iShares MSCI Emerging Markets ETF (EEM · ETF)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of Sep 02, 21:50 UTC · Figures derived from the full chain (1,978 contracts, 23 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (16 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±3.3% (range 64.81–69.27) by Sep 18, 2026. ATM straddle: 2.23 @ strike 67 · ATM IV: 19.8%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 60.34 | -10% | 99.4% | 0.6% |
| 63.69 | -5% | 88.9% | 11.1% |
| 67.04 | +0% | 49.2% | 50.8% |
| 70.39 | +5% | 11.5% | 88.5% |
| 73.74 | +10% | 1.0% | 99.0% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 02, 2026 | 0 | ±0.3% | 45.5% | 371 |
| Sep 04, 2026 | 2 | ±1.2% | 19.6% | 23.3K |
| Sep 09, 2026 | 7 | ±1.8% | 16.0% | 355 |
| Sep 11, 2026 | 9 | ±2.3% | 18.3% | 10.6K |
| Sep 14, 2026 | 12 | ±2.5% | 17.0% | 69 |
| Sep 16, 2026 | 14 | ±2.9% | 18.2% | 48 |
| Sep 18, 2026 | 16 | ±3.3% | 19.8% | 1.61M |
| Sep 25, 2026 | 23 | ±4.0% | 19.7% | 9,077 |
| Sep 30, 2026 | 28 | ±4.4% | 19.8% | 57.1K |
| Oct 02, 2026 | 30 | ±4.7% | 20.3% | 4,461 |
| Oct 09, 2026 | 37 | ±5.3% | 20.6% | 690 |
| Oct 16, 2026 | 44 | ±5.7% | 20.5% | 460.3K |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 57 P · 148.9K58 P · 129.1K65 C · 101.0K66 C · 90.3K70 C · 84.2K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Of 1 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 100.0% of the time.
About iShares MSCI Emerging Markets ETF
This exchange-traded fund, the iShares MSCI Emerging Markets ETF, endeavors to replicate the performance of an index that includes large and medium-sized company stocks within emerging markets.
ETF · Asset Management - Global · AMEX · Profile: Financial Modeling Prep
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