EWI · Expected Move
iShares MSCI Italy ETF · ETF
The expected move for EWI 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).
EWI 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 EWI Expected Move
30-Day Straddle
$2.45
7-Day Straddle
$2.45
30-Day ATM IV
20.2%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to EWI'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.
EWI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.45 | $2.45 | 20.2% | 35% |
| 20261020 | $2.80 | $2.80 | 21.7% | 42% |
| 20261019 | $2.60 | $2.60 | 19.2% | 30% |
| 20261016 | $3.38 | $1.27 | 24.3% | 56% |
| 20261015 | $2.80 | $0.95 | 18.9% | 28% |
| 20261014 | $2.40 | $0.93 | 16.6% | 17% |
| 20261013 | $2.05 | $1.07 | 15.2% | 10% |
| 20261012 | $2.95 | $1.30 | 20.3% | 35% |
| 20261009 | $2.30 | $1.30 | 16.5% | 17% |
| 20261008 | $2.83 | $1.38 | 18.8% | 28% |
| 20261007 | $2.70 | $1.67 | 17.2% | 20% |
| 20261006 | $3.75 | $1.70 | 23.0% | 49% |
| 20261005 | $2.55 | $1.82 | 17.7% | 23% |
| 20261002 | $2.27 | $2.27 | 21.8% | 43% |
| 20261001 | $2.28 | $2.28 | 20.5% | 37% |
| 20260930 | $2.15 | $2.15 | 20.3% | 35% |
| 20260929 | $2.10 | $2.10 | 19.6% | 32% |
| 20260928 | $2.10 | $2.10 | 18.2% | 25% |
| 20260925 | $2.55 | $2.55 | 21.1% | 40% |
| 20260924 | $2.20 | $2.20 | 19.0% | 29% |
| 20260923 | $2.05 | $2.05 | 16.4% | 16% |
| 20260922 | $2.25 | $2.25 | 18.8% | 28% |
| 20260921 | $2.25 | $2.25 | 18.3% | 26% |
| 20260918 | $2.15 | $0.75 | 16.3% | 16% |
| 20260917 | $2.72 | $1.35 | 19.9% | 33% |
| 20260916 | $2.42 | $0.75 | 22.7% | 47% |
| 20260915 | $2.35 | $1.05 | 17.6% | 22% |
| 20260914 | $2.78 | $1.05 | 19.4% | 31% |
| 20260911 | $2.58 | $1.25 | 17.0% | 19% |
| 20260910 | $2.75 | $1.33 | 29.7% | 83% |
| 20260909 | $2.80 | $1.43 | 25.2% | 60% |
| 20260908 | $2.83 | $1.58 | 17.9% | 23% |
| 20260904 | $2.95 | $1.58 | 24.1% | 54% |
| 20260903 | $2.95 | $1.58 | 17.2% | 20% |
| 20260902 | $1.77 | $1.77 | 18.3% | 26% |
| 20260901 | $1.85 | $1.85 | 20.0% | 34% |
| 20260831 | $1.88 | $1.88 | 18.6% | 27% |
| 20260828 | $2.03 | $2.03 | 19.7% | 32% |
| 20260827 | $2.02 | $2.02 | 22.3% | 46% |
| 20260826 | $2.00 | $2.00 | 16.9% | 19% |
| 20260825 | $2.25 | $2.25 | 18.1% | 24% |
| 20260824 | $2.42 | $2.42 | 18.5% | 26% |
| 20260821 | $3.25 | $0.55 | 23.3% | 51% |
| 20260820 | $1.65 | $1.25 | 13.2% | 0% |
| 20260819 | $3.03 | $0.78 | 20.4% | 31% |
| 20260818 | $3.60 | $1.00 | 22.9% | 45% |
| 20260817 | $2.42 | $0.95 | 16.3% | 9% |
| 20260814 | $3.05 | $0.93 | 22.3% | 41% |
| 20260813 | $2.55 | $1.10 | 31.9% | 91% |
| 20260812 | $2.72 | $1.30 | 17.3% | 14% |
| 20260811 | $2.70 | $1.32 | 16.5% | 10% |
| 20260810 | $2.10 | $1.62 | 14.6% | 0% |
| 20260807 | — | — | 27.6% | 63% |
| 20260806 | $3.20 | $1.98 | 18.2% | 13% |
| 20260805 | $2.05 | $2.05 | 17.9% | 11% |
| 20260804 | $1.77 | $1.77 | 17.7% | 10% |
| 20260803 | $2.10 | $2.10 | 17.9% | 11% |
| 20260731 | $2.55 | $2.55 | 30.4% | 75% |
| 20260730 | $2.40 | $2.40 | 19.4% | 18% |
| 20260729 | $2.90 | $2.90 | 23.0% | 35% |
More on EWI
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