24.3% 30%
20260803 $4.80 $4.80 38.2% 58%
20260731 $4.80 $4.80 25.0% 32%
20260730 $2.00 $2.00 16.7% 15%

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.