EZU · Expected Move
iShare MSCI Eurozone ETF of ISHARES INC. · ETF
The expected move for EZU 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).
EZU 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 EZU Expected Move
30-Day Straddle
$2.80
7-Day Straddle
$2.80
30-Day ATM IV
19.5%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to EZU'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.
EZU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.80 | $2.80 | 19.5% | 31% |
| 20261021 | $3.17 | $3.17 | 20.8% | 38% |
| 20261020 | $3.12 | $3.12 | 20.4% | 36% |
| 20261019 | $3.17 | $3.17 | 20.3% | 35% |
| 20261016 | $2.92 | $0.90 | 18.3% | 25% |
| 20261015 | $2.90 | $1.02 | 26.1% | 63% |
| 20261014 | $3.52 | $1.27 | 20.4% | 36% |
| 20261013 | $3.25 | $1.20 | 19.3% | 30% |
| 20261012 | $3.27 | $1.17 | 19.9% | 33% |
| 20261009 | $3.92 | $1.38 | 21.5% | 41% |
| 20261008 | $3.58 | $1.52 | 28.3% | 74% |
| 20261007 | $3.75 | $1.75 | 20.8% | 38% |
| 20261006 | $3.57 | $1.77 | 19.8% | 33% |
| 20261005 | $3.65 | $1.85 | 19.4% | 31% |
| 20261002 | $2.00 | $2.00 | 18.5% | 27% |
| 20261001 | $2.33 | $2.33 | 19.7% | 32% |
| 20260930 | $2.20 | $2.20 | 18.8% | 28% |
| 20260929 | $2.15 | $2.15 | 25.2% | 59% |
| 20260928 | $2.08 | $2.08 | 18.1% | 25% |
| 20260925 | $2.17 | $2.17 | 16.3% | 16% |
| 20260924 | $2.38 | $2.38 | 17.4% | 21% |
| 20260923 | $2.38 | $2.38 | 16.7% | 18% |
| 20260922 | $2.33 | $2.33 | 16.5% | 17% |
| 20260921 | $2.58 | $2.58 | 17.7% | 23% |
| 20260918 | $2.25 | $0.85 | 15.2% | 11% |
| 20260917 | $2.47 | $1.05 | 16.5% | 17% |
| 20260916 | $3.20 | $1.35 | 19.8% | 33% |
| 20260915 | $3.30 | $1.62 | 20.1% | 34% |
| 20260914 | $2.80 | $1.25 | 17.4% | 21% |
| 20260911 | $2.12 | $1.65 | 13.0% | 0% |
| 20260910 | $3.05 | $1.38 | 17.7% | 22% |
| 20260909 | $2.30 | $1.62 | 14.2% | 5% |
| 20260908 | $2.78 | $1.65 | 13.9% | 3% |
| 20260904 | $2.95 | $1.92 | 14.3% | 5% |
| 20260903 | $3.08 | $2.45 | 16.0% | 13% |
| 20260902 | $2.02 | $2.02 | 23.6% | 51% |
| 20260901 | $2.23 | $2.23 | 17.1% | 19% |
| 20260831 | $2.25 | $2.25 | 17.8% | 22% |
| 20260828 | $1.52 | $1.52 | 16.0% | 14% |
| 20260827 | $2.22 | $2.22 | 15.6% | 12% |
| 20260826 | $2.60 | $2.60 | 16.4% | 15% |
| 20260825 | $2.52 | $2.52 | 17.2% | 20% |
| 20260824 | $2.05 | $2.05 | 13.8% | 3% |
| 20260821 | $2.83 | $1.57 | 15.6% | 12% |
| 20260820 | $2.23 | $1.62 | 13.9% | 3% |
| 20260819 | $2.52 | $1.20 | 14.7% | 7% |
| 20260818 | $2.53 | $1.58 | 15.0% | 8% |
| 20260817 | $2.30 | $1.42 | 13.7% | 2% |
| 20260814 | $2.55 | $1.25 | 14.5% | 6% |
| 20260813 | $2.25 | $1.55 | 13.2% | 0% |
| 20260812 | $2.42 | $1.90 | 14.8% | 0% |
| 20260811 | $2.55 | $2.08 | 16.2% | 0% |
| 20260810 | $3.50 | $2.45 | 17.4% | 2% |
| 20260807 | — | — | 17.7% | 4% |
| 20260806 | $3.27 | $2.33 | 17.4% | 2% |
| 20260805 | $2.58 | $2.58 | 18.6% | 9% |
| 20260804 | $2.15 | $2.15 | 17.2% | 1% |
| 20260803 | $2.48 | $2.48 | 18.4% | 8% |
| 20260731 | $2.95 | $2.95 | 19.5% | 14% |
| 20260730 | $2.72 | $2.72 | 19.7% | 16% |
More on EZU
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.