IEMG · Expected Move
iShares Core MSCI Emerging Markets ETF · ETF
The expected move for IEMG 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).
IEMG 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 IEMG Expected Move
30-Day Straddle
$4.22
7-Day Straddle
$4.22
30-Day ATM IV
24.6%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to IEMG'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.
IEMG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.22 | $4.22 | 24.6% | 24% |
| 20261021 | $4.18 | $4.18 | 23.6% | 18% |
| 20261020 | $4.12 | $4.12 | 22.2% | 10% |
| 20261019 | $4.53 | $4.53 | 24.5% | 19% |
| 20261016 | $4.55 | $1.70 | 24.1% | 17% |
| 20261015 | $4.50 | $0.93 | 23.2% | 13% |
| 20261014 | $4.68 | $1.17 | 24.2% | 18% |
| 20261013 | $4.58 | $1.45 | 21.6% | 6% |
| 20261012 | $4.65 | $1.55 | 22.1% | 8% |
| 20261009 | $4.78 | $1.83 | 21.3% | 4% |
| 20261008 | $4.85 | $2.08 | 21.6% | 6% |
| 20261007 | $4.90 | $2.05 | 21.5% | 5% |
| 20261006 | $5.65 | $2.02 | 23.5% | 14% |
| 20261005 | $5.33 | $2.52 | 22.4% | 9% |
| 20261002 | $3.17 | $3.17 | 24.1% | 17% |
| 20261001 | $3.25 | $3.25 | 23.8% | 16% |
| 20260930 | $3.10 | $3.10 | 23.0% | 12% |
| 20260929 | $3.38 | $3.38 | 23.9% | 16% |
| 20260928 | $3.90 | $3.90 | 24.2% | 17% |
| 20260925 | $3.45 | $3.45 | 21.9% | 7% |
| 20260924 | $3.77 | $3.77 | 23.0% | 12% |
| 20260923 | $3.15 | $3.15 | 22.4% | 10% |
| 20260922 | $3.90 | $3.90 | 22.6% | 10% |
| 20260921 | $3.83 | $3.83 | 21.9% | 7% |
| 20260918 | $4.00 | $3.85 | 22.2% | 8% |
| 20260917 | $4.28 | $1.90 | 22.5% | 10% |
| 20260916 | $4.53 | $1.95 | 24.3% | 18% |
| 20260915 | $4.38 | $1.60 | 23.4% | 14% |
| 20260914 | $4.58 | $1.95 | 23.7% | 15% |
| 20260911 | $4.50 | $2.77 | 22.3% | 9% |
| 20260910 | $4.57 | $2.90 | 22.4% | 10% |
| 20260909 | $4.55 | $2.15 | 21.9% | 7% |
| 20260908 | $4.45 | $2.25 | 20.8% | 2% |
| 20260904 | $4.35 | $3.12 | 20.3% | 0% |
| 20260903 | $5.05 | $3.33 | 21.3% | 5% |
| 20260902 | $3.30 | $3.30 | 22.8% | 11% |
| 20260901 | $3.30 | $3.30 | 21.5% | 5% |
| 20260831 | $3.62 | $3.62 | 20.3% | 0% |
| 20260828 | $3.80 | $3.80 | 23.7% | 6% |
| 20260827 | $4.28 | $4.28 | 22.6% | 0% |
| 20260826 | $4.25 | $4.25 | 23.0% | 6% |
| 20260825 | $4.33 | $4.33 | 25.0% | 15% |
| 20260824 | $3.98 | $3.98 | 23.7% | 9% |
| 20260821 | $5.17 | $0.45 | 25.0% | 15% |
| 20260820 | $4.55 | $1.23 | 24.8% | 15% |
| 20260819 | $4.60 | $1.52 | 24.5% | 13% |
| 20260818 | $4.50 | $1.88 | 25.1% | 16% |
| 20260817 | $4.95 | $2.50 | 23.2% | 7% |
| 20260814 | $5.10 | $2.25 | 24.3% | 12% |
| 20260813 | $5.28 | $2.52 | 24.9% | 15% |
| 20260812 | $5.38 | $2.38 | 24.9% | 15% |
| 20260811 | $5.32 | $2.95 | 26.2% | 21% |
| 20260810 | $5.70 | $3.30 | 27.5% | 28% |
| 20260807 | — | — | 28.4% | 32% |
| 20260806 | $6.60 | $3.83 | 30.0% | 40% |
| 20260805 | $4.35 | $4.35 | 32.3% | 51% |
| 20260804 | $4.55 | $4.55 | 31.1% | 45% |
| 20260803 | $4.50 | $4.50 | 30.8% | 43% |
| 20260731 | $4.78 | $4.78 | 31.3% | 46% |
| 20260730 | $4.72 | $4.72 | 31.0% | 44% |
More on IEMG
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.