EMN · Expected Move
Eastman Chemical Company
The expected move for EMN 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).
EMN 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 EMN Expected Move
30-Day Straddle
$4.03
7-Day Straddle
$4.03
30-Day ATM IV
33.3%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to EMN'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.
EMN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $4.03 | $4.03 | 33.3% | 31% |
| 20261103 | $3.90 | $3.90 | 33.7% | 34% |
| 20261102 | $4.42 | $4.42 | 33.9% | 35% |
| 20261030 | $4.03 | $4.03 | 33.1% | 30% |
| 20261029 | $5.83 | $5.83 | 39.8% | 77% |
| 20261028 | $5.08 | $5.08 | 36.6% | 54% |
| 20261027 | $5.45 | $5.45 | 37.8% | 62% |
| 20261026 | $5.40 | $5.40 | 37.9% | 63% |
| 20261023 | $5.50 | $5.50 | 38.3% | 66% |
| 20261022 | $5.62 | $5.62 | 38.1% | 64% |
| 20261021 | $5.53 | $5.53 | 36.6% | 54% |
| 20261020 | $5.83 | $5.83 | 37.9% | 63% |
| 20261019 | $5.92 | $5.92 | 38.4% | 67% |
| 20261016 | $6.00 | $2.95 | 37.5% | 60% |
| 20261015 | $5.92 | $1.52 | 36.4% | 52% |
| 20261014 | $6.10 | $2.50 | 36.9% | 56% |
| 20261013 | $6.10 | $2.65 | 36.3% | 52% |
| 20261012 | $6.43 | $2.90 | 37.1% | 57% |
| 20261009 | $6.27 | $2.97 | 36.5% | 53% |
| 20261008 | $6.30 | $2.58 | 35.2% | 44% |
| 20261007 | $6.35 | $2.90 | 35.6% | 47% |
| 20261006 | $6.45 | $2.92 | 35.4% | 46% |
| 20261005 | $6.35 | $2.75 | 34.2% | 37% |
| 20261002 | $3.10 | $3.10 | 33.5% | 32% |
| 20261001 | $3.17 | $3.17 | 34.5% | 39% |
| 20260930 | $3.20 | $3.20 | 33.7% | 34% |
| 20260929 | $3.53 | $3.53 | 33.4% | 32% |
| 20260928 | $3.85 | $3.85 | 33.6% | 33% |
| 20260925 | $4.03 | $4.03 | 31.9% | 21% |
| 20260924 | $4.00 | $4.00 | 32.1% | 22% |
| 20260923 | $4.33 | $4.33 | 32.1% | 22% |
| 20260922 | $4.65 | $4.65 | 32.3% | 24% |
| 20260921 | $4.12 | $4.12 | 32.0% | 22% |
| 20260918 | $4.25 | $0.65 | 29.1% | 2% |
| 20260917 | $4.85 | $1.80 | 31.0% | 15% |
| 20260916 | $4.50 | $1.58 | 30.4% | 11% |
| 20260915 | $4.75 | $1.90 | 30.7% | 13% |
| 20260914 | $5.50 | $2.50 | 33.4% | 32% |
| 20260911 | $5.68 | $3.50 | 32.3% | 24% |
| 20260910 | $5.88 | $3.60 | 32.3% | 24% |
| 20260909 | $5.65 | $3.20 | 31.6% | 14% |
| 20260908 | $6.10 | $3.17 | 33.7% | 24% |
| 20260904 | $5.88 | $3.45 | 30.8% | 10% |
| 20260903 | $5.78 | $3.85 | 30.5% | 8% |
| 20260902 | $4.28 | $4.28 | 31.3% | 12% |
| 20260901 | $3.98 | $3.98 | 31.1% | 11% |
| 20260831 | $4.53 | $4.53 | 31.4% | 13% |
| 20260828 | $5.00 | $5.00 | 31.8% | 15% |
| 20260827 | $4.97 | $4.97 | 31.4% | 13% |
| 20260826 | $5.10 | $5.10 | 31.2% | 11% |
| 20260825 | $4.85 | $4.85 | 32.1% | 16% |
| 20260824 | $5.15 | $5.15 | 32.0% | 15% |
| 20260821 | $4.70 | $0.90 | 28.9% | 0% |
| 20260820 | $5.33 | $1.53 | 31.4% | 7% |
| 20260819 | $5.15 | $1.25 | 30.1% | 0% |
| 20260818 | $5.45 | $2.42 | 31.7% | 7% |
| 20260817 | $5.72 | $2.27 | 31.8% | 7% |
| 20260814 | $5.65 | $2.40 | 30.5% | 0% |
| 20260813 | $6.07 | $2.83 | 31.8% | 0% |
| 20260812 | $6.33 | $3.30 | 33.9% | 10% |
More on EMN
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.