EEM · Expected Move
iShares MSCI Emerging Markets ETF · ETF
The expected move for EEM 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).
EEM 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 EEM Expected Move
30-Day Straddle
$3.72
7-Day Straddle
$2.02
30-Day ATM IV
27.9%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to EEM'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.
EEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $3.72 | $2.02 | 27.9% | 51% |
| 20261112 | $4.00 | $2.29 | 28.8% | 56% |
| 20261111 | $3.78 | $2.28 | 26.7% | 41% |
| 20261110 | $4.30 | $2.46 | 30.3% | 62% |
| 20261109 | $4.28 | $1.71 | 29.6% | 57% |
| 20261106 | $4.08 | $2.15 | 32.0% | 71% |
| 20261105 | $4.40 | $2.70 | 33.5% | 80% |
| 20261104 | $3.84 | $2.24 | 27.0% | 43% |
| 20261103 | $4.02 | $2.50 | 28.2% | 49% |
| 20261102 | $4.25 | $1.92 | 29.4% | 49% |
| 20261030 | $3.65 | $2.04 | 27.2% | 37% |
| 20261029 | $3.56 | $1.86 | 24.8% | 25% |
| 20261028 | $4.60 | $2.09 | 30.4% | 53% |
| 20261027 | $3.63 | $2.12 | 25.3% | 27% |
| 20261026 | $3.82 | $1.60 | 26.4% | 33% |
| 20261023 | $3.75 | $1.92 | 26.9% | 35% |
| 20261022 | $3.73 | $2.15 | 26.2% | 32% |
| 20261021 | $3.51 | $1.99 | 24.1% | 22% |
| 20261020 | $3.54 | $2.09 | 24.0% | 21% |
| 20261019 | $3.66 | $1.40 | 24.4% | 23% |
| 20261016 | $3.38 | $1.72 | 24.6% | 24% |
| 20261015 | $3.30 | $1.81 | 23.1% | 17% |
| 20261014 | $3.26 | $1.79 | 22.3% | 13% |
| 20261013 | $3.23 | $1.81 | 20.8% | 5% |
| 20261012 | $3.31 | $1.23 | 21.0% | 6% |
| 20261009 | $3.00 | $1.43 | 20.5% | 4% |
| 20261008 | $3.24 | $1.69 | 21.6% | 9% |
| 20261007 | $3.30 | $1.20 | 21.4% | 8% |
| 20261006 | $3.45 | $1.26 | 21.4% | 8% |
| 20261005 | $3.90 | $1.29 | 22.5% | 14% |
| 20261002 | $3.41 | $1.51 | 22.9% | 16% |
| 20261001 | $3.60 | $1.65 | 24.1% | 22% |
| 20260930 | $3.54 | $1.51 | 23.4% | 18% |
| 20260929 | $3.64 | $1.52 | 23.2% | 17% |
| 20260928 | $3.65 | $1.60 | 22.8% | 15% |
| 20260925 | $3.19 | $1.50 | 22.1% | 12% |
| 20260924 | $3.51 | $1.55 | 23.2% | 17% |
| 20260923 | $3.66 | $1.65 | 23.2% | 17% |
| 20260922 | $3.62 | $1.42 | 22.4% | 13% |
| 20260921 | $3.68 | $1.50 | 22.8% | 15% |
| 20260918 | $3.29 | $1.50 | 22.4% | 13% |
| 20260917 | $3.49 | $1.42 | 23.1% | 17% |
| 20260916 | $3.74 | $1.65 | 23.8% | 20% |
| 20260915 | $3.52 | $1.52 | 23.3% | 17% |
| 20260914 | $3.69 | $1.77 | 23.6% | 19% |
| 20260911 | $3.35 | $1.67 | 22.3% | 13% |
| 20260910 | $3.45 | $1.64 | 23.0% | 16% |
| 20260909 | $3.42 | $1.74 | 21.9% | 11% |
| 20260908 | $3.48 | $1.39 | 21.7% | 10% |
| 20260904 | $3.15 | $1.36 | 20.5% | 4% |
| 20260903 | $2.98 | $1.18 | 19.7% | 0% |
| 20260902 | $3.15 | $1.21 | 20.2% | 0% |
| 20260901 | $3.03 | $1.44 | 20.3% | 0% |
| 20260831 | $3.23 | $1.44 | 21.2% | 3% |
| 20260828 | $3.18 | $1.45 | 21.0% | 2% |
| 20260827 | $3.15 | $1.30 | 20.6% | 0% |
| 20260826 | $3.42 | $1.60 | 22.1% | 0% |
| 20260825 | $3.71 | $1.46 | 23.4% | 0% |
| 20260824 | $4.00 | $1.63 | 25.0% | 9% |
| 20260821 | $3.49 | $1.69 | 23.6% | 0% |
More on EEM
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.