HEZU · Expected Move
iShares Currency Hedged MSCI Eurozone ETF of ISHARES TRUST · ETF
The expected move for HEZU 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).
HEZU 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 HEZU Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$2.20
30-Day ATM IV
37.9%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to HEZU'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.
HEZU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.20 | $2.20 | 37.9% | 54% |
| 20261021 | $0.00 | $0.00 | 43.9% | 73% |
| 20261020 | $1.12 | $1.12 | 40.2% | 61% |
| 20261019 | $0.00 | $0.00 | 40.8% | 63% |
| 20261016 | $2.12 | $2.73 | 39.1% | 57% |
| 20261015 | $2.15 | $1.50 | 39.8% | 60% |
| 20261014 | $2.20 | $1.60 | 38.0% | 54% |
| 20261013 | $2.30 | $1.65 | 39.4% | 59% |
| 20261012 | $2.30 | $1.70 | 38.5% | 56% |
| 20261009 | $2.33 | $1.73 | 37.4% | 52% |
| 20261008 | $2.33 | $1.82 | 34.8% | 44% |
| 20261007 | $2.42 | $1.80 | 37.1% | 51% |
| 20261006 | $2.53 | $1.93 | 38.0% | 54% |
| 20261005 | $2.42 | $1.88 | 35.8% | 47% |
| 20261002 | $1.90 | $1.90 | 34.0% | 41% |
| 20261001 | $1.92 | $1.92 | 31.5% | 33% |
| 20260930 | $2.05 | $2.05 | 34.9% | 44% |
| 20260929 | $1.90 | $1.90 | 34.7% | 44% |
| 20260928 | $1.95 | $1.95 | 33.5% | 40% |
| 20260925 | $1.92 | $1.92 | 32.0% | 35% |
| 20260924 | $1.92 | $1.92 | 30.9% | 31% |
| 20260923 | $2.02 | $2.02 | 29.0% | 25% |
| 20260922 | $2.10 | $2.10 | 29.3% | 26% |
| 20260921 | $2.08 | $2.08 | 29.3% | 26% |
| 20260918 | $2.25 | $3.33 | 22.5% | 4% |
| 20260917 | $2.20 | $1.70 | 24.1% | 10% |
| 20260916 | $2.30 | $1.80 | 21.5% | 1% |
| 20260915 | $2.33 | $1.85 | 23.0% | 6% |
| 20260914 | $2.23 | $1.85 | 21.0% | 0% |
| 20260911 | $2.30 | $1.80 | 24.3% | 9% |
| 20260910 | $2.40 | $1.98 | 21.9% | 2% |
| 20260909 | $2.35 | $1.88 | 25.2% | 12% |
| 20260908 | $2.40 | $1.98 | 21.4% | 0% |
| 20260904 | $2.48 | $2.00 | 23.1% | 4% |
| 20260903 | $2.45 | $1.98 | 22.9% | 3% |
| 20260902 | $1.98 | $1.98 | 23.7% | 6% |
| 20260901 | $1.95 | $1.95 | 24.2% | 8% |
| 20260831 | $2.10 | $2.10 | 22.7% | 3% |
| 20260828 | $1.82 | $1.82 | 23.6% | 6% |
| 20260827 | $1.88 | $1.88 | 23.8% | 6% |
| 20260826 | $1.90 | $1.90 | 24.2% | 8% |
| 20260825 | $1.92 | $1.92 | 24.4% | 8% |
| 20260824 | $1.97 | $1.97 | 24.7% | 9% |
| 20260821 | $1.97 | $3.20 | 25.1% | 11% |
| 20260820 | $1.95 | $1.67 | 25.4% | 11% |
| 20260819 | $2.00 | $1.57 | 25.5% | 12% |
| 20260818 | $2.17 | $1.67 | 24.0% | 7% |
| 20260817 | $2.05 | $1.70 | 23.4% | 5% |
| 20260814 | $2.12 | $1.68 | 23.2% | 4% |
| 20260813 | $2.10 | $1.75 | 23.4% | 5% |
| 20260812 | $2.15 | $1.70 | 24.9% | 10% |
| 20260811 | $2.17 | $1.75 | 24.2% | 8% |
| 20260810 | $2.30 | $1.85 | 24.3% | 8% |
| 20260807 | — | — | 21.9% | 0% |
| 20260806 | $2.38 | $1.88 | 23.0% | 0% |
| 20260805 | $1.88 | $1.88 | 25.7% | 9% |
| 20260804 | $1.82 | $1.82 | 23.1% | 0% |
| 20260803 | $1.90 | $1.90 | 24.7% | 2% |
| 20260731 | $2.00 | $2.00 | 31.1% | 25% |
| 20260730 | $2.08 | $2.08 | 31.1% | 25% |
More on HEZU
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.