ELD · Expected Move
WisdomTree Emerging Markets Local Debt Fund · ETF
The expected move for ELD 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).
ELD 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 ELD Expected Move
30-Day Straddle
$1.73
7-Day Straddle
$1.73
30-Day ATM IV
16.5%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to ELD'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.
ELD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.73 | $1.73 | 16.5% | 10% |
| 20261021 | $0.00 | $0.00 | 33.3% | 34% |
| 20261020 | $0.88 | $0.88 | 31.7% | 31% |
| 20261019 | $0.00 | $0.00 | 31.7% | 31% |
| 20261016 | $1.75 | $2.80 | 30.5% | 30% |
| 20261015 | $1.77 | $1.50 | 40.4% | 44% |
| 20261014 | $1.80 | $1.45 | 41.7% | 45% |
| 20261013 | $1.80 | $1.50 | 16.9% | 11% |
| 20261012 | $1.82 | $1.48 | 22.2% | 18% |
| 20261009 | $1.88 | $1.52 | 33.0% | 33% |
| 20261008 | $1.85 | $1.55 | 33.3% | 34% |
| 20261007 | $1.88 | $1.50 | 34.0% | 35% |
| 20261006 | $1.88 | $1.55 | 34.0% | 35% |
| 20261005 | $1.93 | $1.55 | 35.1% | 36% |
| 20261002 | $1.55 | $1.55 | 34.3% | 35% |
| 20261001 | $1.18 | $1.18 | 17.7% | 12% |
| 20260930 | $1.52 | $1.52 | 19.9% | 15% |
| 20260929 | $1.60 | $1.60 | 19.4% | 14% |
| 20260928 | $1.55 | $1.55 | 19.1% | 14% |
| 20260925 | $1.52 | $1.52 | 26.1% | 23% |
| 20260924 | $1.67 | $1.67 | 36.7% | 38% |
| 20260923 | $1.68 | $1.68 | 43.6% | 48% |
| 20260922 | $1.72 | $1.72 | 35.7% | 37% |
| 20260921 | $1.73 | $1.73 | 58.2% | 69% |
| 20260918 | $1.27 | $3.33 | 56.9% | 67% |
| 20260917 | $1.30 | $1.20 | 25.3% | 22% |
| 20260916 | $1.70 | $1.55 | 16.6% | 10% |
| 20260915 | $1.75 | $1.58 | 11.7% | 3% |
| 20260914 | $1.72 | $1.55 | 11.9% | 4% |
| 20260911 | $1.73 | $1.48 | 20.4% | 15% |
| 20260910 | $1.73 | $1.45 | 74.2% | 91% |
| 20260909 | $1.73 | $1.50 | 74.9% | 92% |
| 20260908 | $1.73 | $1.48 | 75.2% | 93% |
| 20260904 | $1.75 | $1.50 | 75.1% | 92% |
| 20260903 | $1.73 | $1.42 | 74.7% | 92% |
| 20260902 | $1.10 | $1.10 | 70.7% | 86% |
| 20260901 | $1.52 | $1.52 | 58.2% | 69% |
| 20260831 | $1.48 | $1.48 | 57.0% | 67% |
| 20260828 | $1.52 | $1.52 | 60.8% | 72% |
| 20260827 | $1.55 | $1.55 | 65.0% | 78% |
| 20260826 | $1.62 | $1.62 | 66.5% | 80% |
| 20260825 | $1.68 | $1.68 | 62.0% | 74% |
| 20260824 | $1.65 | $1.65 | 10.7% | 2% |
| 20260821 | $1.65 | $1.42 | 10.3% | 1% |
| 20260820 | $1.67 | $1.40 | 9.4% | 0% |
| 20260819 | $1.62 | $1.38 | 72.6% | 88% |
| 20260818 | $1.62 | $1.02 | 66.3% | 79% |
| 20260817 | $1.65 | $1.40 | 66.6% | 79% |
| 20260814 | $1.65 | $0.97 | 63.6% | 75% |
| 20260813 | $1.68 | $1.40 | 63.0% | 74% |
| 20260812 | $1.60 | $1.40 | 63.3% | 74% |
| 20260811 | $1.40 | $1.15 | 59.9% | 69% |
| 20260810 | $1.57 | $1.25 | 58.9% | 68% |
| 20260807 | — | — | 56.2% | 64% |
| 20260806 | $1.80 | $1.35 | 20.9% | 10% |
| 20260805 | $1.35 | $1.35 | 52.4% | 58% |
| 20260804 | $1.38 | $1.38 | 49.7% | 54% |
| 20260803 | $1.43 | $1.43 | 44.1% | 45% |
| 20260731 | $1.05 | $1.05 | 42.5% | 43% |
| 20260730 | $1.43 | $1.43 | 20.8% | 10% |
More on ELD
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.