EMLP · Expected Move
First Trust North American Energy Infrastructure Fund · ETF
The expected move for EMLP 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).
EMLP 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 EMLP Expected Move
30-Day Straddle
$2.75
7-Day Straddle
$2.75
30-Day ATM IV
22.9%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to EMLP'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.
EMLP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.75 | $2.75 | 22.9% | 16% |
| 20261021 | $2.25 | $2.25 | 24.5% | 21% |
| 20261020 | $2.15 | $2.15 | 33.9% | 52% |
| 20261019 | $2.17 | $2.17 | 24.3% | 20% |
| 20261016 | $2.12 | $1.55 | 31.8% | 45% |
| 20261015 | $2.27 | $1.80 | 21.2% | 10% |
| 20261014 | $2.27 | $1.70 | 21.1% | 10% |
| 20261013 | $2.28 | $1.70 | 29.4% | 37% |
| 20261012 | $2.40 | $1.85 | 18.2% | 0% |
| 20261009 | $2.40 | $1.90 | 24.7% | 21% |
| 20261008 | $2.40 | $1.88 | 24.8% | 22% |
| 20261007 | $2.40 | $1.82 | 24.9% | 22% |
| 20261006 | $2.40 | $1.83 | 30.5% | 41% |
| 20261005 | $2.45 | $1.88 | 29.3% | 37% |
| 20261002 | $1.92 | $1.92 | 30.3% | 38% |
| 20261001 | $1.88 | $1.88 | 34.5% | 51% |
| 20260930 | $1.93 | $1.93 | 48.1% | 85% |
| 20260929 | $2.02 | $2.02 | 33.0% | 40% |
| 20260928 | $2.00 | $2.00 | 32.1% | 38% |
| 20260925 | $2.00 | $2.00 | 30.9% | 34% |
| 20260924 | $2.10 | $2.10 | 30.4% | 32% |
| 20260923 | $2.10 | $2.10 | 27.8% | 25% |
| 20260922 | $2.10 | $2.10 | 25.7% | 20% |
| 20260921 | $2.12 | $2.12 | 26.6% | 22% |
| 20260918 | $2.20 | $3.38 | 26.8% | 22% |
| 20260917 | $2.25 | $1.75 | 26.1% | 21% |
| 20260916 | $2.22 | $1.67 | 28.9% | 28% |
| 20260915 | $2.35 | $1.80 | 25.4% | 19% |
| 20260914 | $2.27 | $1.75 | 23.1% | 12% |
| 20260911 | $2.35 | $1.80 | 24.8% | 17% |
| 20260910 | $2.35 | $1.80 | 24.5% | 16% |
| 20260909 | $2.30 | $1.82 | 22.8% | 12% |
| 20260908 | $2.33 | $1.50 | 28.6% | 27% |
| 20260904 | $2.42 | $1.90 | 28.7% | 28% |
| 20260903 | $2.47 | $1.98 | 26.6% | 22% |
| 20260902 | $1.92 | $1.92 | 28.1% | 26% |
| 20260901 | $1.98 | $1.98 | 27.3% | 24% |
| 20260831 | $1.98 | $1.98 | 28.0% | 26% |
| 20260828 | $1.97 | $1.97 | 28.4% | 27% |
| 20260827 | $2.05 | $2.05 | 26.6% | 23% |
| 20260826 | $2.08 | $2.08 | 34.2% | 51% |
| 20260825 | $2.17 | $2.17 | 28.3% | 38% |
| 20260824 | $2.12 | $2.12 | 28.0% | 37% |
| 20260821 | $2.05 | $3.27 | 27.7% | 36% |
| 20260820 | $2.12 | $1.75 | 24.8% | 30% |
| 20260819 | $2.15 | $1.82 | 26.5% | 34% |
| 20260818 | $2.23 | $1.82 | 24.5% | 29% |
| 20260817 | $2.20 | $1.82 | 24.6% | 29% |
| 20260814 | $2.25 | $1.90 | 21.3% | 22% |
| 20260813 | $2.28 | $1.83 | 25.4% | 31% |
| 20260812 | $2.27 | $1.83 | 27.0% | 35% |
| 20260811 | $2.08 | $1.75 | 27.3% | 36% |
| 20260810 | $2.25 | $1.90 | 27.4% | 36% |
| 20260807 | — | — | 25.5% | 31% |
| 20260806 | $2.27 | $1.85 | 25.9% | 32% |
| 20260805 | $1.77 | $1.77 | 25.4% | 31% |
| 20260804 | $1.75 | $1.75 | 24.1% | 28% |
| 20260803 | $1.85 | $1.85 | 25.1% | 30% |
| 20260731 | $1.90 | $1.90 | 23.8% | 27% |
| 20260730 | $1.95 | $1.95 | 23.5% | 27% |
More on EMLP
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.