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
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current EEM Expected Move
30-Day Straddle
$3.64
7-Day Straddle
$1.52
Avg IV
29.9%
IV Rank
11%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $3.64 | $1.52 | 29.9% | 11% |
| 20260928 | $3.65 | $1.60 | 30.7% | 14% |
| 20260925 | $3.19 | $1.50 | 30.2% | 12% |
| 20260924 | $3.51 | $1.55 | 32.2% | 19% |
| 20260923 | $3.66 | $1.65 | 30.6% | 14% |
| 20260922 | $3.62 | $1.42 | 30.8% | 14% |
| 20260921 | $3.68 | $1.50 | 30.4% | 13% |
| 20260918 | $3.29 | $1.50 | 41.2% | 48% |
| 20260917 | $3.49 | $1.42 | 46.3% | 64% |
| 20260916 | $3.74 | $1.65 | 41.6% | 49% |
| 20260915 | $3.52 | $1.52 | 43.4% | 55% |
| 20260914 | $3.69 | $1.77 | 44.7% | 59% |
| 20260911 | $3.35 | $1.67 | 29.1% | 9% |
| 20260910 | $3.45 | $1.64 | 28.5% | 7% |
| 20260909 | $3.42 | $1.74 | 30.2% | 12% |
| 20260908 | $3.48 | $1.39 | 29.3% | 9% |
| 20260904 | $3.15 | $1.36 | 27.5% | 3% |
| 20260903 | $2.98 | $1.18 | 28.2% | 6% |
| 20260902 | $3.15 | $1.21 | 27.5% | 3% |
| 20260901 | $3.03 | $1.44 | 50.4% | 77% |
| 20260831 | $3.23 | $1.44 | 52.1% | 83% |
| 20260828 | $3.18 | $1.45 | 30.2% | 12% |
| 20260827 | $3.15 | $1.30 | 26.4% | 0% |
| 20260826 | $3.42 | $1.60 | 30.6% | 4% |
| 20260825 | $3.71 | $1.46 | 29.8% | 1% |
| 20260824 | $4.00 | $1.63 | 30.0% | 2% |
| 20260821 | $3.49 | $1.69 | 43.0% | 49% |
| 20260820 | $3.70 | $1.60 | 36.8% | 26% |
| 20260819 | $3.85 | $1.69 | 40.5% | 40% |
| 20260818 | $3.83 | $1.54 | 41.8% | 44% |
| 20260817 | $4.02 | $2.00 | 40.6% | 40% |
| 20260814 | $3.48 | $1.70 | 32.1% | 10% |
| 20260813 | $3.98 | $1.85 | 33.7% | 16% |
| 20260812 | $3.79 | $2.16 | 32.9% | 13% |
| 20260811 | $3.96 | $2.08 | 31.8% | 8% |
| 20260810 | $4.30 | $1.61 | 32.6% | 11% |
| 20260806 | $4.48 | $2.40 | 35.0% | 20% |
| 20260805 | $4.37 | $2.61 | 36.2% | 24% |
| 20260804 | $4.94 | $3.04 | 35.6% | 22% |
| 20260803 | $4.74 | $2.05 | 36.2% | 24% |
| 20260731 | $4.39 | $2.13 | 37.0% | 27% |
| 20260730 | $4.54 | $2.44 | 37.8% | 30% |
| 20260729 | $4.88 | $2.87 | 40.3% | 39% |
| 20260728 | $4.80 | $3.00 | 36.9% | 27% |
| 20260727 | $4.89 | $2.10 | 37.0% | 27% |
| 20260724 | $4.65 | $2.40 | 54.0% | 88% |
| 20260723 | $5.01 | $2.67 | 45.0% | 56% |
| 20260722 | $5.06 | $2.86 | 52.5% | 83% |
| 20260721 | $5.25 | $3.07 | 52.4% | 82% |
| 20260720 | $5.08 | $2.11 | 52.9% | 84% |
| 20260716 | $5.05 | $2.67 | 38.1% | 31% |
| 20260715 | $4.98 | $2.90 | 38.1% | 31% |
| 20260714 | $5.13 | $3.16 | 37.9% | 30% |
| 20260713 | $5.44 | $2.40 | 38.3% | 32% |
| 20260710 | $5.00 | $2.58 | 38.3% | 32% |
| 20260709 | $5.18 | $3.06 | 38.0% | 31% |
| 20260708 | $5.46 | $3.40 | 40.3% | 39% |
| 20260707 | $5.61 | $3.87 | 40.6% | 40% |
| 20260706 | $5.84 | $2.47 | 40.6% | 40% |
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.