HEEM · Expected Move
iShares Currency Hedged MSCI Emerging Markets · ETF
The expected move for HEEM 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).
HEEM 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 HEEM Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$2.20
30-Day ATM IV
25.0%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to HEEM'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.
HEEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.20 | $2.20 | 25.0% | 27% |
| 20261021 | $2.02 | $2.02 | 22.2% | 12% |
| 20261020 | $2.15 | $2.15 | 23.2% | 17% |
| 20261019 | $2.20 | $2.20 | 23.4% | 18% |
| 20261016 | $2.25 | $1.00 | 22.9% | 15% |
| 20261015 | $2.25 | $1.10 | 22.8% | 14% |
| 20261014 | $2.20 | $1.25 | 21.2% | 6% |
| 20261013 | $2.22 | $1.27 | 20.2% | 1% |
| 20261012 | $2.42 | $1.40 | 20.1% | 0% |
| 20261009 | $2.38 | $1.40 | 25.2% | 20% |
| 20261008 | $2.40 | $1.32 | 24.5% | 16% |
| 20261007 | $2.53 | $1.45 | 25.4% | 22% |
| 20261006 | $2.53 | $1.45 | 25.9% | 24% |
| 20261005 | $2.67 | $1.58 | 25.9% | 25% |
| 20261002 | $1.58 | $1.58 | 25.6% | 23% |
| 20261001 | $1.65 | $1.65 | 25.4% | 22% |
| 20260930 | $1.73 | $1.73 | 25.7% | 23% |
| 20260929 | $1.77 | $1.77 | 25.1% | 19% |
| 20260928 | $1.77 | $1.77 | 25.4% | 21% |
| 20260925 | $1.70 | $1.70 | 25.3% | 21% |
| 20260924 | $2.08 | $2.08 | 25.6% | 23% |
| 20260923 | $1.83 | $1.83 | 26.8% | 30% |
| 20260922 | $2.05 | $2.05 | 26.8% | 30% |
| 20260921 | $1.93 | $1.93 | 26.7% | 29% |
| 20260918 | $2.02 | $3.12 | 24.6% | 16% |
| 20260917 | $2.12 | $1.23 | 25.3% | 21% |
| 20260916 | $2.08 | $1.20 | 23.9% | 11% |
| 20260915 | $2.25 | $1.42 | 26.5% | 26% |
| 20260914 | $2.30 | $1.50 | 25.9% | 23% |
| 20260911 | $2.30 | $1.45 | 24.0% | 12% |
| 20260910 | $2.20 | $1.45 | 23.2% | 8% |
| 20260909 | $2.30 | $1.43 | 23.5% | 9% |
| 20260908 | $2.28 | $1.48 | 23.0% | 6% |
| 20260904 | $2.10 | $1.43 | 21.9% | 0% |
| 20260903 | $2.30 | $1.57 | 22.4% | 0% |
| 20260902 | $1.60 | $1.60 | 22.7% | 0% |
| 20260901 | $1.55 | $1.55 | 22.8% | 0% |
| 20260831 | $1.68 | $1.68 | 23.3% | 0% |
| 20260828 | $1.83 | $1.83 | 24.0% | 3% |
| 20260827 | $1.77 | $1.77 | 23.9% | 3% |
| 20260826 | $2.03 | $2.03 | 24.9% | 9% |
| 20260825 | $1.93 | $1.93 | 24.9% | 9% |
| 20260824 | $2.00 | $2.00 | 27.1% | 23% |
| 20260821 | $2.15 | $3.17 | 24.7% | 7% |
| 20260820 | $2.15 | $1.15 | 23.5% | 0% |
| 20260819 | $2.23 | $1.50 | 25.3% | 0% |
| 20260818 | $2.30 | $1.45 | 26.8% | 11% |
| 20260817 | $2.30 | $1.50 | 25.2% | 0% |
| 20260814 | $2.53 | $1.68 | 29.4% | 28% |
| 20260813 | $2.77 | $1.80 | 30.5% | 36% |
| 20260812 | $2.65 | $1.75 | 29.9% | 31% |
| 20260811 | $2.65 | $1.90 | 29.5% | 29% |
| 20260810 | $2.90 | $2.05 | 30.2% | 34% |
| 20260807 | — | — | 30.6% | 36% |
| 20260806 | $3.22 | $2.25 | 32.8% | 51% |
| 20260805 | $2.33 | $2.33 | 35.1% | 67% |
| 20260804 | $2.27 | $2.27 | 35.8% | 72% |
| 20260803 | $2.38 | $2.38 | 31.7% | 43% |
| 20260731 | $2.45 | $2.45 | 31.3% | 40% |
| 20260730 | $2.62 | $2.62 | 32.3% | 48% |
More on HEEM
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.