EUSA · Expected Move
iShares MSCI USA Equal Weighted ETF · ETF
The expected move for EUSA 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).
EUSA 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 EUSA Expected Move
30-Day Straddle
$3.15
7-Day Straddle
$3.15
30-Day ATM IV
12.1%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to EUSA'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.
EUSA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.15 | $3.15 | 12.1% | 22% |
| 20261020 | $3.70 | $3.70 | 13.4% | 44% |
| 20261019 | $4.03 | $4.03 | 14.2% | 56% |
| 20261016 | $4.28 | $3.08 | 14.9% | 68% |
| 20261015 | $3.52 | $1.85 | 12.5% | 30% |
| 20261014 | $4.85 | $1.98 | 16.9% | 100% |
| 20261013 | $3.65 | $1.95 | 12.5% | 31% |
| 20261012 | $5.10 | $2.15 | 16.5% | 100% |
| 20261009 | $4.03 | $2.12 | 13.2% | 45% |
| 20261008 | $3.55 | $2.45 | 13.1% | 43% |
| 20261007 | $4.78 | $2.38 | 15.2% | 80% |
| 20261006 | $5.20 | $2.35 | 15.9% | 93% |
| 20261005 | $5.28 | $2.42 | 15.3% | 82% |
| 20261002 | $2.30 | $2.30 | 15.3% | 81% |
| 20261001 | $2.70 | $2.70 | 15.0% | 76% |
| 20260930 | $3.38 | $3.38 | 15.2% | 79% |
| 20260929 | $2.92 | $2.92 | 14.5% | 67% |
| 20260928 | $2.92 | $2.92 | 14.9% | 74% |
| 20260925 | $2.83 | $2.83 | 13.6% | 50% |
| 20260924 | $2.90 | $2.90 | 13.6% | 50% |
| 20260923 | $3.45 | $3.45 | 13.6% | 51% |
| 20260922 | $3.15 | $3.15 | 13.0% | 41% |
| 20260921 | $2.78 | $2.78 | 14.2% | 59% |
| 20260918 | $3.10 | $3.12 | 12.2% | 26% |
| 20260917 | $3.83 | $1.55 | 15.5% | 83% |
| 20260916 | $3.33 | $1.83 | 13.0% | 39% |
| 20260915 | $3.35 | $2.15 | 13.0% | 40% |
| 20260914 | $4.10 | $2.12 | 14.9% | 72% |
| 20260911 | $3.67 | $2.42 | 13.2% | 43% |
| 20260910 | $3.77 | $2.40 | 13.4% | 47% |
| 20260909 | $4.65 | $2.60 | 15.9% | 77% |
| 20260908 | $4.40 | $2.38 | 14.7% | 60% |
| 20260904 | $3.93 | $2.55 | 13.3% | 38% |
| 20260903 | $4.05 | $2.62 | 12.6% | 29% |
| 20260902 | $2.65 | $2.65 | 13.3% | 39% |
| 20260901 | $2.85 | $2.85 | 13.5% | 42% |
| 20260831 | $3.12 | $3.12 | 15.9% | 78% |
| 20260828 | $2.67 | $2.67 | 12.1% | 19% |
| 20260827 | $3.08 | $3.08 | 12.9% | 30% |
| 20260826 | $3.05 | $3.05 | 12.9% | 29% |
| 20260825 | $2.77 | $2.77 | 12.6% | 26% |
| 20260824 | $3.15 | $3.15 | 13.0% | 30% |
| 20260821 | $3.08 | $2.50 | 12.4% | 22% |
| 20260820 | $3.22 | $1.80 | 13.3% | 34% |
| 20260819 | $3.72 | $1.88 | 12.4% | 22% |
| 20260818 | $3.72 | $1.98 | 13.7% | 38% |
| 20260817 | $3.62 | $2.02 | 12.6% | 23% |
| 20260814 | $3.33 | $1.95 | 11.4% | 8% |
| 20260813 | $3.85 | $2.23 | 10.7% | 0% |
| 20260812 | $3.65 | $2.02 | 12.0% | 0% |
| 20260811 | $4.15 | $3.03 | 13.6% | 15% |
| 20260810 | $3.95 | $2.25 | 12.7% | 5% |
| 20260807 | — | — | 13.0% | 6% |
| 20260806 | $4.65 | $2.58 | 14.3% | 17% |
| 20260805 | $2.65 | $2.65 | 13.8% | 13% |
| 20260804 | $2.88 | $2.88 | 13.7% | 12% |
| 20260803 | $2.70 | $2.70 | 12.4% | 1% |
| 20260731 | $3.48 | $3.48 | 14.6% | 20% |
| 20260730 | $3.22 | $3.22 | 15.1% | 24% |
| 20260729 | $3.60 | $3.60 | 15.4% | 27% |
More on EUSA
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.