SCJ · Expected Move
iShares MSCI Japan Small-Cap ETF · ETF
The expected move for SCJ 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).
SCJ 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 SCJ Expected Move
30-Day Straddle
$5.15
7-Day Straddle
$5.15
30-Day ATM IV
22.0%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to SCJ'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.
SCJ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $5.15 | $5.15 | 22.0% | 58% |
| 20261020 | $5.30 | $5.30 | 20.9% | 49% |
| 20261019 | $5.45 | $5.45 | 21.7% | 55% |
| 20261016 | $5.28 | $2.60 | 20.3% | 43% |
| 20261015 | $5.30 | $3.55 | 19.7% | 39% |
| 20261014 | $3.65 | $2.00 | 15.1% | 0% |
| 20261013 | $5.50 | $1.88 | 19.5% | 35% |
| 20261012 | $3.90 | $2.70 | 15.5% | 0% |
| 20261009 | $7.20 | $2.62 | 24.2% | 66% |
| 20261008 | $5.80 | $3.00 | 19.5% | 26% |
| 20261007 | $6.00 | $2.92 | 19.8% | 28% |
| 20261006 | $7.40 | $3.00 | 23.4% | 59% |
| 20261005 | $5.10 | $2.23 | 16.7% | 2% |
| 20261002 | $2.62 | $2.62 | 17.5% | 8% |
| 20261001 | $3.00 | $3.00 | 20.2% | 31% |
| 20260930 | $4.53 | $4.53 | 24.0% | 59% |
| 20260929 | $4.30 | $4.30 | 19.5% | 23% |
| 20260928 | $4.25 | $4.25 | 21.5% | 39% |
| 20260925 | $3.00 | $3.00 | 16.5% | 0% |
| 20260924 | $3.38 | $3.38 | 17.5% | 2% |
| 20260923 | $5.08 | $5.08 | 22.9% | 45% |
| 20260922 | $4.95 | $4.95 | 21.3% | 33% |
| 20260921 | $4.53 | $4.53 | 17.9% | 6% |
| 20260918 | $4.80 | $2.92 | 18.8% | 12% |
| 20260917 | $5.15 | $4.35 | 20.9% | 30% |
| 20260916 | $6.65 | $3.50 | 25.4% | 66% |
| 20260915 | $4.90 | $4.60 | 19.6% | 19% |
| 20260914 | $6.18 | $3.15 | 23.4% | 49% |
| 20260911 | $5.30 | $3.62 | 20.3% | 24% |
| 20260910 | $6.00 | $4.10 | 21.5% | 34% |
| 20260909 | $5.75 | $3.67 | 21.5% | 34% |
| 20260908 | $5.00 | $2.95 | 17.6% | 3% |
| 20260904 | $6.50 | $3.92 | 21.1% | 31% |
| 20260903 | $4.85 | $3.38 | 18.4% | 9% |
| 20260902 | $5.55 | $5.55 | 18.4% | 9% |
| 20260901 | $3.20 | $3.20 | 19.7% | 18% |
| 20260831 | $4.53 | $4.53 | 17.3% | 0% |
| 20260828 | $3.05 | $3.05 | 17.6% | 2% |
| 20260827 | $4.00 | $4.00 | 17.5% | 1% |
| 20260826 | $4.55 | $4.55 | 19.9% | 19% |
| 20260825 | $4.08 | $4.08 | 18.8% | 10% |
| 20260824 | $4.40 | $4.40 | 18.7% | 10% |
| 20260821 | $4.07 | $3.15 | 17.4% | 0% |
| 20260820 | $4.53 | $1.23 | 21.0% | 22% |
| 20260819 | $6.45 | $2.00 | 23.9% | 46% |
| 20260818 | $4.22 | $2.88 | 18.5% | 2% |
| 20260817 | $5.00 | $3.00 | 19.2% | 8% |
| 20260814 | $5.40 | $3.00 | 19.5% | 10% |
| 20260813 | $5.38 | $4.80 | 19.7% | 11% |
| 20260812 | $5.38 | $3.83 | 19.6% | 11% |
| 20260811 | $5.60 | $3.75 | 18.3% | 0% |
| 20260810 | $5.75 | $4.00 | 20.8% | 16% |
| 20260807 | — | — | 19.1% | 1% |
| 20260806 | $6.00 | $2.73 | 19.7% | 5% |
| 20260805 | $3.80 | $3.80 | 20.1% | 8% |
| 20260804 | $5.55 | $5.55 | 23.5% | 36% |
| 20260803 | $3.00 | $3.00 | 19.3% | 2% |
| 20260731 | $4.50 | $4.50 | 20.0% | 7% |
| 20260730 | $5.15 | $5.15 | 19.0% | 0% |
| 20260729 | $4.90 | $4.90 | 22.1% | 16% |
More on SCJ
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.