EWZS · Expected Move
iShares MSCI Brazil Small-Cap ETF · ETF
The expected move for EWZS 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).
EWZS 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 EWZS Expected Move
30-Day Straddle
$3.45
7-Day Straddle
$0.35
30-Day ATM IV
89.3%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to EWZS'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.
EWZS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $3.45 | $0.35 | 89.3% | 75% |
| 20261015 | $3.15 | $0.57 | 80.6% | 65% |
| 20261014 | $2.85 | $0.57 | 69.5% | 51% |
| 20261013 | $2.35 | $0.65 | 53.8% | 31% |
| 20261012 | $2.62 | $0.68 | 58.8% | 38% |
| 20261009 | $2.30 | $0.75 | 49.7% | 26% |
| 20261008 | $2.30 | $0.80 | 50.5% | 27% |
| 20261007 | $2.20 | $0.80 | 49.1% | 26% |
| 20261006 | $2.25 | $0.85 | 49.4% | 26% |
| 20261005 | $2.28 | $0.95 | 49.3% | 26% |
| 20261002 | $1.85 | $1.85 | 70.8% | 52% |
| 20261001 | $1.45 | $1.45 | 64.0% | 44% |
| 20260930 | $1.35 | $1.35 | 62.2% | 42% |
| 20260929 | $1.38 | $1.38 | 61.4% | 41% |
| 20260928 | $1.45 | $1.45 | 62.5% | 42% |
| 20260925 | $1.40 | $1.40 | 63.5% | 43% |
| 20260924 | $1.45 | $1.45 | 57.7% | 36% |
| 20260923 | $1.50 | $1.50 | 55.2% | 33% |
| 20260922 | $1.73 | $1.73 | 55.7% | 34% |
| 20260921 | $1.65 | $1.65 | 53.9% | 32% |
| 20260918 | $1.52 | $1.80 | 52.1% | 29% |
| 20260917 | $1.52 | $0.75 | 51.7% | 29% |
| 20260916 | $1.55 | $0.52 | 51.5% | 29% |
| 20260915 | $1.62 | $0.82 | 51.0% | 28% |
| 20260914 | $1.43 | $0.75 | 46.8% | 23% |
| 20260911 | $1.35 | $1.05 | 45.0% | 20% |
| 20260910 | $1.75 | $1.15 | 46.8% | 23% |
| 20260909 | $1.70 | $1.00 | 49.7% | 26% |
| 20260908 | $1.80 | $0.90 | 49.2% | 26% |
| 20260904 | $1.52 | $0.90 | 43.7% | 19% |
| 20260903 | $1.80 | $0.90 | 44.3% | 20% |
| 20260902 | $1.25 | $1.25 | 48.2% | 24% |
| 20260901 | $0.72 | $0.72 | 34.9% | 8% |
| 20260831 | $0.85 | $0.85 | 41.2% | 16% |
| 20260828 | $0.95 | $0.95 | 39.0% | 13% |
| 20260827 | $0.95 | $0.95 | 39.1% | 13% |
| 20260826 | $0.93 | $0.93 | 38.7% | 13% |
| 20260825 | $1.10 | $1.10 | 38.9% | 13% |
| 20260824 | $0.75 | $0.75 | 36.0% | 9% |
| 20260821 | $0.85 | $0.85 | 35.5% | 9% |
| 20260820 | $0.72 | $0.75 | 28.5% | 0% |
| 20260819 | $0.85 | $0.80 | 34.9% | 8% |
| 20260818 | $0.88 | $0.75 | 30.8% | 3% |
| 20260817 | $0.98 | $0.75 | 34.8% | 8% |
| 20260814 | $0.88 | $0.75 | 32.7% | 5% |
| 20260813 | $1.18 | $0.75 | 39.7% | 14% |
| 20260812 | $0.92 | $0.75 | 37.5% | 11% |
| 20260811 | $0.95 | $0.70 | 44.0% | 19% |
| 20260810 | $0.95 | $0.80 | 34.9% | 8% |
| 20260807 | — | — | 34.1% | 7% |
| 20260806 | $1.10 | $0.75 | 33.0% | 6% |
| 20260805 | $0.88 | $0.88 | 32.5% | 5% |
| 20260804 | $0.82 | $0.82 | 32.8% | 5% |
| 20260803 | $0.88 | $0.88 | 34.8% | 8% |
| 20260731 | $0.85 | $0.85 | 34.6% | 8% |
| 20260730 | $0.88 | $0.88 | 35.2% | 8% |
| 20260729 | $0.85 | $0.85 | 35.1% | 8% |
| 20260728 | $0.90 | $0.90 | 44.2% | 20% |
| 20260727 | $0.85 | $0.85 | 36.9% | 11% |
| 20260724 | $1.00 | $1.00 | 38.0% | 12% |
More on EWZS
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.