HEDJ · Expected Move

WisdomTree Europe Hedged Equity Fund · ETF

The expected move for HEDJ 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).

HEDJ straddle price & implied vol

60 sessions

Bars: 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 HEDJ Expected Move
30-Day Straddle
$2.38
7-Day Straddle
$2.38
30-Day ATM IV
21.4%
IV Rank
32%
Implied one-standard-deviation move through the next 30 days. Compare to HEDJ'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.
HEDJ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.38 $2.38 21.4% 32%
20261021 $2.62 $2.62 16.9% 12%
20261020 $2.80 $2.80 19.6% 24%
20261019 $2.40 $2.40 18.7% 20%
20261016 $2.70 $1.12 17.8% 16%
20261015 $2.10 $1.48 15.8% 7%
20261014 $2.92 $1.80 19.4% 23%
20261013 $3.10 $1.52 19.9% 25%
20261012 $3.35 $1.65 21.9% 34%
20261009 $3.08 $1.90 29.2% 67%
20261008 $3.52 $1.35 22.7% 38%
20261007 $3.10 $1.75 20.2% 27%
20261006 $3.27 $2.08 21.9% 34%
20261005 $2.85 $2.02 20.7% 29%
20261002 $2.08 $2.08 21.6% 33%
20261001 $1.80 $1.80 20.8% 30%
20260930 $2.40 $2.40 21.4% 32%
20260929 $2.25 $2.25 20.8% 29%
20260928 $2.33 $2.33 22.4% 36%
20260925 $2.12 $2.12 18.1% 17%
20260924 $2.25 $2.25 19.2% 22%
20260923 $2.33 $2.33 24.3% 45%
20260922 $2.28 $2.28 19.9% 25%
20260921 $3.48 $3.48 32.6% 82%
20260918 $2.65 $1.90 21.2% 31%
20260917 $2.47 $1.85 20.9% 30%
20260916 $2.45 $1.85 16.7% 11%
20260915 $2.50 $1.98 20.4% 28%
20260914 $2.45 $1.90 20.5% 28%
20260911 $2.62 $2.00 18.2% 18%
20260910 $2.80 $2.08 21.0% 30%
20260909 $2.90 $1.95 29.7% 69%
20260908 $2.67 $1.98 18.4% 19%
20260904 $2.72 $2.22 25.5% 50%
20260903 $2.85 $2.05 19.0% 22%
20260902 $2.20 $2.20 15.1% 4%
20260901 $1.68 $1.68 18.1% 18%
20260831 $2.27 $2.27 19.4% 23%
20260828 $2.30 $2.30 17.9% 17%
20260827 $2.20 $2.20 18.9% 21%
20260826 $2.02 $2.02 19.0% 22%
20260825 $1.98 $1.98 19.6% 24%
20260824 $2.70 $2.70 20.6% 28%
20260821 $2.50 $1.10 21.5% 33%
20260820 $2.77 $1.55 19.0% 22%
20260819 $2.95 $1.35 36.7% 100%
20260818 $2.67 $1.52 20.9% 51%
20260817 $2.45 $2.50 16.6% 19%
20260814 $2.88 $1.55 19.5% 41%
20260813 $2.60 $1.93 18.1% 30%
20260812 $2.92 $2.10 23.6% 71%
20260811 $2.75 $3.60 20.7% 50%
20260810 $2.83 $3.60 22.2% 61%
20260807 — — 21.5% 52%
20260806 $3.12 $2.40 18.3% 29%
20260805 $2.00 $2.00 19.8% 40%
20260804 $2.05 $2.05 20.3% 38%
20260803 $2.67 $2.67 22.5% 52%
20260731 $2.33 $2.33 21.1% 44%
20260730 $2.30 $2.30 20.5% 35%

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.