EWA · Expected Move
iShares MSCI Australia ETF · ETF
The expected move for EWA 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).
EWA 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 EWA Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$1.23
30-Day ATM IV
19.0%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to EWA'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.
EWA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $1.23 | $1.23 | 19.0% | 37% |
| 20261022 | $1.30 | $1.30 | 19.9% | 43% |
| 20261021 | $1.18 | $1.18 | 17.7% | 30% |
| 20261020 | $1.38 | $1.38 | 19.5% | 41% |
| 20261019 | $1.05 | $1.05 | 16.1% | 20% |
| 20261016 | $1.20 | $0.53 | 16.5% | 22% |
| 20261015 | $1.27 | $0.50 | 17.9% | 31% |
| 20261014 | $1.30 | $0.65 | 16.5% | 22% |
| 20261013 | $1.27 | $1.85 | 17.3% | 27% |
| 20261012 | $1.60 | $1.27 | 20.2% | 45% |
| 20261009 | $1.57 | $0.75 | 24.6% | 71% |
| 20261008 | $1.48 | $0.72 | 19.1% | 38% |
| 20261007 | $1.60 | $0.90 | 21.2% | 51% |
| 20261006 | $1.50 | $0.90 | 19.6% | 41% |
| 20261005 | $1.65 | $1.07 | 19.9% | 43% |
| 20261002 | $1.05 | $1.05 | 20.4% | 46% |
| 20261001 | $0.93 | $0.93 | 19.8% | 41% |
| 20260930 | $1.07 | $1.07 | 20.8% | 43% |
| 20260929 | $1.17 | $1.17 | 21.1% | 44% |
| 20260928 | $1.05 | $1.05 | 19.5% | 36% |
| 20260925 | $1.00 | $1.00 | 25.9% | 69% |
| 20260924 | $1.05 | $1.05 | 22.3% | 51% |
| 20260923 | $1.30 | $1.30 | 20.2% | 39% |
| 20260922 | $1.08 | $1.08 | 18.0% | 28% |
| 20260921 | $0.88 | $0.88 | 18.9% | 32% |
| 20260918 | $1.23 | $0.50 | 21.4% | 46% |
| 20260917 | $1.38 | $1.00 | 21.2% | 45% |
| 20260916 | $1.52 | $1.20 | 27.8% | 80% |
| 20260915 | $1.32 | $0.62 | 19.6% | 36% |
| 20260914 | $1.30 | $1.12 | 19.3% | 35% |
| 20260911 | $1.50 | $2.92 | 22.8% | 53% |
| 20260910 | $1.38 | $0.62 | 20.3% | 33% |
| 20260909 | $1.10 | $0.78 | 16.4% | 16% |
| 20260908 | $1.07 | $0.65 | 15.1% | 10% |
| 20260904 | $1.00 | $0.60 | 17.1% | 19% |
| 20260903 | $1.30 | $0.88 | 15.1% | 10% |
| 20260902 | $0.68 | $0.68 | 12.8% | 0% |
| 20260901 | $0.80 | $0.80 | 16.0% | 2% |
| 20260831 | $0.77 | $0.77 | 15.7% | 1% |
| 20260828 | $0.85 | $0.85 | 19.2% | 18% |
| 20260827 | $0.88 | $0.88 | 16.5% | 5% |
| 20260826 | $0.95 | $0.95 | 15.5% | 0% |
| 20260825 | $1.07 | $1.07 | 17.1% | 7% |
| 20260824 | $1.12 | $1.12 | 16.6% | 5% |
| 20260821 | $1.05 | $0.70 | 15.8% | 0% |
| 20260820 | $1.08 | $0.40 | 16.1% | 2% |
| 20260819 | $1.07 | $0.45 | 21.2% | 28% |
| 20260818 | $1.18 | $1.15 | 17.7% | 10% |
| 20260817 | $1.15 | $0.95 | 16.3% | 3% |
| 20260814 | $1.23 | $1.85 | 17.7% | 10% |
| 20260813 | $1.30 | $1.08 | 18.2% | 12% |
| 20260812 | $1.30 | $0.60 | 17.6% | 9% |
| 20260811 | $1.38 | $0.82 | 18.4% | 14% |
| 20260810 | $1.18 | $0.80 | 17.4% | 8% |
| 20260807 | — | — | 25.1% | 47% |
| 20260806 | $1.58 | $0.88 | 17.5% | 9% |
| 20260805 | $0.88 | $0.88 | 18.4% | 13% |
| 20260804 | $1.12 | $1.12 | 19.1% | 17% |
| 20260803 | $1.05 | $1.05 | 19.5% | 19% |
| 20260731 | $1.02 | $1.02 | 21.5% | 29% |
More on EWA
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.