EEMA · Expected Move

iShares MSCI Emerging Markets Asia ETF · ETF

Iron condor setups Expected move IV rank history Fibonacci levels

The expected move for EEMA 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).

EEMA straddle price & implied vol

35 sessions

Bars: 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 EEMA Expected Move

30-Day Straddle

—

7-Day Straddle

—

30-Day ATM IV

47.2%

IV Rank

71%

Implied one-standard-deviation move through the next 30 days. Compare to EEMA'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.

EEMA Straddle Price — Last 60 Days

Date	30D Straddle	7D Straddle	ATM IV	IV Rank
20230809	—	—	47.2%	71%
20230808	—	—	15.3%	3%
20230807	—	—	21.1%	15%
20230804	—	—	51.5%	80%
20230803	—	—	61.0%	100%
20230802	—	—	24.8%	36%
20230801	—	—	33.7%	65%
20230728	—	—	39.7%	85%
20230727	—	—	36.8%	76%
20230726	—	—	44.2%	100%
20230725	—	—	29.2%	51%
20230724	—	—	43.6%	100%
20230721	—	—	22.9%	36%
20230720	—	—	24.6%	43%
20230719	—	—	22.4%	34%
20230718	—	—	22.7%	35%
20230717	—	—	24.0%	40%
20230714	—	—	27.5%	55%
20230713	—	—	23.6%	39%
20230712	—	—	19.4%	22%
20230711	—	—	21.8%	31%
20230710	—	—	23.5%	38%
20230707	—	—	25.4%	46%
20230706	—	—	19.5%	22%
20230705	—	—	23.2%	37%
20230703	—	—	25.6%	—
20230630	—	—	24.0%	—
20230629	—	—	24.3%	—
20230628	—	—	14.3%	—
20230627	—	—	27.7%	—
20230626	—	—	15.4%	—
20230623	—	—	25.2%	—
20230622	—	—	14.0%	—
20230621	—	—	15.4%	—
20230620	—	—	17.5%	—