LEMB · Expected Move
iShares J.P. Morgan EM Local Currency Bond ETF · ETF
The expected move for LEMB 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).
LEMB 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 LEMB Expected Move
30-Day Straddle
$3.65
7-Day Straddle
$3.65
30-Day ATM IV
21.8%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to LEMB'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.
LEMB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $3.65 | $3.65 | 21.8% | 50% |
| 20261020 | $2.30 | $2.30 | 21.4% | 49% |
| 20261019 | $4.90 | $4.90 | 20.5% | 45% |
| 20261016 | $2.33 | $2.08 | 23.3% | 56% |
| 20261015 | $3.83 | $4.90 | 16.4% | 30% |
| 20261014 | $4.90 | $1.95 | 20.1% | 44% |
| 20261013 | $2.40 | $2.05 | 19.9% | 43% |
| 20261012 | $3.80 | $3.58 | 18.5% | 38% |
| 20261009 | $2.45 | $3.35 | 21.7% | 50% |
| 20261008 | $3.58 | $3.55 | 17.4% | 34% |
| 20261007 | $2.48 | $2.93 | 17.0% | 32% |
| 20261006 | $3.90 | $3.62 | 20.4% | 45% |
| 20261005 | $4.90 | $3.40 | 21.3% | 48% |
| 20261002 | $4.90 | $4.90 | 18.9% | 39% |
| 20261001 | $2.05 | $2.05 | 20.9% | 47% |
| 20260930 | $3.62 | $3.62 | 24.3% | 59% |
| 20260929 | $2.12 | $2.12 | 27.5% | 71% |
| 20260928 | $2.08 | $2.08 | 24.4% | 60% |
| 20260925 | $2.23 | $2.23 | 24.9% | 61% |
| 20260924 | $3.62 | $3.62 | 35.4% | 100% |
| 20260923 | $2.10 | $2.10 | 33.8% | 100% |
| 20260922 | $2.15 | $2.15 | 22.8% | 80% |
| 20260921 | $2.48 | $2.48 | 22.4% | 78% |
| 20260918 | $2.50 | $2.40 | 26.4% | 100% |
| 20260917 | $2.50 | $2.33 | 25.8% | 100% |
| 20260916 | $2.52 | $2.38 | 24.9% | 97% |
| 20260915 | $2.55 | $2.40 | 25.0% | 97% |
| 20260914 | $2.58 | $1.52 | 25.4% | 100% |
| 20260911 | $2.62 | $2.38 | 22.8% | 100% |
| 20260910 | $2.65 | $2.38 | 22.8% | 100% |
| 20260909 | $2.65 | $2.38 | 21.1% | 89% |
| 20260908 | $2.73 | $2.45 | 20.8% | 87% |
| 20260904 | $2.83 | $2.45 | 20.3% | 84% |
| 20260903 | $2.80 | $2.42 | 21.5% | 92% |
| 20260902 | $2.42 | $2.42 | 22.2% | 96% |
| 20260901 | $1.90 | $1.90 | 22.1% | 96% |
| 20260831 | $2.17 | $2.17 | 21.2% | 90% |
| 20260828 | $2.15 | $2.15 | 19.8% | 80% |
| 20260827 | $2.15 | $2.15 | 18.5% | 60% |
| 20260826 | $2.52 | $2.52 | 18.2% | 39% |
| 20260825 | $2.15 | $2.15 | 17.4% | 36% |
| 20260824 | $2.60 | $2.60 | 17.0% | 34% |
| 20260821 | $2.62 | $2.45 | 15.6% | 29% |
| 20260820 | $2.65 | $2.50 | 14.9% | 26% |
| 20260819 | $2.67 | $2.50 | 13.8% | 22% |
| 20260818 | $3.70 | $2.42 | 14.6% | 25% |
| 20260817 | $1.35 | $2.40 | 14.2% | 23% |
| 20260814 | $2.27 | $2.42 | 21.0% | 50% |
| 20260813 | $2.45 | $2.45 | 20.7% | 49% |
| 20260812 | $2.27 | $2.33 | 18.7% | 41% |
| 20260811 | $1.88 | $1.67 | 19.9% | 45% |
| 20260810 | $2.05 | $1.75 | 19.7% | 45% |
| 20260807 | — | — | 18.5% | 40% |
| 20260806 | $3.45 | $3.27 | 18.2% | 39% |
| 20260805 | $1.83 | $1.83 | 18.0% | 38% |
| 20260804 | $1.82 | $1.82 | 12.7% | 17% |
| 20260803 | $1.85 | $1.85 | 11.6% | 13% |
| 20260731 | $1.93 | $1.93 | 8.6% | 2% |
| 20260730 | $1.90 | $1.90 | 10.4% | 9% |
| 20260729 | $1.93 | $1.93 | 8.2% | 0% |
More on LEMB
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.