ERJ (Embraer S.A.)
Expected Move & Straddle Price History
The expected move for ERJ 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).
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.
Current ERJ Expected Move
30-Day Straddle
$10.47
7-Day Straddle
$10.47
Avg IV
0.8%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to ERJ'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.
ERJ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260613 | $10.47 | $10.47 | 0.8% | 24% |
| 20260612 | $11.08 | $11.08 | 0.8% | 24% |
| 20260611 | $12.30 | $12.30 | 0.8% | 27% |
| 20260610 | $13.03 | $13.03 | 0.9% | 32% |
| 20260609 | $12.03 | $12.03 | 0.8% | 27% |
| 20260608 | $11.22 | $11.22 | 0.8% | 24% |
| 20260605 | $11.57 | $11.57 | 0.8% | 24% |
| 20260604 | $11.55 | $11.55 | 0.8% | 25% |
| 20260603 | $12.50 | $12.50 | 0.8% | 27% |
| 20260602 | $11.80 | $11.80 | 0.7% | 22% |
| 20260601 | $11.95 | $11.95 | 0.7% | 23% |
| 20260529 | $12.00 | $12.00 | 0.7% | 21% |
| 20260528 | $12.10 | $12.10 | 0.7% | 19% |
| 20260527 | $12.15 | $12.15 | 0.7% | 19% |
| 20260526 | $12.40 | $12.40 | 0.7% | 20% |
| 20260502 | $5.20 | $5.20 | 1.1% | 47% |
| 20260501 | $5.30 | $5.30 | 1.1% | 46% |
| 20260430 | $5.30 | $5.30 | 1.1% | 46% |
| 20260429 | $6.58 | $6.58 | 1.1% | 52% |
| 20260428 | $5.62 | $5.62 | 0.9% | 35% |
| 20260427 | $5.85 | $5.85 | 0.9% | 35% |
| 20260424 | $6.28 | $6.28 | 0.9% | 34% |
| 20260423 | $6.35 | $6.35 | 0.8% | 29% |
| 20260422 | $6.57 | $6.57 | 0.7% | 20% |
| 20260421 | $6.75 | $6.75 | 1.0% | 42% |
| 20260420 | $7.15 | $7.15 | 1.2% | 58% |
| 20260417 | $7.52 | $3.45 | 1.2% | 54% |
| 20260416 | $7.12 | $1.85 | 1.0% | 38% |
| 20260415 | $7.83 | $3.65 | 1.2% | 53% |
| 20260414 | $8.65 | $5.00 | 1.3% | 60% |
| 20260413 | $8.90 | $5.30 | 1.3% | 60% |
| 20260410 | $9.75 | $4.85 | 1.2% | 52% |
| 20260409 | $8.03 | $4.12 | 1.0% | 42% |
| 20260408 | $7.90 | $3.92 | 0.9% | 35% |
| 20260407 | $8.15 | $4.35 | 0.7% | 20% |
| 20260406 | $8.40 | $4.20 | 0.6% | 16% |
| 20260402 | $8.50 | $5.10 | 0.7% | 19% |
| 20260401 | $5.25 | $5.25 | 0.9% | 37% |
| 20260331 | $6.90 | $6.90 | 1.2% | 56% |
| 20260330 | $9.97 | $9.97 | 1.4% | 72% |
| 20260327 | $9.70 | $9.70 | 1.3% | 61% |
| 20260326 | $8.78 | $8.78 | 1.2% | 56% |
| 20260325 | $7.57 | $7.57 | 1.0% | 44% |
| 20260324 | $8.43 | $8.43 | 1.1% | 49% |
| 20260323 | $7.60 | $7.60 | 1.0% | 42% |
| 20260320 | $11.18 | $10.57 | 1.2% | 57% |
| 20260319 | $8.50 | $7.30 | 1.0% | 42% |
| 20260318 | $7.77 | $6.28 | 0.9% | 37% |
| 20260317 | $7.95 | $6.60 | 0.9% | 37% |
| 20260316 | $8.12 | $6.38 | 0.9% | 35% |
| 20260313 | $10.60 | $9.35 | 1.1% | 45% |
| 20260312 | $9.90 | $8.62 | 1.0% | 40% |
| 20260311 | $6.50 | $3.52 | 0.7% | 16% |
| 20260310 | $6.78 | $3.95 | 0.7% | 20% |
| 20260309 | $7.00 | $4.35 | 0.6% | 11% |
| 20260308 | $7.22 | $5.00 | 0.7% | 20% |
| 20260306 | $7.25 | $5.00 | 0.7% | 19% |
| 20260305 | $8.22 | $5.67 | 0.8% | 25% |
| 20260304 | $7.75 | $7.75 | 1.8% | 100% |
| 20260303 | $7.05 | $7.05 | 1.6% | 100% |