JPEM · Expected Move
JPMorgan Diversified Return Emerging Markets Equity ETF · ETF
The expected move for JPEM 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).
JPEM 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 JPEM Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
17.5%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to JPEM'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.
JPEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.00 | $0.00 | 17.5% | 0% |
| 20261021 | $1.27 | $1.27 | 24.9% | 10% |
| 20261020 | $2.60 | $2.60 | 24.8% | 9% |
| 20261019 | $1.30 | $1.30 | 23.4% | 7% |
| 20261016 | $2.70 | $3.50 | 23.2% | 6% |
| 20261015 | $2.75 | $2.00 | 23.0% | 6% |
| 20261014 | $2.77 | $1.98 | 22.7% | 5% |
| 20261013 | $2.77 | $2.15 | 22.3% | 4% |
| 20261012 | $2.88 | $2.17 | 22.1% | 4% |
| 20261009 | $2.95 | $2.20 | 25.8% | 11% |
| 20261008 | $2.83 | $2.10 | 23.8% | 7% |
| 20261007 | $2.95 | $2.17 | 25.1% | 10% |
| 20261006 | $2.92 | $2.23 | 26.4% | 12% |
| 20261005 | $3.10 | $2.27 | 26.1% | 12% |
| 20261002 | $2.22 | $2.22 | 21.7% | 3% |
| 20261001 | $2.25 | $2.25 | 20.2% | 0% |
| 20260930 | $2.42 | $2.42 | 23.4% | 5% |
| 20260929 | $2.40 | $2.40 | 21.0% | 0% |
| 20260928 | $2.35 | $2.35 | 28.7% | 15% |
| 20260925 | $2.48 | $2.48 | 21.3% | 0% |
| 20260924 | $2.52 | $2.52 | 30.6% | 19% |
| 20260923 | $2.80 | $2.80 | 30.8% | 19% |
| 20260922 | $2.90 | $2.90 | 24.7% | 6% |
| 20260921 | $3.28 | $3.28 | 25.2% | 7% |
| 20260918 | $3.35 | $3.77 | 26.6% | 10% |
| 20260917 | $3.35 | $2.48 | 25.7% | 9% |
| 20260916 | $3.25 | $2.50 | 24.7% | 7% |
| 20260915 | $3.45 | $2.62 | 26.2% | 10% |
| 20260914 | $3.35 | $2.60 | 25.7% | 9% |
| 20260911 | $3.60 | $2.65 | 25.9% | 9% |
| 20260910 | $3.70 | $2.75 | 25.9% | 9% |
| 20260909 | $3.50 | $2.75 | 25.0% | 7% |
| 20260908 | $3.60 | $2.83 | 25.0% | 7% |
| 20260904 | $3.60 | $2.77 | 26.0% | 9% |
| 20260903 | $3.75 | $2.83 | 24.7% | 7% |
| 20260902 | $2.83 | $2.83 | 23.1% | 3% |
| 20260901 | $2.83 | $2.83 | 23.0% | 3% |
| 20260831 | $2.98 | $2.98 | 23.1% | 3% |
| 20260828 | $2.98 | $2.98 | 23.4% | 4% |
| 20260827 | $2.98 | $2.98 | 24.2% | 6% |
| 20260826 | $3.10 | $3.10 | 24.2% | 5% |
| 20260825 | $3.08 | $3.08 | 24.6% | 6% |
| 20260824 | $3.20 | $3.20 | 23.1% | 3% |
| 20260821 | $3.30 | $3.67 | 23.3% | 4% |
| 20260820 | $3.25 | $2.67 | 24.6% | 6% |
| 20260819 | $3.80 | $3.15 | 24.3% | 6% |
| 20260818 | $3.70 | $2.98 | 26.2% | 10% |
| 20260817 | $3.60 | $2.95 | 25.6% | 8% |
| 20260814 | $3.65 | $3.03 | 26.2% | 10% |
| 20260813 | $3.85 | $3.20 | 26.0% | 9% |
| 20260812 | $3.75 | $3.05 | 25.9% | 9% |
| 20260811 | $2.60 | $2.03 | 25.9% | 9% |
| 20260810 | $2.88 | $2.17 | 28.1% | 14% |
| 20260807 | — | — | 30.9% | 19% |
| 20260806 | $3.15 | $2.42 | 27.8% | 13% |
| 20260805 | $2.55 | $2.55 | 27.6% | 13% |
| 20260804 | $2.48 | $2.48 | 28.4% | 14% |
| 20260803 | $2.55 | $2.55 | 26.2% | 10% |
| 20260731 | $2.52 | $2.52 | 25.0% | 7% |
| 20260730 | $2.58 | $2.58 | 24.8% | 7% |
More on JPEM
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.