IEV · Expected Move

iShares Europe ETF · ETF

The expected move for IEV 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).

IEV 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 IEV Expected Move
30-Day Straddle
$2.73
7-Day Straddle
$2.73
30-Day ATM IV
17.7%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to IEV'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.
IEV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.73 $2.73 17.7% 44%
20261021 $2.90 $2.90 18.0% 46%
20261020 $2.67 $2.67 16.3% 28%
20261019 $3.35 $3.35 20.1% 63%
20261016 $3.05 $1.50 17.1% 34%
20261015 $4.00 $1.35 21.0% 72%
20261014 $3.55 $1.43 20.8% 71%
20261013 $3.27 $1.85 18.2% 45%
20261012 $3.60 $1.98 19.0% 53%
20261009 $3.50 $1.52 19.2% 54%
20261008 $3.67 $1.42 19.3% 55%
20261007 $4.45 $1.62 22.3% 85%
20261006 $3.83 $2.30 20.1% 63%
20261005 $3.52 $1.97 18.0% 43%
20261002 $1.88 $1.88 22.7% 89%
20261001 $2.48 $2.48 22.9% 91%
20260930 $2.60 $2.60 19.5% 58%
20260929 $2.27 $2.27 17.5% 37%
20260928 $2.77 $2.77 20.1% 63%
20260925 $2.33 $2.33 17.1% 34%
20260924 $2.77 $2.77 19.3% 56%
20260923 $3.17 $3.17 20.7% 69%
20260922 $3.20 $3.20 19.2% 54%
20260921 $2.20 $2.20 16.7% 29%
20260918 $3.35 $1.93 18.7% 49%
20260917 $3.62 $1.38 22.1% 83%
20260916 $3.30 $1.98 18.4% 46%
20260915 $3.00 $2.00 19.3% 55%
20260914 $3.38 $2.25 19.8% 61%
20260911 $3.83 $1.93 19.8% 61%
20260910 $4.07 $1.60 22.2% 84%
20260909 $3.58 $1.98 18.6% 49%
20260908 $3.93 $2.92 19.0% 52%
20260904 $3.08 $1.40 14.8% 11%
20260903 $3.60 $2.77 18.9% 52%
20260902 $2.52 $2.52 17.7% 40%
20260901 $2.08 $2.08 15.3% 16%
20260831 $2.60 $2.60 18.2% 44%
20260828 $2.60 $2.60 18.0% 42%
20260827 $2.42 $2.42 16.5% 27%
20260826 $2.40 $2.40 17.9% 41%
20260825 $3.05 $3.05 19.1% 53%
20260824 $2.60 $2.60 16.7% 29%
20260821 $3.10 $1.30 18.0% 42%
20260820 $3.75 $1.38 21.2% 74%
20260819 $2.90 $1.00 16.2% 25%
20260818 $3.30 $2.03 19.1% 53%
20260817 $3.08 $2.10 16.3% 26%
20260814 $2.88 $1.52 16.1% 20%
20260813 $3.20 $1.35 16.7% 25%
20260812 $3.45 $1.92 18.3% 36%
20260811 $2.58 $1.15 13.8% 0%
20260810 $3.62 $2.08 18.6% 31%
20260807 — — 15.5% 5%
20260806 $4.62 $3.22 21.4% 48%
20260805 $2.10 $2.10 14.8% 0%
20260804 $2.17 $2.17 15.7% 1%
20260803 $2.20 $2.20 17.7% 16%
20260731 $2.35 $2.35 16.7% 9%
20260730 $2.50 $2.50 16.0% 3%

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.