EWL · Expected Move
iShares MSCI Switzerland ETF · ETF
The expected move for EWL 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).
EWL 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 EWL Expected Move
30-Day Straddle
$3.00
7-Day Straddle
$3.00
30-Day ATM IV
20.7%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to EWL'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.
EWL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $3.00 | $3.00 | 20.7% | 33% |
| 20261026 | $0.00 | $0.00 | 21.4% | 36% |
| 20261023 | $0.00 | $0.00 | 20.0% | 29% |
| 20261022 | $2.17 | $2.17 | 20.7% | 32% |
| 20261021 | $1.23 | $1.23 | 19.6% | 28% |
| 20261020 | $2.48 | $2.48 | 21.7% | 37% |
| 20261019 | $0.00 | $0.00 | 22.1% | 39% |
| 20261016 | $3.38 | $0.90 | 21.0% | 34% |
| 20261015 | $2.90 | $1.25 | 22.5% | 41% |
| 20261014 | $2.48 | $0.62 | 16.1% | 11% |
| 20261013 | $2.58 | $0.50 | 18.0% | 20% |
| 20261012 | $1.83 | $1.70 | 14.3% | 3% |
| 20261009 | $2.53 | $0.72 | 15.2% | 7% |
| 20261008 | $2.10 | $1.52 | 14.9% | 6% |
| 20261007 | $1.60 | $1.65 | 15.0% | 6% |
| 20261006 | $1.68 | $1.70 | 14.0% | 1% |
| 20261005 | $1.62 | $1.70 | 13.7% | 0% |
| 20261002 | $1.70 | $1.70 | 13.8% | 0% |
| 20261001 | $1.65 | $1.65 | 14.8% | 4% |
| 20260930 | $1.70 | $1.70 | 14.0% | 0% |
| 20260929 | $1.82 | $1.82 | 15.8% | 9% |
| 20260928 | $1.93 | $1.93 | 15.9% | 9% |
| 20260925 | $1.45 | $1.45 | 15.6% | 8% |
| 20260924 | $2.12 | $2.12 | 16.0% | 10% |
| 20260923 | $2.23 | $2.23 | 17.0% | 15% |
| 20260922 | $1.67 | $1.67 | 17.0% | 14% |
| 20260921 | $1.50 | $1.50 | 16.9% | 14% |
| 20260918 | $2.17 | $1.22 | 18.4% | 21% |
| 20260917 | $2.50 | $1.45 | 16.8% | 14% |
| 20260916 | $2.17 | $1.38 | 17.9% | 19% |
| 20260915 | $2.23 | $1.45 | 15.4% | 7% |
| 20260914 | $2.38 | $2.00 | 15.6% | 8% |
| 20260911 | $2.33 | $1.93 | 15.9% | 9% |
| 20260910 | $2.38 | $1.95 | 17.3% | 16% |
| 20260909 | $1.70 | $1.82 | 13.9% | 0% |
| 20260908 | $3.27 | $2.27 | 21.3% | 29% |
| 20260904 | $2.97 | $1.97 | 34.7% | 97% |
| 20260903 | $3.12 | $2.73 | 29.7% | 72% |
| 20260902 | $2.78 | $2.78 | 35.2% | 100% |
| 20260901 | $2.80 | $2.80 | 31.2% | 90% |
| 20260831 | $2.70 | $2.70 | 32.9% | 100% |
| 20260828 | $2.92 | $2.92 | 28.4% | 100% |
| 20260827 | $2.90 | $2.90 | 23.8% | 73% |
| 20260826 | $2.98 | $2.98 | 21.4% | 52% |
| 20260825 | $2.90 | $2.90 | 21.2% | 50% |
| 20260824 | $2.50 | $2.50 | 20.5% | 44% |
| 20260821 | $2.83 | $3.00 | 25.0% | 84% |
| 20260820 | $2.85 | $2.00 | 22.7% | 63% |
| 20260819 | $2.08 | $2.05 | 19.9% | 39% |
| 20260818 | $2.95 | $2.17 | 21.3% | 51% |
| 20260817 | $3.02 | $2.25 | 21.7% | 55% |
| 20260814 | $3.15 | $2.40 | 20.9% | 47% |
| 20260813 | $3.38 | $2.35 | 21.5% | 53% |
| 20260812 | $3.10 | $2.33 | 20.1% | 40% |
| 20260811 | $2.67 | $2.03 | 19.8% | 38% |
| 20260810 | $2.92 | $2.17 | 19.4% | 35% |
| 20260807 | — | — | 19.4% | 28% |
| 20260806 | $3.02 | $2.27 | 19.5% | 27% |
| 20260805 | $2.33 | $2.33 | 19.3% | 25% |
| 20260804 | $2.30 | $2.30 | 19.6% | 27% |
More on EWL
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.