FEZ · Expected Move
State Street SPDR EURO STOXX 50 ETF · ETF
The expected move for FEZ 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).
FEZ 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 FEZ Expected Move
30-Day Straddle
$3.05
7-Day Straddle
$1.68
30-Day ATM IV
21.3%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to FEZ'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.
FEZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.05 | $1.68 | 21.3% | 31% |
| 20261021 | $2.92 | $2.10 | 19.1% | 21% |
| 20261020 | $2.98 | $3.17 | 19.8% | 24% |
| 20261019 | $3.12 | $1.38 | 19.9% | 25% |
| 20261016 | $3.40 | $1.60 | 19.9% | 24% |
| 20261015 | $2.62 | $1.42 | 17.7% | 15% |
| 20261014 | $2.25 | $1.68 | 16.3% | 9% |
| 20261013 | $2.95 | $1.67 | 19.9% | 25% |
| 20261012 | $2.73 | $1.20 | 21.0% | 29% |
| 20261009 | $2.92 | $1.35 | 21.8% | 33% |
| 20261008 | $3.30 | $1.57 | 22.0% | 34% |
| 20261007 | $2.25 | $1.60 | 15.2% | 4% |
| 20261006 | $3.38 | $1.62 | 21.7% | 32% |
| 20261005 | $2.92 | $1.38 | 17.4% | 14% |
| 20261002 | $3.55 | $1.65 | 22.7% | 37% |
| 20261001 | $3.60 | $1.90 | 23.5% | 40% |
| 20260930 | $3.92 | $2.00 | 25.6% | 49% |
| 20260929 | $3.23 | $1.77 | 20.9% | 29% |
| 20260928 | $3.20 | $1.27 | 23.2% | 39% |
| 20260925 | $3.25 | $2.05 | 21.8% | 33% |
| 20260924 | $3.20 | $1.73 | 18.7% | 19% |
| 20260923 | $3.20 | $1.60 | 21.0% | 29% |
| 20260922 | $2.95 | $1.85 | 18.2% | 17% |
| 20260921 | $3.38 | $1.75 | 20.1% | 25% |
| 20260918 | $2.62 | $1.38 | 18.3% | 18% |
| 20260917 | $2.60 | $1.98 | 19.8% | 24% |
| 20260916 | $2.95 | $2.28 | 18.6% | 19% |
| 20260915 | $2.98 | $2.17 | 19.4% | 22% |
| 20260914 | $2.85 | $1.27 | 18.0% | 16% |
| 20260911 | $3.25 | $1.27 | 18.4% | 18% |
| 20260910 | $3.65 | $1.68 | 22.4% | 35% |
| 20260909 | $2.45 | $1.70 | 14.8% | 2% |
| 20260908 | $2.58 | $1.43 | 16.2% | 9% |
| 20260904 | $2.42 | $1.30 | 15.1% | 4% |
| 20260903 | $2.62 | $1.40 | 29.5% | 66% |
| 20260902 | $2.83 | $2.45 | 17.8% | 16% |
| 20260901 | $2.85 | $2.45 | 29.4% | 66% |
| 20260831 | $2.90 | $2.15 | 17.0% | 12% |
| 20260828 | $2.33 | $1.15 | 16.4% | 9% |
| 20260827 | $2.50 | $1.38 | 18.1% | 17% |
| 20260826 | $3.15 | $1.18 | 18.0% | 16% |
| 20260825 | $2.62 | $1.93 | 15.9% | 7% |
| 20260824 | $2.55 | $1.02 | 16.0% | 8% |
| 20260821 | $2.45 | $1.23 | 16.9% | 12% |
| 20260820 | $2.70 | $1.30 | 16.1% | 8% |
| 20260819 | $2.80 | $1.48 | 18.6% | 19% |
| 20260818 | $2.83 | $1.57 | 16.8% | 11% |
| 20260817 | $2.72 | $0.80 | 15.7% | 6% |
| 20260814 | $2.42 | $0.93 | 16.1% | 8% |
| 20260813 | $2.20 | $1.05 | 14.3% | 0% |
| 20260812 | $3.00 | $1.20 | 15.8% | 7% |
| 20260811 | $2.67 | $1.32 | 16.0% | 8% |
| 20260810 | $3.35 | $1.20 | 28.3% | 61% |
| 20260807 | — | — | 15.0% | 4% |
| 20260806 | $2.35 | $2.20 | 15.8% | 7% |
| 20260805 | $2.45 | $1.30 | 14.2% | 0% |
| 20260804 | $3.62 | $2.75 | 23.2% | 34% |
| 20260803 | $3.95 | $0.65 | 22.4% | 30% |
| 20260731 | $2.75 | $1.35 | 25.7% | 45% |
| 20260730 | $3.75 | $1.60 | 24.2% | 38% |
More on FEZ
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.