EMLC · Expected Move

VanEck J. P. Morgan EM Local Currency Bond ETF · ETF

The expected move for EMLC 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).

EMLC straddle price & implied vol

60 sessions

Bars: 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 EMLC Expected Move
30-Day Straddle
$3.28
7-Day Straddle
$3.28
30-Day ATM IV
19.9%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to EMLC'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.
EMLC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $3.28 $3.28 19.9% 18%
20261020 $1.73 $1.73 19.5% 17%
20261019 $2.25 $2.25 19.0% 16%
20261016 $1.27 $0.85 19.6% 18%
20261015 $1.78 $0.88 21.2% 21%
20261014 $6.35 $0.38 — —
20261013 $7.80 $0.88 — —
20261012 $1.70 $2.62 18.3% 14%
20261009 $2.42 $0.97 26.1% 33%
20261008 $11.40 $2.33 27.2% 36%
20261007 $1.38 $8.40 — —
20261006 $7.80 $0.78 26.5% 34%
20261005 $3.05 $2.23 23.9% 28%
20261002 $10.20 $10.20 19.9% 18%
20261001 $3.67 $3.67 22.1% 24%
20260930 $1.35 $1.35 21.3% 22%
20260929 $1.60 $1.60 22.1% 24%
20260928 $1.15 $1.15 19.5% 17%
20260925 $1.18 $1.18 28.8% 40%
20260924 $0.78 $0.78 20.2% 19%
20260923 $1.12 $1.12 22.2% 24%
20260922 $1.10 $1.10 17.5% 12%
20260921 $1.10 $1.10 17.0% 11%
20260918 $0.57 $1.75 12.2% 0%
20260917 $1.17 $1.80 23.1% 11%
20260916 $0.68 $1.02 24.2% 12%
20260915 $1.68 $1.80 22.7% 9%
20260914 $9.00 $3.15 22.0% 8%
20260911 $1.32 $3.62 22.5% 9%
20260910 $1.30 $1.93 22.8% 9%
20260909 $1.27 $1.60 17.9% 0%
20260908 $1.27 $1.60 22.8% 9%
20260904 $1.30 $1.60 23.7% 11%
20260903 $1.40 $1.88 24.0% 12%
20260902 $1.68 $1.68 40.5% 42%
20260901 $0.95 $0.95 21.9% 8%
20260831 $1.70 $1.70 27.2% 17%
20260828 $0.57 $0.57 29.8% 22%
20260827 $0.85 $0.85 32.1% 27%
20260826 $1.60 $1.60 — —
20260825 $1.60 $1.60 33.3% 29%
20260824 $7.75 $7.75 30.3% 23%
20260821 $1.15 $0.65 32.9% 28%
20260820 $1.23 $0.67 33.7% 29%
20260819 $1.68 $0.40 32.6% 27%
20260818 $1.38 $1.45 31.8% 26%
20260817 $1.35 $1.45 28.2% 19%
20260814 $1.70 $0.42 27.8% 19%
20260813 $1.40 $0.80 54.1% 67%
20260812 $1.20 $0.67 — —
20260811 $1.35 $0.42 30.0% 23%
20260810 $1.62 $0.75 31.5% 25%
20260807 — — 31.0% 25%
20260806 $8.85 $15.00 27.7% 18%
20260805 $1.62 $1.62 29.6% 22%
20260804 $1.62 $1.62 39.5% 40%
20260803 $1.38 $1.38 28.7% 20%
20260731 $1.47 $1.47 28.3% 19%
20260730 $0.90 $0.90 29.0% 21%
20260729 $1.43 $1.43 25.7% 19%

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.