EZA · Expected Move
iShares MSCI South Africa ETF · ETF
The expected move for EZA 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).
EZA 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 EZA Expected Move
30-Day Straddle
$4.95
7-Day Straddle
$4.95
30-Day ATM IV
35.0%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to EZA'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.
EZA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.95 | $4.95 | 35.0% | 27% |
| 20261021 | $4.57 | $4.57 | 31.8% | 12% |
| 20261020 | $4.70 | $4.70 | 31.3% | 10% |
| 20261019 | $4.35 | $4.35 | 31.0% | 7% |
| 20261016 | $5.15 | $0.82 | 31.7% | 10% |
| 20261015 | $5.05 | $0.97 | 31.2% | 8% |
| 20261014 | $4.97 | $2.30 | 30.7% | 6% |
| 20261013 | $5.03 | $1.58 | 30.5% | 5% |
| 20261012 | $5.22 | $2.10 | 31.4% | 9% |
| 20261009 | $5.30 | $2.12 | 31.5% | 9% |
| 20261008 | $5.95 | $3.10 | 32.7% | 14% |
| 20261007 | $5.90 | $3.62 | 33.4% | 16% |
| 20261006 | $6.17 | $2.27 | 33.0% | 15% |
| 20261005 | $5.85 | $2.73 | 32.0% | 11% |
| 20261002 | $3.52 | $3.52 | 33.3% | 16% |
| 20261001 | $3.67 | $3.67 | 32.7% | 14% |
| 20260930 | $3.40 | $3.40 | 33.1% | 15% |
| 20260929 | $3.45 | $3.45 | 31.7% | 10% |
| 20260928 | $3.55 | $3.55 | 31.5% | 9% |
| 20260925 | $4.38 | $4.38 | 31.0% | 7% |
| 20260924 | $3.57 | $3.57 | 29.4% | 1% |
| 20260923 | $4.17 | $4.17 | 31.0% | 7% |
| 20260922 | $4.45 | $4.45 | 31.4% | 9% |
| 20260921 | $5.18 | $5.18 | 34.8% | 21% |
| 20260918 | $4.15 | $1.52 | 29.1% | 0% |
| 20260917 | $4.88 | $2.05 | 32.9% | 11% |
| 20260916 | $5.35 | $2.27 | 34.5% | 17% |
| 20260915 | $4.85 | $3.17 | 30.6% | 2% |
| 20260914 | $5.42 | $3.38 | 32.9% | 11% |
| 20260911 | $5.82 | $2.67 | 33.5% | 13% |
| 20260910 | $5.60 | $2.67 | 32.4% | 9% |
| 20260909 | $5.38 | $3.85 | 30.9% | 3% |
| 20260908 | $5.65 | $2.72 | 30.4% | 1% |
| 20260904 | $5.90 | $3.40 | 30.6% | 2% |
| 20260903 | $5.78 | $3.73 | 30.1% | 0% |
| 20260902 | $3.52 | $3.52 | 30.7% | 0% |
| 20260901 | $4.40 | $4.40 | 35.0% | 10% |
| 20260831 | $4.57 | $4.57 | 33.3% | 2% |
| 20260828 | $4.47 | $4.47 | 32.8% | 0% |
| 20260827 | $5.10 | $5.10 | 35.3% | 11% |
| 20260826 | $4.50 | $4.50 | 32.8% | 0% |
| 20260825 | $5.22 | $5.22 | 35.1% | 8% |
| 20260824 | $4.97 | $4.97 | 33.5% | 1% |
| 20260821 | $5.20 | $1.50 | 33.9% | 3% |
| 20260820 | $5.30 | $1.95 | 34.6% | 6% |
| 20260819 | $5.35 | $2.23 | 33.9% | 2% |
| 20260818 | $5.82 | $1.35 | 37.4% | 18% |
| 20260817 | $5.42 | $2.05 | 33.3% | 0% |
| 20260814 | $5.65 | $2.45 | 35.8% | 0% |
| 20260813 | $6.17 | $3.17 | 36.5% | 2% |
| 20260812 | $6.25 | $3.22 | 36.1% | 0% |
| 20260811 | $6.75 | $2.97 | 38.7% | 0% |
| 20260810 | $7.40 | $3.53 | 40.1% | 4% |
| 20260807 | — | — | 40.2% | 4% |
| 20260806 | $7.70 | $4.50 | 41.9% | 15% |
| 20260805 | $3.92 | $3.92 | 39.8% | 2% |
| 20260804 | $5.35 | $5.35 | 43.7% | 26% |
| 20260803 | $4.85 | $4.85 | 42.5% | 19% |
| 20260731 | $5.40 | $5.40 | 41.6% | 13% |
| 20260730 | $5.55 | $5.55 | 42.8% | 20% |
More on EZA
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.