SCZ · Expected Move
iShares MSCI EAFE Small-Cap ETF · ETF
The expected move for SCZ 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).
SCZ 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 SCZ Expected Move
30-Day Straddle
$3.02
7-Day Straddle
$3.02
30-Day ATM IV
18.8%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to SCZ'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.
SCZ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.02 | $3.02 | 18.8% | 54% |
| 20261020 | $3.10 | $3.10 | 15.9% | 13% |
| 20261019 | $3.12 | $3.12 | 22.0% | 100% |
| 20261016 | $3.55 | $3.43 | 15.5% | 9% |
| 20261015 | $3.30 | $1.62 | 15.6% | 10% |
| 20261014 | $3.25 | $1.75 | 15.2% | 3% |
| 20261013 | $3.35 | $1.88 | 15.7% | 11% |
| 20261012 | $3.65 | $2.03 | 17.1% | 32% |
| 20261009 | $4.08 | $2.08 | 18.6% | 56% |
| 20261008 | $3.75 | $2.23 | 18.0% | 46% |
| 20261007 | $4.72 | $2.38 | 21.5% | 100% |
| 20261006 | $4.00 | $2.22 | 18.6% | 61% |
| 20261005 | $4.12 | $2.28 | 18.0% | 51% |
| 20261002 | $2.80 | $2.80 | 17.6% | 44% |
| 20261001 | $2.10 | $2.10 | 17.5% | 42% |
| 20260930 | $2.85 | $2.85 | 17.8% | 48% |
| 20260929 | $2.67 | $2.67 | 16.9% | 32% |
| 20260928 | $2.48 | $2.48 | 16.4% | 23% |
| 20260925 | $2.50 | $2.50 | 17.5% | 41% |
| 20260924 | $2.55 | $2.55 | 16.0% | 17% |
| 20260923 | $2.65 | $2.65 | 21.0% | 93% |
| 20260922 | $2.90 | $2.90 | 15.9% | 15% |
| 20260921 | $3.10 | $3.10 | 16.8% | 28% |
| 20260918 | $3.17 | $2.92 | 17.1% | 32% |
| 20260917 | $3.45 | $1.75 | 18.2% | 48% |
| 20260916 | $3.25 | $1.45 | 16.6% | 24% |
| 20260915 | $3.10 | $2.05 | 15.9% | 13% |
| 20260914 | $2.95 | $2.20 | 15.6% | 10% |
| 20260911 | $3.30 | $3.47 | 18.7% | 54% |
| 20260910 | $4.67 | $2.33 | 20.9% | 86% |
| 20260909 | $3.50 | $2.25 | 15.6% | 10% |
| 20260908 | $3.30 | $2.15 | 18.7% | 53% |
| 20260904 | $3.35 | $2.20 | 19.2% | 56% |
| 20260903 | $4.10 | $2.42 | 19.3% | 58% |
| 20260902 | $2.98 | $2.98 | 16.4% | 20% |
| 20260901 | $2.48 | $2.48 | 17.2% | 30% |
| 20260831 | $2.25 | $2.25 | 17.4% | 32% |
| 20260828 | $2.58 | $2.58 | 16.0% | 11% |
| 20260827 | $2.92 | $2.92 | 18.5% | 37% |
| 20260826 | $2.67 | $2.67 | 15.2% | 2% |
| 20260825 | $2.77 | $2.77 | 15.2% | 3% |
| 20260824 | $3.08 | $3.08 | 16.2% | 13% |
| 20260821 | $3.08 | $3.38 | 15.8% | 8% |
| 20260820 | $2.90 | $1.65 | 15.1% | 2% |
| 20260819 | $3.88 | $1.60 | 19.5% | 47% |
| 20260818 | $2.85 | $1.80 | 16.2% | 13% |
| 20260817 | $3.97 | $3.38 | 18.9% | 41% |
| 20260814 | $3.35 | $3.38 | 18.1% | 24% |
| 20260813 | $3.00 | $2.20 | 17.3% | 18% |
| 20260812 | $3.60 | $2.10 | 17.4% | 18% |
| 20260811 | $3.88 | $1.50 | 17.1% | 16% |
| 20260810 | $3.47 | $1.92 | 15.2% | 2% |
| 20260807 | — | — | 15.0% | 0% |
| 20260806 | $3.77 | $2.85 | 17.4% | 10% |
| 20260805 | $2.25 | $2.25 | 16.7% | 5% |
| 20260804 | $2.48 | $2.48 | 16.3% | 3% |
| 20260803 | $2.50 | $2.50 | 16.6% | 4% |
| 20260731 | $2.88 | $2.88 | 17.6% | 11% |
| 20260730 | $2.83 | $2.83 | 16.2% | 2% |
| 20260729 | $3.27 | $3.27 | 18.6% | 18% |
More on SCZ
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.