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
$5.58
7-Day Straddle
$5.58
Avg IV
0.7%
IV Rank
43%
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 |
|---|---|---|---|---|
| 20251031 | $5.58 | $5.58 | 0.7% | 43% |
| 20251030 | $5.80 | $5.80 | 0.7% | 40% |
| 20251029 | $6.00 | $6.00 | 0.8% | 45% |
| 20251028 | $6.23 | $6.23 | 0.6% | 20% |
| 20251027 | $5.90 | $5.90 | 0.6% | 29% |
| 20251024 | $6.00 | $6.00 | 0.7% | 32% |
| 20251023 | $6.20 | $6.20 | 0.5% | 11% |
| 20251022 | $6.50 | $6.50 | 0.5% | 12% |
| 20251021 | $6.43 | $6.43 | 0.5% | 14% |
| 20251020 | $6.30 | $6.30 | 0.5% | 13% |
| 20251017 | $6.45 | $0.58 | 0.6% | 23% |
| 20251016 | $6.65 | $1.20 | 0.4% | 2% |
| 20251015 | $6.75 | $1.88 | 0.6% | 20% |
| 20251014 | $6.75 | $2.05 | 0.4% | 0% |
| 20251013 | $7.10 | $2.95 | 0.5% | 10% |
| 20251010 | $6.75 | $2.75 | 0.6% | 16% |
| 20251009 | $7.15 | $3.40 | 0.5% | 13% |
| 20251008 | $7.20 | $3.27 | 0.4% | 0% |
| 20251007 | $7.35 | $3.85 | 0.5% | 2% |
| 20251006 | $7.30 | $3.55 | 0.6% | 12% |
| 20251003 | $4.12 | $4.12 | 1.0% | 74% |
| 20251002 | $4.10 | $4.10 | 1.1% | 100% |
| 20251001 | $3.95 | $3.95 | 0.9% | 77% |
| 20250930 | $4.05 | $4.05 | 0.7% | 47% |
| 20250929 | $4.05 | $4.05 | 0.9% | 85% |
| 20250926 | $4.38 | $4.38 | 0.7% | 33% |
| 20250925 | $4.33 | $4.33 | 0.9% | 78% |
| 20250924 | $4.65 | $4.65 | 1.0% | 95% |
| 20250923 | $4.85 | $4.85 | 0.9% | 88% |
| 20250922 | $4.88 | $4.88 | 0.8% | 62% |
| 20250919 | $5.47 | $4.38 | 0.9% | 81% |
| 20250918 | $5.42 | $2.50 | 0.6% | 27% |
| 20250917 | $5.30 | $1.30 | 0.7% | 44% |
| 20250916 | $5.67 | $2.70 | 0.8% | 57% |
| 20250915 | $5.68 | $2.65 | 0.7% | 48% |
| 20250912 | $5.93 | $3.15 | 0.7% | 36% |
| 20250911 | $5.97 | $2.95 | 0.7% | 45% |
| 20250910 | $6.15 | $3.25 | 0.7% | 47% |
| 20250909 | $6.25 | $3.42 | 0.7% | 37% |
| 20250908 | $6.22 | $3.55 | 0.7% | 42% |
| 20250905 | $6.35 | $3.67 | 0.6% | 22% |
| 20250904 | $6.28 | $3.75 | 0.5% | 10% |
| 20250903 | $4.30 | $4.30 | 0.8% | 55% |
| 20250902 | $4.45 | $4.45 | 0.8% | 65% |
| 20250829 | $4.20 | $4.20 | 0.7% | 37% |
| 20250828 | $4.38 | $4.38 | 0.6% | 22% |
| 20250827 | $4.43 | $4.43 | 0.5% | 9% |
| 20250826 | $5.20 | $5.20 | 0.6% | 25% |
| 20250825 | $4.72 | $4.72 | 0.7% | 33% |
| 20250822 | $5.12 | $5.12 | 0.6% | 20% |
| 20250821 | $5.15 | $5.15 | 0.6% | 25% |
| 20250820 | $5.10 | $5.10 | 0.6% | 16% |
| 20250819 | $5.28 | $5.28 | 0.6% | 14% |
| 20250818 | $5.60 | $5.60 | 0.6% | 21% |
| 20250815 | $5.95 | $2.50 | 0.5% | 7% |
| 20250814 | $5.88 | $1.17 | 0.5% | 10% |
| 20250813 | $5.80 | $1.88 | 0.5% | 7% |
| 20250812 | $6.03 | $2.08 | 0.6% | 12% |
| 20250811 | $6.35 | $2.95 | 0.6% | 12% |
| 20250808 | $6.35 | $2.90 | 0.5% | 0% |