QEFA · Expected Move
State Street SPDR MSCI EAFE StrategicFactors ETF · ETF
The expected move for QEFA 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).
QEFA 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 QEFA Expected Move
30-Day Straddle
$3.50
7-Day Straddle
$3.50
30-Day ATM IV
15.7%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to QEFA'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.
QEFA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.50 | $3.50 | 15.7% | 15% |
| 20261021 | $3.45 | $3.45 | 15.2% | 10% |
| 20261020 | $3.25 | $3.25 | 17.8% | 35% |
| 20261019 | $3.55 | $3.55 | 15.6% | 11% |
| 20261016 | $3.65 | $2.00 | 15.3% | 9% |
| 20261015 | $3.75 | $2.00 | 15.3% | 9% |
| 20261014 | $3.70 | $2.12 | 15.3% | 9% |
| 20261013 | $3.85 | $2.17 | 15.5% | 10% |
| 20261012 | $3.95 | $2.42 | 15.6% | 11% |
| 20261009 | $3.65 | $2.40 | 16.7% | 19% |
| 20261008 | $3.85 | $2.33 | 16.0% | 14% |
| 20261007 | $4.10 | $2.50 | 16.5% | 17% |
| 20261006 | $4.05 | $2.55 | 16.7% | 19% |
| 20261005 | $4.20 | $2.55 | 16.5% | 18% |
| 20261002 | $2.73 | $2.73 | 16.5% | 18% |
| 20261001 | $2.70 | $2.70 | 16.6% | 18% |
| 20260930 | $2.62 | $2.62 | 15.6% | 11% |
| 20260929 | $2.78 | $2.78 | 15.9% | 13% |
| 20260928 | $2.75 | $2.75 | 18.8% | 34% |
| 20260925 | $2.80 | $2.80 | 19.4% | 38% |
| 20260924 | $2.97 | $2.97 | 14.9% | 6% |
| 20260923 | $2.90 | $2.90 | 14.1% | 0% |
| 20260922 | $2.88 | $2.88 | 18.1% | 28% |
| 20260921 | $3.30 | $3.30 | 18.2% | 28% |
| 20260918 | $3.55 | $3.67 | 15.4% | 8% |
| 20260917 | $3.65 | $2.38 | 17.2% | 21% |
| 20260916 | $3.45 | $2.40 | 14.3% | 0% |
| 20260915 | $3.70 | $2.72 | 20.9% | 40% |
| 20260914 | $3.70 | $2.58 | 16.5% | 4% |
| 20260911 | $3.70 | $2.65 | 18.7% | 22% |
| 20260910 | $3.95 | $2.97 | 17.4% | 11% |
| 20260909 | $4.00 | $2.88 | 18.0% | 16% |
| 20260908 | $3.95 | $2.78 | 18.4% | 20% |
| 20260904 | $4.00 | $2.80 | 16.7% | 5% |
| 20260903 | $3.85 | $2.88 | 16.9% | 7% |
| 20260902 | $3.15 | $3.15 | 16.4% | 3% |
| 20260901 | $3.00 | $3.00 | 17.3% | 10% |
| 20260831 | $3.17 | $3.17 | 16.5% | 3% |
| 20260828 | $3.05 | $3.05 | 16.1% | 0% |
| 20260827 | $3.17 | $3.17 | 16.3% | 0% |
| 20260826 | $3.12 | $3.12 | 16.4% | 0% |
| 20260825 | $3.23 | $3.23 | 18.2% | 15% |
| 20260824 | $3.30 | $3.30 | 19.1% | 23% |
| 20260821 | $3.55 | $2.27 | 19.0% | 22% |
| 20260820 | $3.70 | $2.38 | 16.7% | 2% |
| 20260819 | $3.60 | $2.42 | 16.4% | 0% |
| 20260818 | $3.70 | $2.65 | 18.3% | 0% |
| 20260817 | $3.75 | $2.70 | 19.4% | 0% |
| 20260814 | $4.00 | $2.85 | 20.1% | 1% |
| 20260813 | $3.85 | $2.80 | 20.0% | 0% |
| 20260812 | $3.90 | $2.75 | 20.6% | 0% |
| 20260811 | $5.05 | $4.10 | 22.1% | 16% |
| 20260810 | $5.10 | $4.30 | 21.6% | 10% |
| 20260807 | — | — | 21.2% | 6% |
| 20260806 | $5.15 | $4.55 | 22.0% | 14% |
| 20260805 | $4.55 | $4.55 | 22.2% | 17% |
| 20260804 | $4.60 | $4.60 | 22.5% | 20% |
| 20260803 | $4.60 | $4.60 | 22.8% | 23% |
| 20260731 | $4.75 | $4.75 | 22.6% | 21% |
| 20260730 | $4.85 | $4.85 | 22.4% | 16% |
More on QEFA
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.