KEMX · Expected Move
KraneShares MSCI Emerging Markets Ex China Index ETF · ETF
The expected move for KEMX 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).
KEMX 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 KEMX Expected Move
30-Day Straddle
$3.85
7-Day Straddle
$3.85
30-Day ATM IV
34.6%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to KEMX'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.
KEMX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.85 | $3.85 | 34.6% | 11% |
| 20261021 | $3.85 | $3.85 | 38.9% | 47% |
| 20261020 | $3.80 | $3.80 | 36.8% | 30% |
| 20261019 | $3.95 | $3.95 | 36.3% | 26% |
| 20261016 | $3.95 | $5.00 | 33.7% | 4% |
| 20261015 | $3.95 | $2.83 | 34.6% | 12% |
| 20261014 | $4.05 | $2.83 | 33.9% | 5% |
| 20261013 | $4.05 | $3.00 | 33.2% | 0% |
| 20261012 | $4.10 | $3.03 | 33.4% | 0% |
| 20261009 | $4.30 | $3.12 | 38.7% | 47% |
| 20261008 | $4.25 | $3.00 | 41.2% | 68% |
| 20261007 | $4.35 | $3.15 | 36.3% | 30% |
| 20261006 | $4.40 | $3.15 | 38.1% | 44% |
| 20261005 | $4.50 | $3.30 | 37.7% | 41% |
| 20261002 | $3.30 | $3.30 | 37.5% | 40% |
| 20261001 | $3.40 | $3.40 | 36.2% | 30% |
| 20260930 | $3.60 | $3.60 | 37.1% | 36% |
| 20260929 | $3.50 | $3.50 | 36.1% | 29% |
| 20260928 | $3.50 | $3.50 | 36.3% | 30% |
| 20260925 | $3.50 | $3.50 | 35.9% | 28% |
| 20260924 | $3.70 | $3.70 | 36.3% | 31% |
| 20260923 | $3.50 | $3.50 | 36.1% | 29% |
| 20260922 | $3.65 | $3.65 | 34.8% | 19% |
| 20260921 | $3.80 | $3.80 | 34.7% | 18% |
| 20260918 | $3.80 | $3.98 | 35.7% | 29% |
| 20260917 | $3.95 | $2.92 | 35.8% | 38% |
| 20260916 | $4.00 | $2.98 | 42.5% | 82% |
| 20260915 | $4.00 | $3.15 | 39.7% | 63% |
| 20260914 | $3.95 | $3.05 | 36.9% | 45% |
| 20260911 | $4.05 | $3.15 | 35.5% | 35% |
| 20260910 | $4.25 | $3.25 | 36.4% | 41% |
| 20260909 | $4.40 | $3.25 | 35.7% | 37% |
| 20260908 | $4.40 | $3.30 | 35.6% | 36% |
| 20260904 | $4.05 | $3.30 | 37.2% | 47% |
| 20260903 | $4.10 | $3.28 | 37.7% | 50% |
| 20260902 | $3.40 | $3.40 | 38.8% | 57% |
| 20260901 | $3.35 | $3.35 | 39.6% | 63% |
| 20260831 | $3.50 | $3.50 | 40.4% | 68% |
| 20260828 | $3.40 | $3.40 | 40.4% | 68% |
| 20260827 | $3.55 | $3.55 | 39.6% | 62% |
| 20260826 | $3.70 | $3.70 | 40.5% | 68% |
| 20260825 | $3.80 | $3.80 | 40.3% | 67% |
| 20260824 | $3.80 | $3.80 | 42.3% | 80% |
| 20260821 | $3.80 | $3.83 | 40.8% | 70% |
| 20260820 | $3.70 | $2.67 | 42.1% | 79% |
| 20260819 | $4.45 | $3.50 | 41.6% | 76% |
| 20260818 | $4.55 | $3.55 | 40.1% | 66% |
| 20260817 | $4.55 | $3.50 | 38.0% | 26% |
| 20260814 | $4.55 | $3.55 | 37.1% | 23% |
| 20260813 | $4.75 | $3.75 | 37.1% | 23% |
| 20260812 | $4.90 | $3.80 | 38.6% | 28% |
| 20260811 | $3.75 | $2.78 | 35.2% | 17% |
| 20260810 | $4.15 | $2.90 | 36.2% | 20% |
| 20260807 | — | — | 36.3% | 20% |
| 20260806 | $4.50 | $3.25 | 38.0% | 26% |
| 20260805 | $3.30 | $3.30 | 37.8% | 25% |
| 20260804 | $3.45 | $3.45 | 37.1% | 23% |
| 20260803 | $3.35 | $3.35 | 39.5% | 30% |
| 20260731 | $3.70 | $3.70 | 38.9% | 29% |
| 20260730 | $3.65 | $3.65 | 40.8% | 35% |
More on KEMX
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.