HEFA · Expected Move
iShares Currency Hedged MSCI EAFE ETF · ETF
The expected move for HEFA 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).
HEFA 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 HEFA Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
48.5%
IV Rank
97%
Implied one-standard-deviation move through the next 30 days. Compare to HEFA'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.
HEFA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 48.5% | 97% |
| 20261020 | $0.97 | $0.97 | 14.7% | 15% |
| 20261019 | $0.00 | $0.00 | 19.3% | 26% |
| 20261016 | $1.92 | $2.30 | 14.8% | 15% |
| 20261015 | $1.80 | $1.48 | 15.7% | 17% |
| 20261014 | $1.98 | $1.43 | 17.4% | 21% |
| 20261013 | $1.93 | $1.50 | 13.5% | 12% |
| 20261012 | $2.02 | $1.58 | 18.0% | 23% |
| 20261009 | $2.02 | $1.52 | 17.7% | 22% |
| 20261008 | $2.02 | $1.48 | 19.9% | 27% |
| 20261007 | $2.10 | $1.52 | 19.1% | 25% |
| 20261006 | $2.02 | $1.50 | 18.0% | 23% |
| 20261005 | $2.02 | $1.55 | 18.2% | 23% |
| 20261002 | $1.65 | $1.65 | 19.1% | 25% |
| 20261001 | $1.62 | $1.62 | 19.1% | 25% |
| 20260930 | $1.68 | $1.68 | 20.5% | 29% |
| 20260929 | $1.60 | $1.60 | 19.8% | 27% |
| 20260928 | $1.57 | $1.57 | 20.2% | 28% |
| 20260925 | $1.57 | $1.57 | 21.8% | 32% |
| 20260924 | $1.60 | $1.60 | 20.7% | 29% |
| 20260923 | $1.73 | $1.73 | 20.7% | 29% |
| 20260922 | $1.25 | $1.25 | 21.6% | 32% |
| 20260921 | $1.65 | $1.65 | 23.1% | 35% |
| 20260918 | $1.80 | $3.20 | 20.2% | 28% |
| 20260917 | $1.75 | $1.35 | 22.6% | 34% |
| 20260916 | $1.75 | $1.40 | 20.5% | 29% |
| 20260915 | $1.82 | $1.45 | 20.1% | 28% |
| 20260914 | $1.82 | $1.50 | 19.8% | 27% |
| 20260911 | $1.82 | $1.50 | 20.8% | 30% |
| 20260910 | $1.85 | $1.55 | 19.2% | 26% |
| 20260909 | $1.95 | $1.58 | 19.9% | 27% |
| 20260908 | $1.82 | $1.48 | 21.4% | 31% |
| 20260904 | $1.90 | $1.50 | 18.1% | 23% |
| 20260903 | $1.88 | $1.50 | 19.1% | 25% |
| 20260902 | $1.55 | $1.55 | 20.1% | 28% |
| 20260901 | $1.58 | $1.58 | 19.8% | 27% |
| 20260831 | $1.60 | $1.60 | 18.3% | 23% |
| 20260828 | $1.67 | $1.67 | 18.1% | 23% |
| 20260827 | $1.62 | $1.62 | 17.9% | 22% |
| 20260826 | $1.70 | $1.70 | 17.5% | 21% |
| 20260825 | $1.70 | $1.70 | 17.2% | 21% |
| 20260824 | $1.70 | $1.70 | 17.3% | 21% |
| 20260821 | $1.77 | $3.15 | 16.6% | 19% |
| 20260820 | $1.75 | $1.30 | 20.2% | 28% |
| 20260819 | $1.75 | $1.33 | 20.3% | 28% |
| 20260818 | $1.75 | $1.40 | 19.1% | 25% |
| 20260817 | $1.73 | $0.88 | 17.3% | 21% |
| 20260814 | $1.80 | $1.43 | 17.2% | 21% |
| 20260813 | $1.80 | $1.40 | 17.4% | 21% |
| 20260812 | $1.85 | $1.45 | 19.5% | 26% |
| 20260811 | $1.92 | $1.55 | 16.7% | 20% |
| 20260810 | $2.12 | $1.80 | 16.6% | 19% |
| 20260807 | — | — | 18.5% | 24% |
| 20260806 | $2.25 | $1.90 | 13.1% | 11% |
| 20260805 | $1.80 | $1.80 | 10.1% | 3% |
| 20260804 | $1.77 | $1.77 | 9.8% | 3% |
| 20260803 | $1.90 | $1.90 | 9.5% | 2% |
| 20260731 | $1.85 | $1.85 | 10.2% | 4% |
| 20260730 | $1.92 | $1.92 | 8.8% | 0% |
| 20260729 | $1.90 | $1.90 | 10.6% | 5% |
More on HEFA
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.