EWW · Expected Move

iShares MSCI Mexico ETF · ETF

The expected move for EWW 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).

EWW straddle price & implied vol

60 sessions

Bars: 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 EWW Expected Move
30-Day Straddle
$3.42
7-Day Straddle
$3.42
30-Day ATM IV
20.9%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to EWW'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.
EWW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $3.42 $3.42 20.9% 18%
20261020 $3.85 $3.85 22.2% 30%
20261019 $3.88 $3.88 22.3% 30%
20261016 $4.25 $1.23 23.1% 37%
20261015 $4.65 $0.82 25.4% 56%
20261014 $4.38 $1.23 23.3% 39%
20261013 $4.15 $1.15 21.9% 27%
20261012 $4.68 $1.65 24.0% 45%
20261009 $4.12 $1.52 21.2% 20%
20261008 $4.28 $1.62 22.1% 28%
20261007 $4.50 $1.70 22.3% 30%
20261006 $4.60 $1.68 21.8% 26%
20261005 $5.10 $1.88 24.0% 44%
20261002 $1.90 $1.90 19.6% 7%
20261001 $2.23 $2.23 18.8% 0%
20260930 $1.85 $1.85 21.1% 17%
20260929 $2.58 $2.58 21.8% 23%
20260928 $2.40 $2.40 21.3% 19%
20260925 $2.47 $2.47 19.4% 2%
20260924 $2.23 $2.23 19.1% 0%
20260923 $2.62 $2.62 19.5% 0%
20260922 $2.77 $2.77 20.1% 1%
20260921 $2.92 $2.92 22.1% 17%
20260918 $4.00 $0.85 24.4% 37%
20260917 $3.90 $2.10 23.6% 30%
20260916 $3.88 $2.70 23.6% 30%
20260915 $4.78 $2.48 27.8% 66%
20260914 $3.80 $1.70 21.5% 13%
20260911 $3.70 $2.17 20.7% 6%
20260910 $4.47 $2.30 23.1% 27%
20260909 $4.22 $2.42 23.1% 26%
20260908 $4.70 $2.90 22.9% 25%
20260904 $4.47 $2.40 21.9% 16%
20260903 $4.72 $2.90 22.8% 24%
20260902 $3.30 $3.30 21.4% 12%
20260901 $3.05 $3.05 20.8% 7%
20260831 $2.80 $2.80 20.0% 0%
20260828 $3.42 $3.42 24.5% 23%
20260827 $3.17 $3.17 23.7% 15%
20260826 $3.55 $3.55 23.1% 8%
20260825 $3.90 $3.90 23.7% 15%
20260824 $4.15 $4.15 24.9% 28%
20260821 $4.05 $1.52 22.6% 4%
20260820 $3.73 $1.12 22.5% 2%
20260819 $3.93 $1.25 23.0% 7%
20260818 $3.85 $1.62 22.3% 0%
20260817 $4.28 $1.62 24.1% 12%
20260814 $4.45 $2.08 24.2% 9%
20260813 $4.68 $3.28 25.1% 17%
20260812 $4.62 $2.40 23.8% 6%
20260811 $4.53 $2.30 23.3% 2%
20260810 $4.78 $3.45 25.1% 17%
20260807 — — 23.5% 3%
20260806 $5.55 $3.25 25.9% 22%
20260805 $3.08 $3.08 24.4% 11%
20260804 $3.47 $3.47 25.2% 16%
20260803 $3.53 $3.53 24.7% 12%
20260731 $4.42 $4.42 28.0% 37%
20260730 $3.88 $3.88 26.1% 23%
20260729 $4.15 $4.15 25.8% 20%

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.