EMB · Expected Move
iShares J.P. Morgan USD Emerging Markets Bond ETF · ETF
The expected move for EMB 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).
EMB 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 EMB Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$2.20
30-Day ATM IV
10.2%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to EMB'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.
EMB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.20 | $2.20 | 10.2% | 29% |
| 20261020 | $2.15 | $2.15 | 10.2% | 29% |
| 20261019 | $2.17 | $2.17 | 10.0% | 28% |
| 20261016 | $2.33 | $0.82 | 10.1% | 28% |
| 20261015 | $2.08 | $0.70 | 9.2% | 23% |
| 20261014 | $2.50 | $0.80 | 10.4% | 31% |
| 20261013 | $2.35 | $0.93 | 9.9% | 27% |
| 20261012 | $2.73 | $1.08 | 11.4% | 38% |
| 20261009 | $2.52 | $1.30 | 10.3% | 30% |
| 20261008 | $2.75 | $1.27 | 11.2% | 36% |
| 20261007 | $2.78 | $1.35 | 11.1% | 35% |
| 20261006 | $2.70 | $1.50 | 10.9% | 34% |
| 20261005 | $3.10 | $1.52 | 11.3% | 37% |
| 20261002 | $1.62 | $1.62 | 11.6% | 39% |
| 20261001 | $1.85 | $1.85 | 11.2% | 36% |
| 20260930 | $1.60 | $1.60 | 10.4% | 31% |
| 20260929 | $1.82 | $1.82 | 10.5% | 31% |
| 20260928 | $1.40 | $1.40 | 8.9% | 20% |
| 20260925 | $1.38 | $1.38 | 8.4% | 17% |
| 20260924 | $1.40 | $1.40 | 8.2% | 15% |
| 20260923 | $2.55 | $2.55 | 10.5% | 31% |
| 20260922 | $0.95 | $0.95 | 9.0% | 21% |
| 20260921 | $1.15 | $1.15 | 6.6% | 4% |
| 20260918 | $1.42 | $1.50 | 6.6% | 4% |
| 20260917 | $0.98 | $0.60 | 6.1% | 1% |
| 20260916 | $2.27 | $2.15 | 7.3% | 9% |
| 20260915 | $2.40 | $0.95 | 11.1% | 36% |
| 20260914 | $1.62 | $0.75 | 7.9% | 13% |
| 20260911 | $2.42 | $1.68 | 11.3% | 29% |
| 20260910 | $2.78 | $1.32 | 10.0% | 21% |
| 20260909 | $1.88 | $1.12 | 7.5% | 8% |
| 20260908 | $2.67 | $0.72 | 9.9% | 21% |
| 20260904 | $1.65 | $0.90 | 6.0% | 0% |
| 20260903 | $2.78 | $1.10 | 9.5% | 17% |
| 20260902 | $0.77 | $0.77 | 7.2% | 4% |
| 20260901 | $0.95 | $0.95 | 6.9% | 2% |
| 20260831 | $1.50 | $1.50 | 7.0% | 3% |
| 20260828 | $1.18 | $1.18 | 7.1% | 3% |
| 20260827 | $1.05 | $1.05 | 7.6% | 6% |
| 20260826 | $1.42 | $1.42 | 6.6% | 0% |
| 20260825 | $1.82 | $1.82 | 8.5% | 11% |
| 20260824 | $1.02 | $1.02 | 6.6% | 0% |
| 20260821 | $1.68 | $1.67 | 7.8% | 5% |
| 20260820 | $1.50 | $0.68 | 7.1% | 1% |
| 20260819 | $1.68 | $0.88 | 7.7% | 4% |
| 20260818 | $1.27 | $0.88 | 7.5% | 3% |
| 20260817 | $1.45 | $1.48 | 7.8% | 5% |
| 20260814 | $2.67 | $1.25 | 10.8% | 22% |
| 20260813 | $2.08 | $1.70 | 9.3% | 13% |
| 20260812 | $1.57 | $1.65 | 7.6% | 4% |
| 20260811 | $2.00 | $1.32 | 8.0% | 6% |
| 20260810 | $2.40 | $1.15 | 9.6% | 15% |
| 20260807 | — | — | 10.5% | 20% |
| 20260806 | $2.50 | $1.70 | 9.4% | 14% |
| 20260805 | $1.72 | $1.72 | 8.9% | 11% |
| 20260804 | $1.40 | $1.40 | 8.0% | 6% |
| 20260803 | $2.08 | $2.08 | 8.5% | 8% |
| 20260731 | $1.88 | $1.88 | 9.0% | 12% |
| 20260730 | $1.80 | $1.80 | 8.6% | 9% |
| 20260729 | $2.45 | $2.45 | 10.2% | 18% |
More on EMB
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.