EWY · Expected Move

iShares MSCI South Korea ETF · ETF

The expected move for EWY 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).

EWY 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 EWY Expected Move
30-Day Straddle
$17.15
7-Day Straddle
$10.45
30-Day ATM IV
47.9%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to EWY'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.
EWY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $17.15 $10.45 47.9% 18%
20261020 $17.62 $10.95 49.7% 21%
20261019 $18.85 $7.64 51.0% 24%
20261016 $17.80 $9.43 53.3% 28%
20261015 $17.62 $9.85 50.3% 23%
20261014 $16.43 $10.12 45.1% 13%
20261013 $17.30 $10.35 44.0% 11%
20261012 $16.93 $6.89 42.3% 8%
20261009 $14.60 $7.62 38.2% 0%
20261008 $15.75 $10.32 40.1% 3%
20261007 $16.25 $8.47 38.4% 0%
20261006 $16.88 $9.53 39.3% 0%
20261005 $18.95 $6.72 42.0% 3%
20261002 $17.40 $8.03 41.8% 2%
20261001 $18.10 $8.82 43.5% 6%
20260930 $18.50 $10.18 44.6% 8%
20260929 $19.17 $11.15 44.4% 7%
20260928 $19.20 $7.32 44.1% 7%
20260925 $18.23 $9.40 44.5% 8%
20260924 $17.77 $9.35 43.8% 6%
20260923 $18.88 $10.18 44.4% 7%
20260922 $20.10 $11.62 45.1% 9%
20260921 $20.52 $8.28 46.1% 11%
20260918 $17.05 $8.55 43.3% 5%
20260917 $17.85 $8.85 42.9% 4%
20260916 $18.30 $10.28 45.7% 10%
20260915 $18.52 $11.15 45.3% 9%
20260914 $20.27 $7.85 48.4% 15%
20260911 $19.00 $8.93 45.7% 10%
20260910 $19.45 $10.93 47.5% 13%
20260909 $20.55 $10.93 47.6% 14%
20260908 $21.90 $12.75 49.6% 18%
20260904 $18.92 $8.82 45.2% 9%
20260903 $16.43 $8.00 40.6% 0%
20260902 $17.25 $8.70 42.6% 0%
20260901 $17.88 $10.57 43.9% 3%
20260831 $17.95 $7.40 42.5% 0%
20260828 $17.55 $8.80 44.7% 0%
20260827 $18.55 $10.20 45.7% 0%
20260826 $19.90 $11.60 49.0% 0%
20260825 $20.75 $12.45 50.0% 2%
20260824 $21.35 $8.70 52.5% 8%
20260821 $19.55 $10.20 50.7% 4%
20260820 $20.30 $11.35 51.3% 5%
20260819 $20.75 $12.25 51.8% 6%
20260818 $21.85 $12.70 55.3% 14%
20260817 $23.15 $9.30 53.3% 10%
20260814 $20.00 $9.95 50.5% 3%
20260813 $21.15 $11.85 52.8% 9%
20260812 $20.95 $12.25 52.5% 8%
20260811 $20.35 $11.40 52.6% 8%
20260810 $22.25 $8.30 58.1% 21%
20260807 — — 60.1% 26%
20260806 $26.00 $15.35 70.1% 49%
20260805 $28.35 $17.20 73.7% 57%
20260804 $30.10 $18.95 76.4% 63%
20260803 $28.30 $12.60 75.5% 61%
20260731 $26.90 $14.05 78.1% 67%
20260730 $26.90 $15.30 74.9% 60%
20260729 $26.40 $15.05 79.6% 71%

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.