EWX · Expected Move
State Street SPDR S&P Emerging Markets Small Cap ETF · ETF
The expected move for EWX 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).
EWX 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 EWX Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
23.2%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to EWX'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.
EWX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.00 | $0.00 | 23.2% | 29% |
| 20261021 | $1.65 | $1.65 | 21.2% | 17% |
| 20261020 | $3.17 | $3.17 | 20.7% | 13% |
| 20261019 | $1.95 | $1.95 | 20.5% | 12% |
| 20261016 | $3.90 | $2.08 | 21.3% | 17% |
| 20261015 | $3.50 | $2.08 | 19.9% | 8% |
| 20261014 | $3.42 | $2.12 | 18.9% | 1% |
| 20261013 | $3.53 | $2.23 | 18.8% | 1% |
| 20261012 | $3.45 | $2.28 | 18.7% | 0% |
| 20261009 | $3.65 | $2.35 | 20.2% | 7% |
| 20261008 | $3.58 | $2.40 | 19.1% | 0% |
| 20261007 | $3.70 | $2.40 | 19.8% | 5% |
| 20261006 | $4.15 | $2.50 | 21.4% | 16% |
| 20261005 | $3.80 | $2.60 | 20.3% | 8% |
| 20261002 | $2.62 | $2.62 | 20.8% | 11% |
| 20261001 | $2.72 | $2.72 | 21.6% | 17% |
| 20260930 | $2.83 | $2.83 | 21.2% | 14% |
| 20260929 | $2.88 | $2.88 | 20.8% | 11% |
| 20260928 | $2.92 | $2.92 | 21.0% | 12% |
| 20260925 | $2.77 | $2.77 | 19.5% | 3% |
| 20260924 | $2.98 | $2.98 | 21.6% | 17% |
| 20260923 | $3.02 | $3.02 | 22.2% | 20% |
| 20260922 | $3.17 | $3.17 | 22.2% | 21% |
| 20260921 | $3.23 | $3.23 | 21.7% | 18% |
| 20260918 | $3.40 | $2.33 | 21.5% | 16% |
| 20260917 | $3.47 | $2.27 | 22.4% | 22% |
| 20260916 | $3.35 | $2.27 | 20.6% | 10% |
| 20260915 | $3.50 | $2.53 | 20.9% | 12% |
| 20260914 | $3.75 | $2.55 | 22.3% | 21% |
| 20260911 | $3.90 | $2.67 | 23.8% | 32% |
| 20260910 | $4.12 | $2.83 | 24.1% | 33% |
| 20260909 | $3.95 | $2.80 | 23.0% | 26% |
| 20260908 | $3.95 | $2.83 | 23.2% | 27% |
| 20260904 | $3.95 | $2.83 | 21.4% | 15% |
| 20260903 | $4.00 | $2.88 | 22.4% | 22% |
| 20260902 | $3.02 | $3.02 | 22.9% | 25% |
| 20260901 | $3.08 | $3.08 | 27.3% | 54% |
| 20260831 | $3.15 | $3.15 | 26.4% | 49% |
| 20260828 | $2.65 | $2.65 | 26.8% | 51% |
| 20260827 | $3.17 | $3.17 | 23.0% | 26% |
| 20260826 | $3.23 | $3.23 | 24.0% | 33% |
| 20260825 | $3.27 | $3.27 | 23.1% | 27% |
| 20260824 | $3.33 | $3.33 | 19.1% | 0% |
| 20260821 | $3.62 | $3.47 | 20.2% | 7% |
| 20260820 | $3.47 | $2.20 | 23.7% | 30% |
| 20260819 | $4.22 | $2.98 | 25.7% | 44% |
| 20260818 | $4.18 | $3.05 | 28.5% | 63% |
| 20260817 | $3.02 | $2.95 | 20.2% | 7% |
| 20260814 | $4.65 | $3.20 | 27.2% | 54% |
| 20260813 | $4.47 | $3.35 | 26.3% | 48% |
| 20260812 | $4.58 | $3.35 | 26.1% | 46% |
| 20260811 | $4.22 | $2.83 | 23.6% | 30% |
| 20260810 | $4.28 | $2.98 | 24.0% | 32% |
| 20260807 | — | — | 26.8% | 51% |
| 20260806 | $4.92 | $3.45 | 25.3% | 41% |
| 20260805 | $3.65 | $3.65 | 27.4% | 55% |
| 20260804 | $3.47 | $3.47 | 28.4% | 62% |
| 20260803 | $3.62 | $3.62 | 29.0% | 66% |
| 20260731 | $3.52 | $3.52 | 30.8% | 78% |
| 20260730 | $3.70 | $3.70 | 28.2% | 61% |
More on EWX
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