EEMV · Expected Move
iShares MSCI Emerging Markets Min Vol Factor ETF · ETF
The expected move for EEMV 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).
EEMV 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 EEMV Expected Move
30-Day Straddle
$2.75
7-Day Straddle
$2.75
30-Day ATM IV
16.6%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to EEMV'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.
EEMV Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.75 | $2.75 | 16.6% | 24% |
| 20261020 | $3.35 | $3.35 | 19.8% | 50% |
| 20261019 | $2.67 | $2.67 | 16.1% | 21% |
| 20261016 | $3.50 | $1.23 | 21.8% | 66% |
| 20261015 | $3.00 | $1.25 | 18.7% | 41% |
| 20261014 | $3.10 | $1.32 | 17.0% | 28% |
| 20261013 | $2.30 | $1.55 | 15.4% | 15% |
| 20261012 | $2.95 | $1.73 | 15.9% | 19% |
| 20261009 | $3.05 | $1.90 | 15.6% | 17% |
| 20261008 | $3.15 | $1.88 | 16.4% | 23% |
| 20261007 | $3.70 | $2.05 | 16.6% | 24% |
| 20261006 | $3.70 | $2.12 | 16.4% | 23% |
| 20261005 | $3.85 | $2.15 | 16.7% | 25% |
| 20261002 | $2.12 | $2.12 | 15.7% | 17% |
| 20261001 | $2.35 | $2.35 | 17.5% | 31% |
| 20260930 | $2.20 | $2.20 | 17.8% | 34% |
| 20260929 | $2.25 | $2.25 | 19.4% | 47% |
| 20260928 | $2.55 | $2.55 | 19.6% | 48% |
| 20260925 | $2.10 | $2.10 | 16.4% | 23% |
| 20260924 | $2.75 | $2.75 | 18.1% | 37% |
| 20260923 | $2.92 | $2.92 | 16.8% | 26% |
| 20260922 | $2.27 | $2.27 | 17.2% | 30% |
| 20260921 | $2.77 | $2.77 | 16.2% | 21% |
| 20260918 | $3.20 | $1.35 | 20.4% | 54% |
| 20260917 | $2.90 | $1.80 | 17.9% | 35% |
| 20260916 | $2.90 | $1.77 | 18.0% | 36% |
| 20260915 | $3.15 | $2.08 | 17.6% | 32% |
| 20260914 | $3.28 | $2.00 | 19.0% | 44% |
| 20260911 | $3.10 | $2.05 | 17.4% | 31% |
| 20260910 | $3.12 | $2.33 | 19.4% | 47% |
| 20260909 | $3.02 | $2.00 | 15.1% | 12% |
| 20260908 | $3.30 | $2.27 | 15.1% | 12% |
| 20260904 | $2.92 | $2.17 | 13.5% | 0% |
| 20260903 | $3.15 | $2.10 | 14.5% | 0% |
| 20260902 | $2.30 | $2.30 | 16.7% | 10% |
| 20260901 | $2.47 | $2.47 | 16.8% | 12% |
| 20260831 | $2.83 | $2.83 | 19.6% | 38% |
| 20260828 | $2.33 | $2.33 | 16.2% | 6% |
| 20260827 | $2.42 | $2.42 | 16.1% | 4% |
| 20260826 | $3.12 | $3.12 | 18.3% | 25% |
| 20260825 | $2.67 | $2.67 | 15.6% | 0% |
| 20260824 | $2.70 | $2.70 | 20.0% | 41% |
| 20260821 | $2.77 | $2.80 | 16.5% | 7% |
| 20260820 | $3.45 | $1.35 | 20.7% | 47% |
| 20260819 | $3.15 | $2.00 | 16.1% | 3% |
| 20260818 | $3.38 | $1.73 | 16.7% | 9% |
| 20260817 | $3.23 | $2.00 | 17.2% | 14% |
| 20260814 | $3.33 | $2.08 | 17.8% | 20% |
| 20260813 | $3.35 | $2.00 | 18.9% | 30% |
| 20260812 | $3.52 | $2.00 | 20.3% | 44% |
| 20260811 | $3.42 | $2.05 | 18.1% | 22% |
| 20260810 | $3.48 | $1.88 | 18.1% | 22% |
| 20260807 | — | — | 19.0% | 31% |
| 20260806 | $4.00 | $2.48 | 19.7% | 38% |
| 20260805 | $2.42 | $2.42 | 20.6% | 46% |
| 20260804 | $2.75 | $2.75 | 20.5% | 46% |
| 20260803 | $2.77 | $2.77 | 21.0% | 51% |
| 20260731 | $2.90 | $2.90 | 20.6% | 47% |
| 20260730 | $2.85 | $2.85 | 20.3% | 44% |
| 20260729 | $3.38 | $3.38 | 23.0% | 70% |
More on EEMV
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.