EWN · Expected Move
iShares MSCI Netherlands ETF · ETF
The expected move for EWN 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).
EWN 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 EWN Expected Move
30-Day Straddle
$4.17
7-Day Straddle
$4.17
30-Day ATM IV
25.7%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to EWN'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.
EWN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.17 | $4.17 | 25.7% | 62% |
| 20261021 | $0.00 | $0.00 | 27.9% | 76% |
| 20261020 | $2.08 | $2.08 | 27.6% | 74% |
| 20261019 | $2.23 | $2.23 | 28.6% | 80% |
| 20261016 | $4.38 | $2.30 | 27.8% | 75% |
| 20261015 | $4.15 | $2.45 | 25.7% | 61% |
| 20261014 | $4.43 | $2.67 | 26.9% | 69% |
| 20261013 | $4.45 | $2.85 | 26.4% | 66% |
| 20261012 | $4.47 | $3.05 | 23.4% | 46% |
| 20261009 | $4.75 | $3.10 | 27.2% | 71% |
| 20261008 | $5.03 | $3.27 | 27.8% | 75% |
| 20261007 | $4.85 | $3.45 | 27.3% | 72% |
| 20261006 | $4.95 | $3.30 | 28.8% | 82% |
| 20261005 | $4.90 | $3.45 | 28.4% | 79% |
| 20261002 | $3.55 | $3.55 | 28.8% | 81% |
| 20261001 | $3.58 | $3.58 | 26.5% | 66% |
| 20260930 | $3.62 | $3.62 | 26.8% | 68% |
| 20260929 | $3.58 | $3.58 | 24.7% | 55% |
| 20260928 | $3.67 | $3.67 | 25.6% | 61% |
| 20260925 | $2.95 | $2.95 | 24.1% | 51% |
| 20260924 | $4.07 | $4.07 | 27.0% | 70% |
| 20260923 | $3.93 | $3.93 | 29.1% | 83% |
| 20260922 | $3.90 | $3.90 | 27.4% | 72% |
| 20260921 | $4.50 | $4.50 | 31.0% | 96% |
| 20260918 | $4.65 | $3.35 | 31.6% | 100% |
| 20260917 | $4.75 | $3.30 | 30.1% | 100% |
| 20260916 | $4.57 | $3.55 | 25.9% | 69% |
| 20260915 | $4.78 | $3.55 | 26.3% | 73% |
| 20260914 | $4.65 | $3.70 | 30.1% | 100% |
| 20260911 | $4.75 | $3.80 | 29.5% | 98% |
| 20260910 | $4.85 | $3.90 | 29.8% | 100% |
| 20260909 | $5.05 | $3.98 | 28.9% | 100% |
| 20260908 | $4.62 | $3.92 | 28.5% | 97% |
| 20260904 | $4.95 | $3.80 | 25.4% | 72% |
| 20260903 | $4.90 | $3.92 | 27.0% | 85% |
| 20260902 | $4.18 | $4.18 | 25.7% | 75% |
| 20260901 | $4.17 | $4.17 | 25.6% | 74% |
| 20260831 | $4.12 | $4.12 | 25.2% | 71% |
| 20260828 | $3.90 | $3.90 | 23.2% | 55% |
| 20260827 | $3.95 | $3.95 | 22.8% | 52% |
| 20260826 | $4.03 | $4.03 | 23.0% | 53% |
| 20260825 | $4.17 | $4.17 | 22.8% | 51% |
| 20260824 | $4.12 | $4.12 | 22.2% | 47% |
| 20260821 | $3.77 | $3.08 | 21.4% | 40% |
| 20260820 | $4.12 | $2.92 | 22.6% | 50% |
| 20260819 | $3.52 | $2.33 | 19.3% | 24% |
| 20260818 | $4.07 | $2.50 | 17.1% | 7% |
| 20260817 | $4.32 | $3.20 | 23.2% | 55% |
| 20260814 | $4.25 | $3.12 | 21.9% | 39% |
| 20260813 | $4.32 | $3.20 | 23.6% | 50% |
| 20260812 | $4.12 | $3.02 | 22.6% | 44% |
| 20260811 | $3.70 | $2.23 | 22.3% | 41% |
| 20260810 | $3.55 | $2.33 | 20.6% | 29% |
| 20260807 | — | — | 20.0% | 19% |
| 20260806 | $3.50 | $2.25 | 19.9% | 19% |
| 20260805 | $2.52 | $2.52 | 22.1% | 31% |
| 20260804 | $2.50 | $2.50 | 21.2% | 26% |
| 20260803 | $2.58 | $2.58 | 22.6% | 33% |
| 20260731 | $2.95 | $2.95 | 26.7% | 55% |
| 20260730 | $2.90 | $2.90 | 23.8% | 40% |
More on EWN
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.