EMBJ (Embraer S.A. American Depositary Shares (Each representing Four Common Shares))
Expected Move & Straddle Price History
The expected move for EMBJ 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 EMBJ Expected Move
30-Day Straddle
$7.10
7-Day Straddle
$3.92
Avg IV
0.5%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to EMBJ'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.
EMBJ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260810 | $7.10 | $3.92 | 0.5% | 3% |
| 20260806 | $8.60 | $6.03 | 0.6% | 10% |
| 20260805 | $6.10 | $6.10 | 0.8% | 56% |
| 20260804 | $5.65 | $5.65 | 0.9% | 67% |
| 20260803 | $5.95 | $5.95 | 0.9% | 73% |
| 20260731 | $7.15 | $7.15 | 0.8% | 61% |
| 20260730 | $6.25 | $6.25 | 0.7% | 40% |
| 20260729 | $6.55 | $6.55 | 0.8% | 54% |
| 20260728 | $6.58 | $6.58 | 0.7% | 39% |
| 20260727 | $6.65 | $6.65 | 0.8% | 49% |
| 20260724 | $6.20 | $6.20 | 0.7% | 38% |
| 20260723 | $6.50 | $6.50 | 0.7% | 40% |
| 20260722 | $6.75 | $6.75 | 0.7% | 39% |
| 20260721 | $6.92 | $6.92 | 0.7% | 33% |
| 20260720 | $7.15 | $7.15 | 0.7% | 39% |
| 20260716 | $7.10 | $1.33 | 0.7% | 30% |
| 20260715 | $6.67 | $1.67 | 0.7% | 28% |
| 20260714 | $7.35 | $2.58 | 0.7% | 30% |
| 20260713 | $7.50 | $2.60 | 0.7% | 29% |
| 20260710 | $7.90 | $3.08 | 0.7% | 30% |
| 20260709 | $8.00 | $3.30 | 0.6% | 26% |
| 20260708 | $7.75 | $3.88 | 0.7% | 35% |
| 20260707 | $8.15 | $3.67 | 0.7% | 36% |
| 20260706 | $8.45 | $4.17 | 0.7% | 32% |
| 20260702 | $4.00 | $4.00 | 0.9% | 80% |
| 20260701 | $4.42 | $4.42 | 0.8% | 64% |
| 20260630 | $4.45 | $4.45 | 0.9% | 78% |
| 20260629 | $4.92 | $4.92 | 0.8% | 57% |
| 20260626 | $4.97 | $4.97 | 0.8% | 50% |
| 20260625 | $5.35 | $5.35 | 0.7% | 42% |
| 20260624 | $5.17 | $5.17 | 0.8% | 53% |
| 20260623 | $5.22 | $5.22 | 0.8% | 52% |
| 20260622 | $5.28 | $5.28 | 0.7% | 39% |
| 20260618 | $5.62 | $0.85 | 0.6% | 26% |
| 20260617 | $6.05 | $2.00 | 0.7% | 33% |
| 20260616 | $5.65 | $1.80 | 0.7% | 32% |
| 20260615 | $6.12 | $2.72 | 0.5% | 6% |
| 20260613 | $6.55 | $3.50 | 0.7% | 43% |
| 20260612 | $6.33 | $3.27 | 0.7% | 29% |
| 20260611 | $6.22 | $3.00 | 0.8% | 62% |
| 20260610 | $6.17 | $3.22 | 0.7% | 45% |
| 20260609 | $6.40 | $3.48 | 0.7% | 40% |
| 20260608 | $6.67 | $3.82 | 0.7% | 29% |
| 20260605 | $6.80 | $4.03 | 0.7% | 33% |
| 20260604 | $6.47 | $4.00 | 0.7% | 45% |
| 20260603 | $6.60 | $4.40 | 0.7% | 39% |
| 20260602 | $4.67 | $4.67 | 0.8% | 55% |
| 20260601 | $4.75 | $4.75 | 0.8% | 46% |
| 20260529 | $4.97 | $4.97 | 0.7% | 34% |
| 20260528 | $4.97 | $4.97 | 0.7% | 37% |
| 20260527 | $5.30 | $5.30 | 0.8% | 48% |
| 20260526 | $5.70 | $5.70 | 0.7% | 45% |
| 20260522 | $5.72 | $5.72 | 0.6% | 26% |
| 20260521 | $5.58 | $5.58 | 0.6% | 29% |
| 20260520 | $5.45 | $5.45 | 0.7% | 38% |
| 20260519 | $5.58 | $5.58 | 0.7% | 41% |
| 20260518 | $5.65 | $5.65 | 0.7% | 40% |
| 20260515 | $5.78 | $2.58 | 0.6% | 34% |
| 20260514 | $6.25 | $1.92 | 0.6% | 33% |
| 20260513 | $6.72 | $2.68 | 0.6% | 36% |