MSCI · Expected Move
MSCI, Inc.
The expected move for MSCI 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).
MSCI 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 MSCI Expected Move
30-Day Straddle
$34.70
7-Day Straddle
$34.70
30-Day ATM IV
24.8%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to MSCI'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.
MSCI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $34.70 | $34.70 | 24.8% | 0% |
| 20261020 | $36.50 | $36.50 | 26.2% | 5% |
| 20261019 | $45.55 | $45.55 | 33.7% | 81% |
| 20261016 | $47.55 | $4.12 | 33.9% | 84% |
| 20261015 | $45.65 | $8.85 | 31.6% | 60% |
| 20261014 | $48.70 | $10.70 | 34.3% | 88% |
| 20261013 | $48.60 | $11.75 | 33.6% | 81% |
| 20261012 | $47.95 | $13.70 | 32.3% | 68% |
| 20261009 | $48.95 | $15.55 | 31.5% | 60% |
| 20261008 | $49.60 | $17.00 | 31.5% | 59% |
| 20261007 | $50.00 | $18.25 | 31.7% | 62% |
| 20261006 | $50.00 | $20.20 | 31.1% | 55% |
| 20261005 | $51.50 | $20.85 | 31.8% | 62% |
| 20261002 | $21.40 | $21.40 | 30.3% | 48% |
| 20261001 | $24.85 | $24.85 | 31.0% | 55% |
| 20260930 | $24.70 | $24.70 | 30.6% | 50% |
| 20260929 | $26.10 | $26.10 | 31.0% | 54% |
| 20260928 | $26.30 | $26.30 | 30.7% | 52% |
| 20260925 | $28.65 | $28.65 | 29.5% | 39% |
| 20260924 | $30.25 | $30.25 | 29.4% | 38% |
| 20260923 | $29.90 | $29.90 | 28.7% | 31% |
| 20260922 | $30.45 | $30.45 | 29.2% | 36% |
| 20260921 | $31.45 | $31.45 | 28.0% | 24% |
| 20260918 | $31.50 | $5.10 | 25.7% | 0% |
| 20260917 | $32.95 | $8.10 | 26.8% | 10% |
| 20260916 | $34.00 | $10.90 | 27.5% | 18% |
| 20260915 | $35.65 | $14.25 | 27.5% | 18% |
| 20260914 | $36.55 | $14.10 | 27.4% | 17% |
| 20260911 | $36.90 | $16.15 | 26.2% | 4% |
| 20260910 | $36.70 | $19.25 | 27.1% | 13% |
| 20260909 | $38.80 | $21.45 | 27.4% | 15% |
| 20260908 | $38.80 | $22.30 | 27.6% | 16% |
| 20260904 | $40.30 | $24.05 | 25.9% | 1% |
| 20260903 | $41.40 | $24.45 | 25.8% | 0% |
| 20260902 | $25.25 | $25.25 | 26.6% | 5% |
| 20260901 | $25.80 | $25.80 | 26.2% | 2% |
| 20260831 | $28.30 | $28.30 | 27.0% | 8% |
| 20260828 | $29.80 | $29.80 | 27.0% | 8% |
| 20260827 | $30.20 | $30.20 | 27.1% | 9% |
| 20260826 | $30.20 | $30.20 | 26.5% | 4% |
| 20260825 | $31.00 | $31.00 | 26.7% | 6% |
| 20260824 | $33.10 | $33.10 | 27.3% | 11% |
| 20260821 | $34.05 | $4.75 | 26.8% | 7% |
| 20260820 | $34.45 | $9.75 | 26.9% | 7% |
| 20260819 | $35.65 | $11.55 | 26.8% | 6% |
| 20260818 | $34.40 | $12.38 | 26.1% | 1% |
| 20260817 | $37.25 | $12.35 | 28.7% | 21% |
| 20260814 | $36.60 | $15.05 | 26.0% | 0% |
| 20260813 | $39.75 | $20.30 | 27.5% | 12% |
| 20260812 | $37.75 | $18.05 | 26.1% | 0% |
| 20260811 | $37.30 | $20.35 | 26.1% | 0% |
| 20260810 | $41.00 | $19.95 | 27.6% | 9% |
| 20260807 | — | — | 26.5% | 0% |
| 20260806 | $45.40 | $27.45 | 29.3% | 19% |
| 20260805 | $29.75 | $29.75 | 29.5% | 21% |
| 20260804 | $30.95 | $30.95 | 30.2% | 27% |
| 20260803 | $31.55 | $31.55 | 30.8% | 32% |
| 20260731 | $32.80 | $32.80 | 29.7% | 22% |
| 20260730 | $33.55 | $33.55 | 29.3% | 19% |
| 20260729 | $34.85 | $34.85 | 29.2% | 18% |
More on MSCI
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.