KSA · Expected Move
iShares MSCI Saudi Arabia ETF · ETF
The expected move for KSA 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).
KSA 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 KSA Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$2.20
30-Day ATM IV
29.6%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to KSA'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.
KSA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.20 | $2.20 | 29.6% | 31% |
| 20261021 | $3.85 | $3.85 | 47.7% | 100% |
| 20261020 | $3.73 | $3.73 | 45.9% | 98% |
| 20261019 | $2.60 | $2.60 | 32.6% | 45% |
| 20261016 | $1.92 | $1.60 | 22.2% | 3% |
| 20261015 | $3.47 | $1.35 | 32.5% | 44% |
| 20261014 | $2.70 | $1.45 | 46.4% | 100% |
| 20261013 | $3.38 | $2.80 | 30.6% | 43% |
| 20261012 | $3.33 | $2.50 | 29.8% | 44% |
| 20261009 | $2.67 | $2.92 | 32.8% | 57% |
| 20261008 | $2.15 | $1.35 | 26.2% | 29% |
| 20261007 | $3.58 | $2.95 | 35.9% | 70% |
| 20261006 | $3.47 | $2.95 | 35.9% | 70% |
| 20261005 | $3.15 | $2.62 | 33.5% | 62% |
| 20261002 | $2.55 | $2.55 | 25.2% | 28% |
| 20261001 | $2.78 | $2.78 | 30.8% | 51% |
| 20260930 | $2.85 | $2.85 | 30.8% | 51% |
| 20260929 | $3.25 | $3.25 | 33.8% | 63% |
| 20260928 | $3.12 | $3.12 | 30.7% | 50% |
| 20260925 | $2.92 | $2.92 | 33.2% | 61% |
| 20260924 | $3.17 | $3.17 | 29.8% | 47% |
| 20260923 | $2.90 | $2.90 | 33.1% | 60% |
| 20260922 | $1.77 | $1.77 | 25.8% | 30% |
| 20260921 | $2.95 | $2.95 | 32.4% | 57% |
| 20260918 | $3.10 | $2.15 | 34.4% | 65% |
| 20260917 | $3.08 | $2.95 | 32.7% | 59% |
| 20260916 | $3.38 | $2.90 | 31.8% | 56% |
| 20260915 | $3.42 | $2.88 | 35.4% | 70% |
| 20260914 | $3.40 | $2.98 | 31.3% | 54% |
| 20260911 | $3.27 | $1.90 | 30.8% | 51% |
| 20260910 | $3.40 | $3.08 | 36.8% | 76% |
| 20260909 | $3.47 | $1.85 | 33.0% | 60% |
| 20260908 | $3.08 | $3.12 | 37.8% | 80% |
| 20260904 | $3.42 | $1.25 | 31.7% | 56% |
| 20260903 | $2.12 | $1.30 | 21.7% | 16% |
| 20260902 | $1.93 | $1.93 | 30.7% | 52% |
| 20260901 | $2.02 | $2.02 | 32.4% | 58% |
| 20260831 | $1.27 | $1.27 | 28.7% | 44% |
| 20260828 | $1.40 | $1.40 | 26.4% | 35% |
| 20260827 | $1.45 | $1.45 | 26.3% | 34% |
| 20260826 | $1.57 | $1.57 | 34.6% | 67% |
| 20260825 | $1.55 | $1.55 | 24.6% | 27% |
| 20260824 | $1.50 | $1.50 | 21.8% | 16% |
| 20260821 | $1.73 | $0.65 | 24.7% | 28% |
| 20260820 | $2.85 | $2.90 | 28.4% | 43% |
| 20260819 | $3.53 | $3.05 | 35.6% | 71% |
| 20260818 | $3.42 | $2.80 | 35.2% | 70% |
| 20260817 | $3.08 | $2.83 | 35.5% | 71% |
| 20260814 | $3.30 | $1.93 | 37.0% | 77% |
| 20260813 | $2.70 | $3.10 | 32.6% | 59% |
| 20260812 | $3.55 | $3.12 | 39.7% | 87% |
| 20260811 | $3.03 | $2.83 | 35.0% | 69% |
| 20260810 | $3.08 | $2.65 | 35.4% | 70% |
| 20260807 | — | — | 36.7% | 75% |
| 20260806 | $3.20 | $2.78 | 37.1% | 77% |
| 20260805 | $2.73 | $2.73 | 37.9% | 78% |
| 20260804 | $2.95 | $2.95 | 33.6% | 62% |
| 20260803 | $3.12 | $3.12 | 36.3% | 72% |
| 20260731 | $2.40 | $2.40 | 34.6% | 66% |
| 20260730 | $2.45 | $2.45 | 32.2% | 56% |
More on KSA
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.