EEMS · Expected Move
iShares MSCI Emerging Markets Small-Cap ETF · ETF
The expected move for EEMS 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).
EEMS 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 EEMS Expected Move
30-Day Straddle
$3.33
7-Day Straddle
$3.33
30-Day ATM IV
19.3%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to EEMS'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.
EEMS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.33 | $3.33 | 19.3% | 17% |
| 20261020 | $3.42 | $3.42 | 19.8% | 20% |
| 20261019 | $3.55 | $3.55 | 20.0% | 21% |
| 20261016 | $3.70 | $5.00 | 20.4% | 24% |
| 20261015 | $3.55 | $1.30 | 19.3% | 17% |
| 20261014 | $3.78 | $1.62 | 19.2% | 16% |
| 20261013 | $3.52 | $1.65 | 17.5% | 6% |
| 20261012 | $3.48 | $1.60 | 17.9% | 8% |
| 20261009 | $3.73 | $1.73 | 18.5% | 12% |
| 20261008 | $3.77 | $1.68 | 18.7% | 13% |
| 20261007 | $3.85 | $1.95 | 19.0% | 15% |
| 20261006 | $4.03 | $1.93 | 19.0% | 15% |
| 20261005 | $4.15 | $1.97 | 19.5% | 18% |
| 20261002 | $2.17 | $2.17 | 20.0% | 21% |
| 20261001 | $2.23 | $2.23 | 19.4% | 17% |
| 20260930 | $2.40 | $2.40 | 19.7% | 19% |
| 20260929 | $2.50 | $2.50 | 19.2% | 16% |
| 20260928 | $2.53 | $2.53 | 19.4% | 17% |
| 20260925 | $2.45 | $2.45 | 18.4% | 11% |
| 20260924 | $2.80 | $2.80 | 19.6% | 19% |
| 20260923 | $2.92 | $2.92 | 19.1% | 15% |
| 20260922 | $2.85 | $2.85 | 18.7% | 13% |
| 20260921 | $2.88 | $2.88 | 18.3% | 10% |
| 20260918 | $3.05 | $3.25 | 17.8% | 7% |
| 20260917 | $3.23 | $1.48 | 18.7% | 13% |
| 20260916 | $3.27 | $1.55 | 19.2% | 16% |
| 20260915 | $3.33 | $1.77 | 19.0% | 15% |
| 20260914 | $3.42 | $1.70 | 19.4% | 17% |
| 20260911 | $3.47 | $1.80 | 18.7% | 13% |
| 20260910 | $3.50 | $1.77 | 19.7% | 19% |
| 20260909 | $3.60 | $1.82 | 19.0% | 15% |
| 20260908 | $3.42 | $1.93 | 18.4% | 11% |
| 20260904 | $3.38 | $1.92 | 16.6% | 0% |
| 20260903 | $3.45 | $2.05 | 16.6% | 0% |
| 20260902 | $2.20 | $2.20 | 17.5% | 0% |
| 20260901 | $2.20 | $2.20 | 17.6% | 0% |
| 20260831 | $2.48 | $2.48 | 18.2% | 2% |
| 20260828 | $2.47 | $2.47 | 18.0% | 1% |
| 20260827 | $2.60 | $2.60 | 17.8% | 0% |
| 20260826 | $2.88 | $2.88 | 19.2% | 2% |
| 20260825 | $2.85 | $2.85 | 18.9% | 0% |
| 20260824 | $3.12 | $3.12 | 19.4% | 0% |
| 20260821 | $3.17 | $3.25 | 19.6% | 0% |
| 20260820 | $3.33 | $1.35 | 19.9% | 1% |
| 20260819 | $3.50 | $1.85 | 20.8% | 8% |
| 20260818 | $3.55 | $1.93 | 20.6% | 6% |
| 20260817 | $3.65 | $1.85 | 20.8% | 8% |
| 20260814 | $3.90 | $2.08 | 21.0% | 9% |
| 20260813 | $4.12 | $2.15 | 22.2% | 19% |
| 20260812 | $4.18 | $2.17 | 22.1% | 18% |
| 20260811 | $4.18 | $2.05 | 21.6% | 14% |
| 20260810 | $4.47 | $2.35 | 23.0% | 25% |
| 20260807 | — | — | 23.7% | 30% |
| 20260806 | $5.05 | $3.05 | 24.8% | 38% |
| 20260805 | $3.28 | $3.28 | 25.3% | 42% |
| 20260804 | $3.40 | $3.40 | 25.7% | 45% |
| 20260803 | $3.47 | $3.47 | 26.3% | 50% |
| 20260731 | $3.52 | $3.52 | 25.8% | 46% |
| 20260730 | $3.67 | $3.67 | 26.4% | 51% |
| 20260729 | $3.88 | $3.88 | 27.6% | 60% |
More on EEMS
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.