LDEM · Expected Move
iShares ESG MSCI EM Leaders ETF · ETF
The expected move for LDEM 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).
LDEM 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 LDEM Expected Move
30-Day Straddle
$2.73
7-Day Straddle
$1.80
30-Day ATM IV
20.7%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to LDEM'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.
LDEM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.73 | $1.80 | 20.7% | 5% |
| 20261008 | $2.78 | $2.45 | 21.8% | 11% |
| 20261007 | $2.83 | $1.90 | 20.9% | 6% |
| 20261006 | $2.92 | $1.95 | 23.4% | 18% |
| 20261005 | $2.98 | $1.95 | 21.2% | 8% |
| 20261002 | $2.00 | $2.00 | 20.5% | 5% |
| 20261001 | $2.23 | $2.23 | 21.0% | 7% |
| 20260930 | $2.22 | $2.22 | 21.7% | 10% |
| 20260929 | $2.22 | $2.22 | 20.4% | 4% |
| 20260928 | $2.20 | $2.20 | 20.5% | 5% |
| 20260925 | $2.27 | $2.27 | 20.5% | 5% |
| 20260924 | $2.33 | $2.33 | 19.9% | 2% |
| 20260923 | $2.42 | $2.42 | 20.4% | 4% |
| 20260922 | $2.33 | $2.33 | 19.8% | 1% |
| 20260921 | $2.38 | $2.38 | 20.3% | 4% |
| 20260918 | $2.45 | $3.28 | 20.1% | 3% |
| 20260917 | $2.55 | $1.57 | 20.4% | 4% |
| 20260916 | $2.67 | $1.75 | 19.5% | 0% |
| 20260915 | $2.55 | $1.82 | 20.2% | 2% |
| 20260914 | $2.58 | $1.85 | 19.8% | 0% |
| 20260911 | $2.62 | $1.85 | 26.9% | 33% |
| 20260910 | $2.73 | $1.95 | 22.4% | 11% |
| 20260909 | $2.77 | $1.98 | 20.0% | 0% |
| 20260908 | $2.92 | $2.05 | 21.0% | 2% |
| 20260904 | $2.70 | $2.03 | 25.3% | 24% |
| 20260903 | $2.70 | $2.00 | 24.0% | 17% |
| 20260902 | $2.10 | $2.10 | 23.1% | 13% |
| 20260901 | $2.15 | $2.15 | 28.3% | 39% |
| 20260831 | $2.10 | $2.10 | 21.6% | 5% |
| 20260828 | $2.20 | $2.20 | 21.7% | 6% |
| 20260827 | $2.28 | $2.28 | 22.2% | 8% |
| 20260826 | $2.35 | $2.35 | 22.0% | 7% |
| 20260825 | $2.40 | $2.40 | 22.3% | 9% |
| 20260824 | $2.40 | $2.40 | 25.3% | 24% |
| 20260821 | $2.62 | $3.33 | 20.6% | 0% |
| 20260820 | $2.52 | $1.57 | 20.5% | 0% |
| 20260819 | $2.90 | $2.00 | 25.8% | 16% |
| 20260818 | $3.12 | $2.22 | 27.6% | 26% |
| 20260817 | $3.20 | $2.30 | 23.0% | 0% |
| 20260814 | $3.15 | $2.30 | 24.6% | 5% |
| 20260813 | $3.35 | $2.42 | 24.5% | 5% |
| 20260812 | $3.40 | $2.53 | 30.3% | 39% |
| 20260811 | $4.17 | $5.03 | 28.4% | 28% |
| 20260810 | $4.22 | $2.45 | 27.6% | 23% |
| 20260807 | — | — | 27.8% | 24% |
| 20260806 | $5.10 | $3.15 | 31.3% | 44% |
| 20260805 | $3.05 | $3.05 | 29.6% | 35% |
| 20260804 | $3.42 | $3.42 | 31.6% | 46% |
| 20260803 | $3.35 | $3.35 | 31.2% | 44% |
| 20260731 | $3.60 | $3.60 | 31.5% | 46% |
| 20260730 | $3.67 | $3.67 | 31.2% | 44% |
| 20260729 | $3.75 | $3.75 | 32.6% | 52% |
| 20260728 | $3.95 | $3.95 | 32.9% | 54% |
| 20260727 | $4.00 | $4.00 | 32.5% | 52% |
| 20260724 | $5.65 | $5.65 | 40.7% | 100% |
| 20260723 | $4.53 | $4.53 | 34.3% | 63% |
| 20260722 | $4.65 | $4.65 | 34.0% | 61% |
| 20260721 | $4.70 | $4.70 | 36.0% | 73% |
| 20260720 | $4.80 | $4.80 | 34.7% | 66% |
| 20260716 | $5.17 | $1.85 | 34.9% | 67% |
More on LDEM
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.