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
$4.78
7-Day Straddle
$4.22
Avg IV
0.5%
IV Rank
19%
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
20260609 $4.78 $4.22 0.5% 19%
20260608 $3.62 $2.17 0.5% 24%
20260605 $3.83 $3.92 0.4% 7%
20260604 $3.72 $3.60 0.5% 11%
20260603 $3.78 $3.70 0.5% 20%
20260602 $3.92 $3.92 1.0% 100%
20260601 $3.15 $3.15 0.9% 100%
20260529 $4.92 $4.92 0.8% 95%
20260528 $3.95 $3.95 0.8% 80%
20260527 $3.22 $3.22 0.7% 66%
20260526 $3.15 $3.15 0.7% 75%
20260522 $3.83 $3.83 0.7% 65%
20260521 $4.08 $4.08 0.7% 64%
20260520 $3.70 $3.70 0.7% 61%
20260519 $3.60 $3.60 0.7% 58%
20260518 $4.90 $4.90 0.7% 54%
20260515 $4.47 $3.67 0.7% 63%
20260514 $3.65 $2.77 0.7% 65%
20260513 $5.10 $2.40 0.6% 48%
20260512 $4.75 $4.03 0.6% 35%
20260511 $5.20 $3.05 0.7% 72%
20260510 $4.47 $3.95 0.7% 61%
20260508 $4.47 $3.95 0.7% 58%
20260507 $6.40 $4.55 0.6% 44%
20260506 $5.75 $3.80 0.7% 57%
20260505 $4.92 $3.00 0.6% 46%
20260504 $5.03 $4.05 0.6% 37%
20260502 $3.95 $3.95 0.8% 88%
20260501 $3.95 $3.95 0.8% 84%
20260430 $4.38 $4.38 0.9% 100%
20260429 $3.40 $3.40 0.8% 100%
20260428 $5.28 $5.28 0.7% 88%
20260427 $4.58 $4.58 0.7% 71%
20260424 $3.98 $3.98 0.7% 73%
20260423 $4.45 $4.45 0.7% 68%
20260422 $4.10 $4.10 0.6% 59%
20260421 $4.83 $4.83 0.6% 62%
20260420 $4.20 $4.20 0.6% 43%
20260417 $4.75 $4.25 0.6% 56%
20260416 $4.62 $2.50 0.6% 51%
20260415 $5.05 $2.98 0.6% 65%
20260414 $5.08 $2.55 0.6% 44%
20260413 $4.30 $2.62 0.5% 36%
20260410 $3.90 $3.25 0.5% 24%
20260409 $2.90 $3.90 0.5% 25%
20260408 $4.53 $3.72 0.5% 29%
20260407 $4.85 $4.28 0.6% 40%
20260406 $4.70 $2.80 0.5% 19%
20260402 $4.75 $3.93 0.4% 12%
20260401 $2.65 $2.65 0.7% 73%
20260331 $2.48 $2.48 0.6% 52%
20260330 $2.60 $2.60 0.6% 41%
20260327 $2.33 $2.33 0.6% 63%
20260326 $2.50 $2.50 0.7% 67%
20260325 $2.15 $2.15 0.7% 69%
20260324 $1.93 $1.93 0.7% 71%
20260323 $2.10 $2.10 0.7% 68%
20260320 $2.62 $3.05 0.6% 63%
20260319 $3.23 $4.58 0.6% 50%
20260318 $3.95 $4.03 0.6% 46%