EMR · Expected Move
Emerson Electric Co.
The expected move for EMR 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).
EMR 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 EMR Expected Move
30-Day Straddle
$13.30
7-Day Straddle
$5.65
30-Day ATM IV
31.9%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to EMR'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.
EMR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $13.30 | $5.65 | 31.9% | 51% |
| 20261106 | $11.90 | $6.93 | 32.4% | 54% |
| 20261105 | $12.95 | $8.85 | 35.5% | 74% |
| 20261104 | $12.35 | $7.75 | 31.5% | 49% |
| 20261103 | $14.60 | $10.73 | 37.4% | 87% |
| 20261102 | $14.50 | $10.00 | 36.9% | 83% |
| 20261030 | $13.65 | $10.75 | 37.3% | 86% |
| 20261029 | $13.85 | $10.60 | 35.7% | 76% |
| 20261028 | $13.85 | $10.00 | 35.2% | 72% |
| 20261027 | $14.35 | $10.85 | 36.8% | 82% |
| 20261026 | $14.20 | $5.05 | 38.3% | 92% |
| 20261023 | $14.75 | $5.97 | 39.5% | 100% |
| 20261022 | $13.90 | $6.28 | 38.5% | 93% |
| 20261021 | $13.60 | $7.12 | 36.6% | 81% |
| 20261020 | $13.95 | $7.17 | 37.7% | 88% |
| 20261019 | $13.85 | $5.88 | 36.7% | 82% |
| 20261016 | $13.30 | $5.62 | 36.3% | 79% |
| 20261015 | $14.00 | $7.38 | 38.1% | 91% |
| 20261014 | $13.40 | $5.55 | 35.4% | 74% |
| 20261013 | $13.85 | $6.08 | 35.4% | 74% |
| 20261012 | $13.50 | $5.33 | 34.9% | 70% |
| 20261009 | $12.10 | $5.15 | 34.0% | 65% |
| 20261008 | $12.70 | $5.75 | 34.7% | 69% |
| 20261007 | $13.05 | $5.70 | 35.7% | 75% |
| 20261006 | $13.15 | $6.07 | 34.3% | 66% |
| 20261005 | $13.15 | $3.80 | 33.2% | 60% |
| 20261002 | $10.35 | $4.50 | 30.8% | 44% |
| 20261001 | $10.35 | $5.58 | 29.2% | 34% |
| 20260930 | $9.75 | $5.55 | 27.6% | 23% |
| 20260929 | $9.82 | $5.75 | 27.1% | 21% |
| 20260928 | $9.53 | $3.88 | 25.9% | 13% |
| 20260925 | $9.60 | $4.28 | 26.8% | 18% |
| 20260924 | $10.10 | $4.80 | 28.8% | 31% |
| 20260923 | $9.85 | $5.47 | 28.0% | 26% |
| 20260922 | $10.30 | $6.05 | 28.4% | 28% |
| 20260921 | $9.85 | $4.70 | 28.6% | 30% |
| 20260918 | $8.85 | $4.70 | 27.2% | 21% |
| 20260917 | $10.00 | $5.85 | 29.2% | 34% |
| 20260916 | $9.95 | $5.65 | 29.7% | 37% |
| 20260915 | $10.53 | $7.78 | 30.8% | 44% |
| 20260914 | $10.40 | $4.50 | 29.6% | 36% |
| 20260911 | $10.35 | $4.20 | 30.2% | 39% |
| 20260910 | $10.05 | $5.67 | 29.7% | 36% |
| 20260909 | $10.45 | $6.03 | 30.5% | 39% |
| 20260908 | $11.25 | $6.57 | 31.7% | 40% |
| 20260904 | $9.50 | $4.17 | 28.4% | 23% |
| 20260903 | $9.15 | $4.17 | 27.5% | 18% |
| 20260902 | $9.50 | $4.93 | 28.1% | 22% |
| 20260901 | $9.20 | $5.40 | 27.2% | 17% |
| 20260831 | $10.60 | $4.05 | 29.3% | 28% |
| 20260828 | $8.75 | $4.50 | 26.3% | 13% |
| 20260827 | $9.70 | $4.53 | 27.5% | 19% |
| 20260826 | $10.32 | $5.65 | 28.2% | 22% |
| 20260825 | $9.90 | $4.92 | 27.1% | 17% |
| 20260824 | $10.75 | $4.00 | 28.3% | 23% |
| 20260821 | $9.05 | $4.65 | 25.9% | 10% |
| 20260820 | $8.55 | $5.28 | 25.4% | 8% |
| 20260819 | $9.80 | $4.53 | 25.5% | 8% |
| 20260818 | $10.85 | $5.50 | 27.3% | 17% |
| 20260817 | $10.70 | $3.72 | 26.2% | 12% |
More on EMR
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.