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
$6.22
7-Day Straddle
$6.22
Avg IV
0.6%
IV Rank
31%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $6.22 $6.22 0.6% 31%
20260924 $6.15 $6.15 0.7% 51%
20260923 $5.88 $5.88 0.7% 53%
20260922 $6.38 $6.38 0.7% 36%
20260921 $6.60 $6.60 0.6% 29%
20260918 $6.35 $0.17 0.6% 23%
20260917 $6.65 $1.57 0.5% 8%
20260916 $6.85 $2.30 0.6% 19%
20260915 $6.95 $2.47 0.6% 28%
20260914 $7.00 $2.58 0.6% 19%
20260911 $6.95 $2.77 0.5% 5%
20260910 $7.10 $3.08 0.6% 13%
20260909 $7.20 $3.35 0.6% 17%
20260908 $7.40 $3.70 0.5% 10%
20260904 $7.40 $3.83 0.5% 5%
20260903 $7.65 $4.90 0.5% 0%
20260902 $4.58 $4.58 0.7% 44%
20260901 $4.58 $4.58 0.7% 39%
20260831 $4.67 $4.67 0.7% 37%
20260828 $4.80 $4.80 0.7% 34%
20260827 $5.05 $5.05 0.6% 19%
20260826 $5.00 $5.00 0.7% 30%
20260825 $5.35 $5.35 0.6% 24%
20260824 $5.53 $5.53 0.6% 15%
20260821 $5.72 $1.02 0.6% 19%
20260820 $5.90 $1.25 0.6% 17%
20260819 $6.22 $2.85 0.6% 16%
20260818 $6.45 $2.80 0.6% 16%
20260817 $6.67 $3.18 0.6% 13%
20260814 $6.57 $2.73 0.6% 12%
20260813 $6.62 $3.15 0.5% 4%
20260812 $6.88 $3.47 0.5% 6%
20260811 $6.72 $3.75 0.5% 1%
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%