CEMB · Expected Move
iShares J.P. Morgan EM Corporate Bond ETF · ETF
The expected move for CEMB 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).
CEMB 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 CEMB Expected Move
30-Day Straddle
$1.57
7-Day Straddle
$1.57
30-Day ATM IV
9.2%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to CEMB'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.
CEMB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.57 | $1.57 | 9.2% | 20% |
| 20261021 | $1.60 | $1.60 | 9.1% | 20% |
| 20261020 | $3.05 | $3.05 | 11.6% | 34% |
| 20261019 | $1.65 | $1.65 | 8.8% | 18% |
| 20261016 | $1.68 | $2.60 | 8.3% | 16% |
| 20261015 | $1.35 | $1.07 | 8.1% | 15% |
| 20261014 | $0.75 | $0.75 | 8.3% | 16% |
| 20261013 | $1.35 | $1.08 | 11.8% | 34% |
| 20261012 | $1.62 | $1.08 | 11.5% | 33% |
| 20261009 | $1.68 | $1.08 | 12.0% | 36% |
| 20261008 | $1.45 | $1.12 | 11.9% | 35% |
| 20261007 | $0.90 | $0.82 | 9.5% | 22% |
| 20261006 | $2.95 | $2.10 | 8.4% | 16% |
| 20261005 | $1.62 | $1.18 | 10.2% | 26% |
| 20261002 | $1.18 | $1.18 | 11.1% | 31% |
| 20261001 | $0.75 | $0.75 | 15.2% | 53% |
| 20260930 | $3.00 | $3.00 | 11.6% | 34% |
| 20260929 | $1.57 | $1.57 | 12.1% | 36% |
| 20260928 | $1.50 | $1.50 | 14.8% | 51% |
| 20260925 | $3.10 | $3.10 | 10.4% | 27% |
| 20260924 | $5.42 | $5.42 | 12.4% | 38% |
| 20260923 | $3.22 | $3.22 | 16.2% | 58% |
| 20260922 | $1.43 | $1.43 | 5.4% | 0% |
| 20260921 | $2.92 | $2.92 | 7.6% | 12% |
| 20260918 | $1.32 | $1.38 | 10.5% | 28% |
| 20260917 | $2.08 | $1.32 | 16.0% | 57% |
| 20260916 | $0.90 | $1.25 | 5.4% | 0% |
| 20260915 | $1.55 | $1.38 | 5.9% | 0% |
| 20260914 | $5.97 | $10.00 | 20.6% | 82% |
| 20260911 | $3.12 | $1.27 | 12.7% | 37% |
| 20260910 | $1.85 | $1.68 | 10.3% | 24% |
| 20260909 | $1.68 | $1.25 | 12.2% | 35% |
| 20260908 | $1.70 | $1.25 | 18.7% | 71% |
| 20260904 | $1.75 | $1.25 | 23.9% | 100% |
| 20260903 | $0.85 | $0.75 | 14.0% | 53% |
| 20260902 | $1.27 | $1.27 | 15.4% | 63% |
| 20260901 | $1.65 | $1.65 | 17.9% | 80% |
| 20260831 | $1.65 | $1.65 | 14.6% | 58% |
| 20260828 | $1.75 | $1.75 | 15.4% | 63% |
| 20260827 | $2.35 | $2.35 | 16.3% | 69% |
| 20260826 | $1.05 | $1.05 | 18.7% | 85% |
| 20260825 | $1.85 | $1.85 | 14.9% | 59% |
| 20260824 | $1.82 | $1.82 | 15.3% | 62% |
| 20260821 | $1.77 | $3.22 | 15.8% | 66% |
| 20260820 | $1.55 | $1.65 | 16.3% | 69% |
| 20260819 | $2.00 | $1.48 | 14.9% | 60% |
| 20260818 | $0.75 | $0.75 | 17.1% | 74% |
| 20260817 | $4.80 | $1.00 | 15.3% | 62% |
| 20260814 | $1.85 | $1.45 | 15.6% | 64% |
| 20260813 | $1.85 | $1.62 | 14.7% | 58% |
| 20260812 | $1.68 | $1.32 | 16.1% | 68% |
| 20260811 | $1.75 | $1.23 | 16.5% | 70% |
| 20260810 | $2.77 | $0.75 | 16.1% | 67% |
| 20260807 | — | — | 16.7% | 72% |
| 20260806 | $1.85 | $1.38 | 16.7% | 72% |
| 20260805 | $1.35 | $1.35 | 16.5% | 71% |
| 20260804 | $1.38 | $1.38 | 13.9% | 53% |
| 20260803 | $1.30 | $1.30 | 15.0% | 60% |
| 20260731 | $1.75 | $1.75 | 15.7% | 65% |
| 20260730 | $3.20 | $3.20 | 14.6% | 25% |
More on CEMB
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.