EWJ · Expected Move
iShares MSCI Japan ETF · ETF
The expected move for EWJ 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).
EWJ 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 EWJ Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$1.98
30-Day ATM IV
23.5%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to EWJ'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.
EWJ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $5.00 | $1.98 | 23.5% | 59% |
| 20261020 | $5.10 | $2.55 | 23.4% | 58% |
| 20261019 | $5.40 | $1.98 | 24.5% | 69% |
| 20261016 | $5.05 | $2.80 | 24.7% | 71% |
| 20261015 | $4.33 | $2.33 | 20.5% | 29% |
| 20261014 | $5.85 | $2.50 | 26.2% | 87% |
| 20261013 | $4.80 | $2.62 | 21.7% | 42% |
| 20261012 | $5.15 | $1.82 | 23.1% | 55% |
| 20261009 | $4.92 | $2.23 | 23.0% | 55% |
| 20261008 | $4.60 | $2.65 | 21.5% | 40% |
| 20261007 | $6.33 | $2.98 | 27.6% | 100% |
| 20261006 | $5.47 | $2.62 | 23.2% | 64% |
| 20261005 | $4.15 | $1.92 | 19.1% | 17% |
| 20261002 | $3.95 | $2.10 | 18.6% | 12% |
| 20261001 | $3.67 | $2.58 | 17.5% | 0% |
| 20260930 | $4.12 | $2.47 | 18.7% | 6% |
| 20260929 | $4.47 | $2.75 | 20.2% | 24% |
| 20260928 | $4.53 | $2.00 | 19.3% | 13% |
| 20260925 | $4.22 | $2.27 | 20.0% | 22% |
| 20260924 | $4.68 | $2.55 | 21.8% | 44% |
| 20260923 | $4.83 | $2.33 | 22.0% | 46% |
| 20260922 | $4.60 | $2.58 | 20.3% | 25% |
| 20260921 | $5.25 | $1.93 | 22.1% | 47% |
| 20260918 | $4.50 | $2.00 | 22.2% | 49% |
| 20260917 | $5.17 | $2.17 | 23.6% | 67% |
| 20260916 | $5.20 | $2.72 | 23.6% | 67% |
| 20260915 | $5.68 | $2.73 | 25.0% | 84% |
| 20260914 | $5.80 | $2.02 | 24.3% | 75% |
| 20260911 | $4.65 | $2.55 | 21.7% | 43% |
| 20260910 | $5.28 | $2.73 | 24.7% | 80% |
| 20260909 | $4.90 | $3.05 | 22.3% | 50% |
| 20260908 | $5.17 | $3.08 | 22.8% | 56% |
| 20260904 | $3.92 | $2.38 | 19.4% | 15% |
| 20260903 | $4.30 | $2.33 | 19.5% | 16% |
| 20260902 | $4.53 | $2.40 | 20.7% | 30% |
| 20260901 | $4.53 | $2.45 | 20.9% | 32% |
| 20260831 | $4.47 | $1.02 | 20.1% | 22% |
| 20260828 | $4.15 | $2.15 | 20.7% | 29% |
| 20260827 | $4.50 | $1.83 | 21.0% | 33% |
| 20260826 | $4.67 | $2.88 | 21.7% | 41% |
| 20260825 | $4.95 | $2.92 | 22.3% | 48% |
| 20260824 | $4.85 | $2.00 | 21.8% | 43% |
| 20260821 | $4.50 | $2.33 | 22.1% | 46% |
| 20260820 | $4.82 | $2.33 | 22.9% | 55% |
| 20260819 | $4.95 | $3.00 | 22.9% | 56% |
| 20260818 | $5.25 | $2.75 | 22.8% | 54% |
| 20260817 | $4.85 | $1.83 | 20.5% | 26% |
| 20260814 | $4.70 | $2.28 | 21.4% | 20% |
| 20260813 | $4.47 | $3.30 | 20.6% | 15% |
| 20260812 | $5.20 | $2.77 | 22.7% | 28% |
| 20260811 | $5.25 | $3.02 | 23.6% | 34% |
| 20260810 | $5.22 | $2.35 | 23.4% | 31% |
| 20260807 | — | — | 22.1% | 19% |
| 20260806 | $4.65 | $2.85 | 21.8% | 17% |
| 20260805 | $4.72 | $2.90 | 22.0% | 18% |
| 20260804 | $4.55 | $2.88 | 20.7% | 12% |
| 20260803 | $4.47 | $2.10 | 21.6% | 16% |
| 20260731 | $4.55 | $2.33 | 20.9% | 13% |
| 20260730 | $4.90 | $2.40 | 23.4% | 25% |
| 20260729 | $5.50 | $3.20 | 26.3% | 40% |
More on EWJ
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