EWZ · Expected Move
iShares MSCI Brazil ETF · ETF
The expected move for EWZ 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).
EWZ 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 EWZ Expected Move
30-Day Straddle
$3.23
7-Day Straddle
$1.71
30-Day ATM IV
40.0%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to EWZ'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.
EWZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $3.23 | $1.71 | 40.0% | 37% |
| 20261023 | $6.06 | $5.72 | 64.1% | 90% |
| 20261022 | $6.53 | $5.83 | 68.4% | 100% |
| 20261021 | $6.23 | $5.41 | 64.6% | 95% |
| 20261020 | $6.07 | $5.40 | 62.1% | 90% |
| 20261019 | $5.74 | $1.52 | 59.7% | 84% |
| 20261016 | $5.87 | $2.06 | 62.1% | 89% |
| 20261015 | $6.42 | $2.15 | 66.7% | 100% |
| 20261014 | $4.54 | $2.06 | 46.8% | 63% |
| 20261013 | $4.18 | $1.96 | 42.2% | 51% |
| 20261012 | $4.17 | $1.54 | 40.5% | 46% |
| 20261009 | $3.83 | $1.39 | 40.0% | 45% |
| 20261008 | $3.89 | $1.50 | 40.4% | 46% |
| 20261007 | $4.00 | $1.65 | 41.4% | 49% |
| 20261006 | $3.92 | $1.80 | 39.8% | 44% |
| 20261005 | $4.09 | $1.36 | 41.1% | 48% |
| 20261002 | $5.14 | $3.00 | 60.5% | 100% |
| 20261001 | $5.04 | $2.92 | 60.4% | 100% |
| 20260930 | $5.08 | $3.00 | 59.5% | 100% |
| 20260929 | $4.97 | $2.96 | 57.8% | 100% |
| 20260928 | $4.81 | $1.20 | 54.1% | 100% |
| 20260925 | $3.49 | $1.28 | 47.1% | 100% |
| 20260924 | $3.69 | $1.19 | 46.2% | 100% |
| 20260923 | $3.65 | $1.30 | 42.9% | 93% |
| 20260922 | $3.79 | $1.33 | 42.9% | 94% |
| 20260921 | $4.00 | $1.46 | 44.3% | 100% |
| 20260918 | $3.55 | $1.13 | 42.3% | 97% |
| 20260917 | $3.59 | $1.34 | 41.9% | 95% |
| 20260916 | $3.65 | $1.45 | 42.8% | 100% |
| 20260915 | $3.69 | $1.64 | 42.4% | 100% |
| 20260914 | $3.75 | $1.25 | 41.7% | 100% |
| 20260911 | $3.47 | $1.32 | 39.2% | 91% |
| 20260910 | $3.26 | $1.49 | 38.0% | 84% |
| 20260909 | $3.31 | $1.43 | 37.6% | 81% |
| 20260908 | $3.77 | $1.67 | 40.9% | 100% |
| 20260904 | $2.62 | $1.14 | 32.3% | 52% |
| 20260903 | $2.50 | $1.33 | 30.9% | 44% |
| 20260902 | $2.81 | $1.49 | 32.2% | 51% |
| 20260901 | $2.42 | $1.34 | 30.5% | 41% |
| 20260831 | $2.08 | $0.94 | 25.3% | 12% |
| 20260828 | $2.10 | $0.99 | 26.5% | 19% |
| 20260827 | $2.08 | $1.11 | 25.9% | 15% |
| 20260826 | $2.35 | $1.23 | 27.2% | 22% |
| 20260825 | $2.33 | $1.35 | 28.0% | 27% |
| 20260824 | $2.54 | $0.93 | 28.9% | 32% |
| 20260821 | $2.15 | $0.98 | 28.6% | 31% |
| 20260820 | $2.01 | $1.03 | 26.0% | 15% |
| 20260819 | $2.04 | $1.08 | 25.9% | 15% |
| 20260818 | $1.95 | $1.14 | 24.7% | 8% |
| 20260817 | $2.01 | $0.80 | 25.6% | 13% |
| 20260814 | $1.67 | $0.92 | 23.3% | 0% |
| 20260813 | $3.09 | $1.04 | 34.1% | 61% |
| 20260812 | $1.91 | $1.01 | 24.7% | 5% |
| 20260811 | $2.77 | $1.04 | 34.9% | 66% |
| 20260810 | $1.95 | $0.79 | 26.7% | 17% |
| 20260807 | — | — | 27.1% | 18% |
| 20260806 | $2.15 | $1.09 | 26.4% | 15% |
| 20260805 | $2.11 | $1.07 | 25.5% | 9% |
| 20260804 | $2.14 | $1.29 | 25.7% | 10% |
| 20260803 | $2.21 | $0.85 | 25.8% | 9% |
More on EWZ
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.