EMGF · Expected Move
iShares Emerging Markets Equity Factor ETF · ETF
The expected move for EMGF 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).
EMGF 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 EMGF Expected Move
30-Day Straddle
$3.67
7-Day Straddle
$3.67
30-Day ATM IV
23.5%
IV Rank
20%
Implied one-standard-deviation move through the next 30 days. Compare to EMGF'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.
EMGF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.67 | $3.67 | 23.5% | 20% |
| 20261020 | $3.88 | $3.88 | 24.6% | 25% |
| 20261019 | $3.90 | $3.90 | 24.5% | 24% |
| 20261016 | $4.17 | $3.15 | 25.1% | 27% |
| 20261015 | $4.00 | $1.38 | 23.6% | 20% |
| 20261014 | $4.00 | $1.32 | 23.0% | 17% |
| 20261013 | $3.90 | $1.40 | 21.1% | 8% |
| 20261012 | $3.92 | $1.50 | 21.5% | 9% |
| 20261009 | $4.30 | $1.75 | 22.2% | 13% |
| 20261008 | $4.20 | $1.78 | 21.2% | 8% |
| 20261007 | $5.00 | $5.00 | 22.2% | 13% |
| 20261006 | $4.50 | $1.95 | 22.0% | 12% |
| 20261005 | $4.80 | $2.15 | 22.7% | 15% |
| 20261002 | $2.38 | $2.38 | 22.4% | 14% |
| 20261001 | $2.65 | $2.65 | 23.0% | 17% |
| 20260930 | $2.72 | $2.72 | 23.4% | 19% |
| 20260929 | $2.83 | $2.83 | 23.3% | 18% |
| 20260928 | $2.88 | $2.88 | 23.7% | 20% |
| 20260925 | $2.88 | $2.88 | 22.3% | 14% |
| 20260924 | $3.25 | $3.25 | 23.6% | 20% |
| 20260923 | $3.25 | $3.25 | 23.1% | 18% |
| 20260922 | $3.40 | $3.40 | 22.9% | 17% |
| 20260921 | $3.48 | $3.48 | 22.7% | 16% |
| 20260918 | $3.47 | $5.00 | 21.9% | 11% |
| 20260917 | $3.65 | $1.23 | 22.8% | 16% |
| 20260916 | $3.75 | $1.62 | 22.8% | 16% |
| 20260915 | $3.75 | $1.65 | 22.8% | 16% |
| 20260914 | $3.80 | $1.75 | 22.8% | 16% |
| 20260911 | $3.92 | $1.82 | 22.4% | 14% |
| 20260910 | $4.10 | $2.00 | 23.0% | 17% |
| 20260909 | $4.20 | $2.17 | 22.0% | 12% |
| 20260908 | $4.05 | $2.02 | 21.4% | 9% |
| 20260904 | $3.88 | $2.10 | 19.7% | 1% |
| 20260903 | $4.20 | $2.48 | 19.6% | 0% |
| 20260902 | $2.45 | $2.45 | 20.8% | 2% |
| 20260901 | $2.50 | $2.50 | 20.5% | 0% |
| 20260831 | $2.80 | $2.80 | 22.0% | 4% |
| 20260828 | $2.70 | $2.70 | 21.3% | 0% |
| 20260827 | $3.12 | $3.12 | 22.0% | 0% |
| 20260826 | $3.23 | $3.23 | 23.0% | 0% |
| 20260825 | $3.38 | $3.38 | 23.3% | 0% |
| 20260824 | $3.47 | $3.47 | 23.8% | 0% |
| 20260821 | $3.75 | $5.00 | 23.9% | 0% |
| 20260820 | $3.88 | $1.18 | 23.9% | 0% |
| 20260819 | $4.05 | $1.52 | 25.1% | 5% |
| 20260818 | $4.12 | $1.82 | 24.7% | 3% |
| 20260817 | $4.22 | $1.93 | 24.4% | 0% |
| 20260814 | $4.38 | $2.02 | 24.6% | 2% |
| 20260813 | $4.80 | $2.27 | 26.3% | 13% |
| 20260812 | $4.78 | $2.30 | 26.6% | 14% |
| 20260811 | $4.78 | $2.35 | 26.5% | 14% |
| 20260810 | $4.95 | $2.60 | 27.2% | 19% |
| 20260807 | — | — | 28.7% | 28% |
| 20260806 | $5.68 | $3.58 | 29.9% | 36% |
| 20260805 | $3.72 | $3.72 | 31.1% | 43% |
| 20260804 | $4.32 | $4.32 | 31.6% | 47% |
| 20260803 | $3.93 | $3.93 | 30.9% | 42% |
| 20260731 | $4.20 | $4.20 | 32.1% | 50% |
| 20260730 | $4.22 | $4.22 | 31.1% | 44% |
| 20260729 | $4.35 | $4.35 | 33.0% | 56% |
More on EMGF
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.