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EEM options: IV rank, expected move and trade screens

ETFETF

As of the close on . In the app, data is refreshed intraday.

EEM closed at $67.20 on Sep 28, 2026 with 30-day implied volatility of 23.4%. That is in the lower half of its one-year range (IV rank 36), so premiums are on the modest side for EEM. Measured by IV percentile, IV is higher than 50% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $4.69, or 7.0%.

The price is above both its 50-day (+1.7%) and 200-day (+7.3%) moving averages. It is 5.6% below its 52-week high and 29.4% above its 52-week low. The 14-day RSI of 50.3 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.10, about 1.6% of the price, a measure of a typical day's range.

Option volume at the close (14.8K contracts) was 0.2x its average, much quieter than usual. A beta of 1.49 means EEM has tended to move about 1.5 times as much as the broad market. 3 of our preset screens found trades on EEM at the close, led by Long Call Butterflies for Pinning with 30 trades.

EEM stats at the close

Price
$67.20
Implied volatility
23.4%
30-day, at the money
IV rank
36
IV sits 36% of the way from its one-year low to its one-year high.
IV percentile
50
IV is higher than 50% of the past year's readings.
ATR (14-day)
$1.10
1.6% of the price on a typical day
RSI (14-day)
50.3
Between 30 and 70, neutral
52-week range
-5.6% from high
+29.4% from the 52-week low
Moving averages
+1.7% vs 50-day
+7.3% vs the 200-day
Beta
1.49
Sensitivity to the broad market
Option volume
0.2x avg
14.8K contracts vs 88.3K average

EEM expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Sep 30, 20262 days24.1%±$1.20 (1.8%)$66.00 to $68.40$0.97
Oct 30, 202632 days23.6%±$4.69 (7.0%)$62.51 to $71.89$3.75
Nov 20, 202653 days24.8%±$6.36 (9.5%)$60.84 to $73.56$5.07
Dec 31, 202694 days23.3%±$7.93 (11.8%)$59.27 to $75.13$6.33

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for EEM from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

EEM options FAQ

What is EEM's IV rank?
At the close on Sep 28, 2026, EEM's IV rank was 36 with 30-day implied volatility of 23.4%. IV sits 36% of the way from its one-year low to its one-year high. Its IV percentile was 50: IV is higher than 50% of the past year's readings.
What is the expected move for EEM?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $4.69 (7.0%), a range of $62.51 to $71.89. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on EEM?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on EEM: Long Call Butterflies for Pinning (30), Married Put Protection (22), Iron Condor, 2-ATR Profit Zone (5). Open a screen in the app to see the individual trades, refreshed intraday.
Is EEM option volume above average?
On Sep 28, 2026, EEM option volume was 0.2x its average, much quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.