ISRA · Expected Move

VanEck Israel ETF · ETF

The expected move for ISRA 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).

ISRA 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 ISRA Expected Move
30-Day Straddle
$2.75
7-Day Straddle
$2.75
30-Day ATM IV
33.2%
IV Rank
93%
Implied one-standard-deviation move through the next 30 days. Compare to ISRA'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.
ISRA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.75 $2.75 33.2% 93%
20261020 $0.00 $0.00 29.3% 64%
20261019 $0.00 $0.00 30.4% 72%
20261016 $4.40 $2.62 28.6% 59%
20261015 $4.65 $2.92 27.9% 53%
20261014 $4.78 $3.10 29.1% 51%
20261013 $4.95 $3.40 28.6% 48%
20261012 $4.97 $3.28 28.5% 47%
20261009 $5.05 $3.53 30.2% 58%
20261008 $4.95 $3.73 29.8% 55%
20261007 $5.12 $3.70 30.3% 58%
20261006 $5.33 $3.78 29.1% 51%
20261005 $5.80 $4.10 33.1% 75%
20261002 $4.30 $4.30 34.2% 81%
20261001 $4.40 $4.40 32.8% 73%
20260930 $4.35 $4.35 31.9% 68%
20260929 $4.35 $4.35 31.3% 64%
20260928 $4.35 $4.35 32.1% 69%
20260925 $4.40 $4.40 32.2% 69%
20260924 $4.70 $4.70 32.9% 73%
20260923 $4.55 $4.55 31.6% 66%
20260922 $4.55 $4.55 30.7% 60%
20260921 $4.60 $4.60 30.6% 60%
20260918 $4.85 $3.17 29.5% 53%
20260917 $4.90 $3.35 32.2% 69%
20260916 $5.20 $3.77 33.7% 78%
20260915 $4.75 $3.78 30.4% 59%
20260914 $4.62 $3.53 28.6% 47%
20260911 $4.95 $2.65 30.7% 60%
20260910 $4.85 $4.00 31.2% 63%
20260909 $5.05 $3.92 30.9% 61%
20260908 $4.85 $3.95 29.6% 54%
20260904 $4.85 $3.12 26.7% 36%
20260903 $5.20 $4.15 30.6% 60%
20260902 $3.25 $3.25 29.1% 51%
20260901 $4.28 $4.28 28.2% 45%
20260831 $4.25 $4.25 29.1% 51%
20260828 $3.75 $3.75 27.4% 41%
20260827 $2.90 $2.90 22.2% 9%
20260826 $3.95 $3.95 27.4% 41%
20260825 $4.00 $4.00 28.0% 44%
20260824 $3.90 $3.90 27.1% 39%
20260821 $4.20 $4.00 27.5% 41%
20260820 $4.05 $2.77 27.2% 39%
20260819 $4.15 $2.88 27.2% 39%
20260818 $4.20 $3.03 27.0% 38%
20260817 $4.20 $3.00 26.7% 36%
20260814 $4.35 $3.15 25.4% 26%
20260813 $4.30 $3.17 24.3% 20%
20260812 $4.30 $3.10 25.1% 24%
20260811 $3.50 $2.33 21.1% 2%
20260810 $3.58 $2.50 21.4% 4%
20260807 — — 20.9% 1%
20260806 $3.88 $2.70 22.7% 8%
20260805 $2.55 $2.55 22.3% 7%
20260804 $2.50 $2.50 20.7% 0%
20260803 $2.73 $2.73 23.0% 7%
20260731 $2.85 $2.85 24.7% 14%
20260730 $2.88 $2.88 23.5% 9%
20260729 $3.10 $3.10 24.7% 14%

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.