Tracking the EFAD expected move helps you see how far ProShares MSCI EAFE Dividend Growers ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. ProShares MSCI EAFE Dividend Growers ETF's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the EFAD expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For EFAD, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The EFAD expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks ProShares MSCI EAFE Dividend Growers ETF is unlikely to go.
The index, constructed and maintained by MSCI, targets companies that are currently members of the MSCI EAFE Index ("MSCI EAFE") and have increased dividend payments each year for at least 10 years. The index contains a minimum of 40 stocks, which are equally weighted. Under normal circumstances, the fund will invest at least 80% of its total assets in component securities.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the EFAD expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The ProShares MSCI EAFE Dividend Growers ETF expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about EFAD.
