HYEM · Expected Move
VanEck Emerging Markets High Yield Bond ETF · ETF
The expected move for HYEM 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).
HYEM 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 HYEM Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
30-Day ATM IV
20.8%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to HYEM'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.
HYEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.00 | $5.00 | 20.8% | 9% |
| 20261021 | $1.40 | $1.40 | 19.0% | 6% |
| 20261020 | $1.43 | $1.43 | 18.6% | 5% |
| 20261019 | $1.43 | $1.43 | 20.2% | 8% |
| 20261016 | $5.00 | $3.27 | 16.0% | 0% |
| 20261015 | $5.00 | $5.00 | 24.1% | 5% |
| 20261014 | $3.33 | $5.00 | 26.4% | 10% |
| 20261013 | $1.50 | $1.38 | 22.1% | 1% |
| 20261012 | $1.52 | $1.35 | 22.7% | 2% |
| 20261009 | $1.58 | $1.38 | 28.0% | 13% |
| 20261008 | $1.55 | $1.33 | 29.5% | 16% |
| 20261007 | $5.00 | $5.00 | 29.5% | 16% |
| 20261006 | $5.00 | $3.05 | 30.1% | 17% |
| 20261005 | $1.55 | $1.32 | 31.0% | 19% |
| 20261002 | $1.32 | $1.32 | 39.3% | 36% |
| 20261001 | $1.30 | $1.30 | 40.5% | 39% |
| 20260930 | $1.38 | $1.38 | 28.8% | 15% |
| 20260929 | $1.40 | $1.40 | 28.1% | 13% |
| 20260928 | $2.52 | $2.52 | 29.2% | 16% |
| 20260925 | $0.33 | $0.33 | 28.4% | 14% |
| 20260924 | $3.35 | $3.35 | 28.2% | 14% |
| 20260923 | $0.85 | $0.85 | 29.0% | 15% |
| 20260922 | $0.83 | $0.83 | 26.1% | 9% |
| 20260921 | $0.80 | $0.80 | 25.6% | 8% |
| 20260918 | $1.48 | $3.27 | 31.8% | 21% |
| 20260917 | $1.45 | $0.83 | 31.0% | 19% |
| 20260916 | $1.50 | $0.80 | 29.4% | 16% |
| 20260915 | $1.50 | $3.27 | 29.0% | 15% |
| 20260914 | $1.50 | $1.35 | 28.0% | 13% |
| 20260911 | $1.52 | $0.75 | 27.8% | 13% |
| 20260910 | $1.52 | $1.35 | 27.0% | 11% |
| 20260909 | $1.52 | $1.33 | 24.3% | 5% |
| 20260908 | $1.52 | $1.33 | 22.3% | 1% |
| 20260904 | $1.55 | $1.35 | 26.1% | 9% |
| 20260903 | $1.55 | $1.33 | 25.9% | 9% |
| 20260902 | $1.35 | $1.35 | 24.0% | 5% |
| 20260901 | $1.35 | $1.35 | 31.7% | 21% |
| 20260831 | $1.40 | $1.40 | 25.8% | 8% |
| 20260828 | $1.40 | $1.40 | 26.2% | 9% |
| 20260827 | $1.35 | $1.35 | 24.2% | 5% |
| 20260826 | $1.38 | $1.38 | 27.8% | 13% |
| 20260825 | $1.38 | $1.38 | 29.3% | 16% |
| 20260824 | $1.40 | $1.40 | 26.5% | 10% |
| 20260821 | $1.40 | $5.00 | 25.1% | 7% |
| 20260820 | $1.40 | $1.25 | 25.5% | 8% |
| 20260819 | $1.35 | $1.20 | 23.6% | 4% |
| 20260818 | $1.38 | $1.23 | 24.4% | 6% |
| 20260817 | $1.30 | $1.15 | 25.9% | 9% |
| 20260814 | $1.33 | $1.18 | 37.9% | 34% |
| 20260813 | $1.30 | $1.15 | 37.9% | 34% |
| 20260812 | $1.38 | $1.20 | 40.0% | 38% |
| 20260811 | $1.33 | $1.17 | 65.1% | 90% |
| 20260810 | $1.42 | $1.17 | 27.1% | 11% |
| 20260806 | $1.48 | $1.20 | 25.7% | 8% |
| 20260805 | $1.23 | $1.23 | 25.9% | 9% |
| 20260804 | $1.25 | $1.25 | 31.1% | 19% |
| 20260803 | $1.23 | $1.23 | 24.2% | 5% |
| 20260731 | $1.33 | $1.33 | 29.2% | 16% |
| 20260730 | $1.33 | $1.33 | 28.6% | 14% |
| 20260729 | $1.32 | $1.32 | 27.5% | 12% |
More on HYEM
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.