HEWJ · Expected Move

iShares Currency Hedged MSCI Japan ETF · ETF

The expected move for HEWJ 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).

HEWJ 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 HEWJ Expected Move
30-Day Straddle
$3.17
7-Day Straddle
$3.17
30-Day ATM IV
26.6%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to HEWJ'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.
HEWJ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $3.17 $3.17 26.6% 43%
20261021 $0.00 $0.00 36.9% 100%
20261020 $1.50 $1.50 36.2% 100%
20261019 $0.00 $0.00 23.0% 30%
20261016 $3.38 $4.90 23.1% 31%
20261015 $3.15 $1.83 20.9% 15%
20261014 $3.33 $1.95 23.2% 32%
20261013 $3.62 $2.22 22.6% 28%
20261012 $3.50 $2.15 22.3% 25%
20261009 $3.52 $2.25 24.5% 42%
20261008 $3.65 $2.30 25.2% 47%
20261007 $3.83 $2.42 25.4% 48%
20261006 $3.75 $2.38 24.3% 40%
20261005 $3.65 $2.35 28.2% 69%
20261002 $2.38 $2.38 24.2% 40%
20261001 $2.45 $2.45 23.6% 35%
20260930 $2.52 $2.52 23.4% 34%
20260929 $2.55 $2.55 22.7% 28%
20260928 $2.53 $2.53 22.3% 25%
20260925 $2.62 $2.62 22.7% 29%
20260924 $2.80 $2.80 23.4% 33%
20260923 $2.97 $2.97 21.9% 22%
20260922 $2.90 $2.90 21.0% 16%
20260921 $2.52 $2.52 18.9% 0%
20260918 $2.80 $3.30 23.7% 33%
20260917 $2.88 $1.88 23.1% 28%
20260916 $2.95 $1.90 22.2% 21%
20260915 $3.12 $2.08 21.9% 19%
20260914 $3.20 $2.10 22.1% 20%
20260911 $3.15 $2.17 23.4% 31%
20260910 $3.38 $2.22 25.2% 44%
20260909 $3.45 $2.33 25.4% 46%
20260908 $3.25 $2.33 23.3% 30%
20260904 $3.08 $2.23 20.5% 8%
20260903 $3.15 $2.27 21.7% 17%
20260902 $2.33 $2.33 21.8% 18%
20260901 $2.40 $2.40 22.1% 20%
20260831 $2.42 $2.42 21.5% 16%
20260828 $2.50 $2.50 21.5% 16%
20260827 $2.60 $2.60 26.2% 52%
20260826 $2.70 $2.70 25.4% 46%
20260825 $2.77 $2.77 25.3% 45%
20260824 $2.77 $2.77 22.7% 26%
20260821 $2.85 $3.22 23.1% 28%
20260820 $2.90 $1.75 26.1% 51%
20260819 $3.45 $2.42 25.5% 47%
20260818 $3.15 $2.23 25.8% 49%
20260817 $3.38 $2.40 23.5% 31%
20260814 $3.50 $2.52 24.3% 38%
20260813 $3.40 $2.47 23.5% 31%
20260812 $3.50 $2.60 22.0% 20%
20260811 $3.40 $2.10 22.2% 21%
20260810 $3.48 $2.25 22.6% 23%
20260807 — — 21.9% 14%
20260806 $3.58 $2.38 21.6% 12%
20260805 $2.30 $2.30 23.4% 22%
20260804 $2.83 $2.83 22.2% 16%
20260803 $2.48 $2.48 24.1% 26%
20260731 $2.83 $2.83 23.1% 20%
20260730 $3.28 $3.28 24.5% 28%

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.