EMA (Emera Incorporated)

Expected Move & Straddle Price History

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).

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.

Current EMA Expected Move
30-Day Straddle
$2.75
7-Day Straddle
$2.75
Avg IV
0.6%
IV Rank
39%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $2.75 $2.75 0.6% 39%
20260924 $2.43 $2.43 0.6% 32%
20260923 $2.32 $2.32 0.6% 39%
20260922 $3.07 $3.07 0.6% 38%
20260921 $2.78 $2.78 0.6% 43%
20260918 $3.03 $1.65 0.6% 31%
20260917 $3.28 $0.82 0.6% 30%
20260916 $3.10 $1.68 0.5% 20%
20260915 $2.55 $1.73 0.4% 3%
20260914 $3.08 $1.12 0.5% 25%
20260911 $3.08 $1.20 0.5% 22%
20260910 $3.48 $1.07 0.5% 22%
20260909 $3.92 $1.17 0.5% 19%
20260908 $3.60 $1.42 0.5% 17%
20260904 $3.38 $1.25 0.5% 14%
20260903 $3.38 $1.27 0.5% 20%
20260902 $1.30 $1.30 0.6% 40%
20260901 $1.35 $1.35 0.7% 49%
20260831 $1.38 $1.38 0.7% 59%
20260828 $1.40 $1.40 0.5% 26%
20260827 $1.57 $1.57 0.6% 40%
20260826 $1.80 $1.80 0.6% 31%
20260825 $1.83 $1.83 0.6% 43%
20260824 $1.75 $1.75 0.6% 35%
20260821 $1.82 $2.25 0.7% 45%
20260820 $2.65 $2.15 0.6% 42%
20260819 $2.50 $2.15 0.6% 27%
20260818 $2.40 $2.23 0.5% 27%
20260817 $2.30 $1.98 0.6% 34%
20260814 $2.48 $2.42 0.5% 24%
20260813 $2.50 $2.40 0.4% 0%
20260812 $2.27 $1.25 0.6% 27%
20260811 $2.62 $1.38 0.5% 11%
20260810 $2.62 $3.47 0.5% 11%
20260806 $3.17 $3.92 0.5% 13%
20260805 $3.20 $3.20 0.8% 67%
20260804 $4.17 $4.17 0.7% 46%
20260803 $2.50 $2.50 0.9% 83%
20260731 $3.05 $3.05 0.7% 52%
20260730 $4.20 $4.20 0.7% 47%
20260729 $4.40 $4.40 0.7% 48%
20260728 $4.10 $4.10 0.7% 55%
20260727 $4.70 $4.70 0.7% 51%
20260724 $5.10 $5.10 0.6% 42%
20260723 $4.32 $4.32 0.6% 38%
20260722 $4.65 $4.65 0.6% 42%
20260721 $4.03 $4.03 0.6% 30%
20260720 $3.85 $3.85 0.6% 31%
20260716 $3.50 $1.68 0.5% 26%
20260715 $3.65 $1.65 0.5% 23%
20260714 $4.15 $1.80 0.5% 18%
20260713 $4.00 $3.83 0.5% 22%
20260710 $4.50 $2.78 0.4% 8%
20260709 $4.20 $2.85 0.5% 17%
20260708 $4.45 $2.73 0.5% 10%
20260707 $4.80 $3.73 0.5% 16%
20260706 $4.42 $2.77 0.5% 10%
20260702 $2.70 $2.70 0.7% 57%
20260701 $3.97 $3.97 0.7% 60%