IEFA · Expected Move
iShares Core MSCI EAFE ETF · ETF
The expected move for IEFA 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).
IEFA 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 IEFA Expected Move
30-Day Straddle
$3.80
7-Day Straddle
$3.80
30-Day ATM IV
17.4%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to IEFA'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.
IEFA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.80 | $3.80 | 17.4% | 37% |
| 20261022 | $3.38 | $3.38 | 15.6% | 21% |
| 20261021 | $3.28 | $3.28 | 14.8% | 14% |
| 20261020 | $3.73 | $3.73 | 16.2% | 26% |
| 20261019 | $4.00 | $4.00 | 17.7% | 40% |
| 20261016 | $3.92 | $0.80 | 17.8% | 40% |
| 20261015 | $4.18 | $1.27 | 16.5% | 29% |
| 20261014 | $3.85 | $1.08 | 15.7% | 22% |
| 20261013 | $3.55 | $1.60 | 14.6% | 12% |
| 20261012 | $3.97 | $2.12 | 15.8% | 23% |
| 20261009 | $3.85 | $1.68 | 15.1% | 16% |
| 20261008 | $4.40 | $1.95 | 16.5% | 29% |
| 20261007 | $4.25 | $1.80 | 15.8% | 22% |
| 20261006 | $4.25 | $2.12 | 15.6% | 21% |
| 20261005 | $4.62 | $2.35 | 16.8% | 31% |
| 20261002 | $2.35 | $2.35 | 16.2% | 27% |
| 20261001 | $2.50 | $2.50 | 16.5% | 29% |
| 20260930 | $2.70 | $2.70 | 17.0% | 34% |
| 20260929 | $2.60 | $2.60 | 16.9% | 32% |
| 20260928 | $2.78 | $2.78 | 16.2% | 26% |
| 20260925 | $2.65 | $2.65 | 14.7% | 13% |
| 20260924 | $3.08 | $3.08 | 16.1% | 26% |
| 20260923 | $3.17 | $3.17 | 17.3% | 36% |
| 20260922 | $2.90 | $2.90 | 13.5% | 2% |
| 20260921 | $3.08 | $3.08 | 15.3% | 18% |
| 20260918 | $3.33 | $1.25 | 24.5% | 100% |
| 20260917 | $3.17 | $1.43 | 14.3% | 10% |
| 20260916 | $3.55 | $1.00 | 16.0% | 27% |
| 20260915 | $3.17 | $1.50 | 14.2% | 9% |
| 20260914 | $3.50 | $1.50 | 15.4% | 21% |
| 20260911 | $4.12 | $2.77 | 16.1% | 27% |
| 20260910 | $3.92 | $2.08 | 16.1% | 27% |
| 20260909 | $4.12 | $2.23 | 15.8% | 24% |
| 20260908 | $3.83 | $2.55 | 15.0% | 17% |
| 20260904 | $3.97 | $2.90 | 17.8% | 36% |
| 20260903 | $4.00 | $2.30 | 14.4% | 10% |
| 20260902 | $2.25 | $2.25 | 13.8% | 5% |
| 20260901 | $2.70 | $2.70 | 14.8% | 13% |
| 20260831 | $2.40 | $2.40 | 13.6% | 3% |
| 20260828 | $2.62 | $2.62 | 13.8% | 5% |
| 20260827 | $2.47 | $2.47 | 13.2% | 0% |
| 20260826 | $2.60 | $2.60 | 13.5% | 0% |
| 20260825 | $2.97 | $2.97 | 13.9% | 4% |
| 20260824 | $3.45 | $3.45 | 14.8% | 11% |
| 20260821 | $3.20 | $1.77 | 14.6% | 10% |
| 20260820 | $3.88 | $0.85 | 17.3% | 31% |
| 20260819 | $3.17 | $1.07 | 23.6% | 82% |
| 20260818 | $3.05 | $2.08 | 13.5% | 0% |
| 20260817 | $3.35 | $1.30 | 14.1% | 4% |
| 20260814 | $3.45 | $1.25 | 13.6% | 0% |
| 20260813 | $3.55 | $2.08 | 13.9% | 0% |
| 20260812 | $4.03 | $1.70 | 15.6% | 8% |
| 20260811 | $3.83 | $1.75 | 14.9% | 2% |
| 20260810 | $4.15 | $3.38 | 17.1% | 19% |
| 20260807 | — | — | 14.6% | 0% |
| 20260806 | $4.28 | $2.35 | 15.3% | 3% |
| 20260805 | $2.50 | $2.50 | 20.9% | 45% |
| 20260804 | $2.62 | $2.62 | 16.1% | 9% |
| 20260803 | $2.97 | $2.97 | 17.0% | 16% |
| 20260731 | $3.33 | $3.33 | 21.2% | 47% |
More on IEFA
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.