iShares MSCI Emerging Markets ETF (EEM · ETF)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 09:36 UTC · Figures derived from the full chain (1,736 contracts, 18 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 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 ±6.1% (range 59.02–66.67) by Nov 20, 2026. ATM straddle: 3.83 @ strike 63 · ATM IV: 24.4%.
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) |
|---|---|---|---|
| 56.57 | -10% | 92.2% | 7.8% |
| 59.71 | -5% | 74.9% | 25.1% |
| 62.85 | +0% | 48.6% | 51.4% |
| 65.99 | +5% | 23.9% | 76.1% |
| 69.14 | +10% | 8.8% | 91.2% |
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: Nov 20, 2026 · lognormal model with 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. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±2.7% | 24.1% | 19.7K |
| Oct 30, 2026 | 11 | ±4.0% | 25.0% | 68.9K |
| Nov 06, 2026 | 18 | ±4.6% | 23.8% | 6,006 |
| Nov 13, 2026 | 25 | ±5.4% | 24.2% | 1,951 |
| Nov 20, 2026 | 32 | ±6.1% | 24.4% | 388.9K |
| Nov 27, 2026 | 39 | ±6.5% | 23.7% | 543 |
| Dec 18, 2026 | 60 | ±8.3% | 24.6% | 1.61M |
| Dec 31, 2026 | 73 | ±10.3% | 28.0% | 53.3K |
| Jan 15, 2027 | 88 | ±9.7% | 24.3% | 596.2K |
| Mar 19, 2027 | 151 | ±12.5% | 24.2% | 386.0K |
| Mar 31, 2027 | 163 | ±14.5% | 27.1% | 4,709 |
Open interest by strike · Nov 20
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): 70 C · 95.9K65 P · 94.9K45 P · 86.6K50 P · 85.0K80 C · 84.5K
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
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 196 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 73.0% 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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