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
$4.97
7-Day Straddle
$4.97
Avg IV
0.8%
IV Rank
50%
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
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%
20260512 $6.53 $2.50 0.6% 35%
20260511 $6.67 $2.70 0.5% 23%
20260510 $6.85 $3.10 0.6% 27%
20260508 $6.85 $3.10 0.6% 33%
20260507 $7.85 $4.92 0.5% 11%
20260506 $7.80 $4.83 0.5% 10%
20260505 $7.50 $4.67 0.5% 8%
20260504 $7.75 $4.90 0.5% 9%
20260502 $5.20 $5.20 1.0% 43%
20260501 $5.20 $5.20 1.0% 41%
20260430 $5.30 $5.30 1.0% 42%
20260429 $5.25 $5.25 1.0% 41%
20260428 $5.62 $5.62 0.9% 36%
20260427 $5.85 $5.85 0.9% 33%
20260424 $6.28 $6.28 0.8% 26%
20260423 $6.35 $6.35 0.9% 33%
20260422 $6.57 $6.57 0.8% 29%
20260421 $6.75 $6.75 0.9% 32%
20260420 $6.80 $6.80 0.8% 30%
20260417 $7.05 $2.10 0.7% 22%
20260416 $7.12 $1.85 0.8% 25%
20260415 $7.40 $2.33 0.8% 26%
20260414 $7.40 $2.20 0.8% 25%
20260413 $7.65 $2.58 0.7% 24%
20260410 $7.65 $2.92 0.6% 18%
20260409 $7.75 $3.65 0.7% 19%
20260408 $7.90 $3.92 0.7% 19%
20260407 $8.15 $4.35 0.7% 21%