EMA · Expected Move
Emera Incorporated
The expected move for EMA 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).
EMA 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 EMA Expected Move
30-Day Straddle
$3.62
7-Day Straddle
$3.15
30-Day ATM IV
30.6%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to EMA'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.
EMA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.62 | $3.15 | 30.6% | 56% |
| 20261106 | $2.90 | $3.15 | 27.9% | 45% |
| 20261105 | $4.08 | $4.28 | 31.0% | 58% |
| 20261104 | $2.52 | $2.52 | 30.5% | 56% |
| 20261103 | $3.30 | $3.30 | 31.2% | 59% |
| 20261102 | $4.00 | $4.00 | 35.9% | 79% |
| 20261030 | $4.08 | $4.08 | 34.5% | 73% |
| 20261029 | $3.48 | $3.48 | 34.2% | 72% |
| 20261028 | $2.80 | $2.80 | 31.1% | 59% |
| 20261027 | $3.70 | $3.70 | 31.0% | 58% |
| 20261026 | $2.57 | $2.57 | 23.9% | 28% |
| 20261023 | $2.90 | $2.90 | 27.8% | 45% |
| 20261022 | $3.08 | $3.08 | 26.5% | 39% |
| 20261021 | $4.72 | $4.72 | 25.6% | 35% |
| 20261020 | $4.05 | $4.05 | 36.0% | 79% |
| 20261019 | $3.60 | $3.60 | 32.2% | 63% |
| 20261016 | $3.97 | $3.55 | 31.8% | 61% |
| 20261015 | $4.15 | $2.62 | 32.6% | 65% |
| 20261014 | $3.78 | $2.77 | 30.7% | 57% |
| 20261013 | $3.27 | $2.95 | 29.1% | 50% |
| 20261012 | $3.28 | $3.12 | 20.6% | 14% |
| 20261009 | $3.25 | $3.58 | 26.3% | 38% |
| 20261008 | $3.68 | $3.55 | 26.2% | 38% |
| 20261007 | $3.95 | $3.02 | 29.3% | 51% |
| 20261006 | $3.62 | $1.95 | 21.3% | 17% |
| 20261005 | $3.98 | $2.38 | 25.1% | 33% |
| 20261002 | $2.65 | $2.65 | 32.9% | 66% |
| 20261001 | $2.65 | $2.65 | 32.1% | 63% |
| 20260930 | $2.30 | $2.30 | 32.8% | 66% |
| 20260929 | $2.75 | $2.75 | 30.5% | 56% |
| 20260928 | $2.68 | $2.68 | 27.3% | 42% |
| 20260925 | $2.75 | $2.75 | 26.6% | 40% |
| 20260924 | $2.43 | $2.43 | 31.3% | 59% |
| 20260923 | $2.32 | $2.32 | 29.2% | 51% |
| 20260922 | $3.07 | $3.07 | 34.6% | 73% |
| 20260921 | $2.78 | $2.78 | 31.9% | 62% |
| 20260918 | $3.03 | $1.65 | 30.9% | 58% |
| 20260917 | $3.28 | $0.82 | 31.5% | 60% |
| 20260916 | $3.10 | $1.68 | 31.4% | 60% |
| 20260915 | $2.55 | $1.73 | 26.2% | 38% |
| 20260914 | $3.08 | $1.12 | 29.6% | 52% |
| 20260911 | $3.08 | $1.20 | 27.6% | 44% |
| 20260910 | $3.48 | $1.07 | 29.2% | 51% |
| 20260909 | $3.92 | $1.17 | 29.3% | 51% |
| 20260908 | $3.60 | $1.42 | 25.6% | 32% |
| 20260904 | $3.38 | $1.25 | 23.5% | 24% |
| 20260903 | $3.38 | $1.27 | 22.8% | 21% |
| 20260902 | $1.30 | $1.30 | 22.1% | 19% |
| 20260901 | $1.35 | $1.35 | 23.7% | 25% |
| 20260831 | $1.38 | $1.38 | 22.0% | 18% |
| 20260828 | $1.40 | $1.40 | 20.4% | 12% |
| 20260827 | $1.57 | $1.57 | 21.0% | 14% |
| 20260826 | $1.80 | $1.80 | 20.8% | 14% |
| 20260825 | $1.83 | $1.83 | 21.7% | 17% |
| 20260824 | $1.75 | $1.75 | 20.8% | 14% |
| 20260821 | $1.82 | $2.25 | 17.2% | 0% |
| 20260820 | $2.65 | $2.15 | 19.2% | 8% |
| 20260819 | $2.50 | $2.15 | 18.2% | 4% |
| 20260818 | $2.40 | $2.23 | 17.3% | 0% |
| 20260817 | $2.30 | $1.98 | 17.5% | 1% |
More on EMA
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.