iShares MSCI Emerging Markets ETF (EEM · ETF)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 21:50 UTC · Figures derived from the full chain (1,966 contracts, 23 expirations) · IV own-history percentile appears after 60 recorded days (4 so far)
Expected move — Sep 18, 2026 (15 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 ±3.1% (range 65.47–69.70) by Sep 18, 2026. ATM straddle: 2.12 @ strike 67.5 · ATM IV: 19.3%.
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) |
|---|---|---|---|
| 60.83 | -10% | 99.6% | 0.4% |
| 64.21 | -5% | 90.2% | 9.8% |
| 67.59 | +0% | 49.2% | 50.8% |
| 70.97 | +5% | 10.2% | 89.8% |
| 74.35 | +10% | 0.7% | 99.3% |
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 04, 2026 | 1 | ±0.8% | 18.1% | 21.9K |
| Sep 09, 2026 | 6 | ±1.6% | 14.5% | 370 |
| Sep 11, 2026 | 8 | ±2.0% | 17.2% | 14.1K |
| Sep 14, 2026 | 11 | ±2.2% | 15.5% | 69 |
| Sep 16, 2026 | 13 | ±2.6% | 16.9% | 51 |
| Sep 18, 2026 | 15 | ±3.1% | 19.3% | 1.59M |
| Sep 25, 2026 | 22 | ±3.8% | 19.1% | 9,074 |
| Sep 30, 2026 | 27 | ±4.1% | 18.7% | 54.6K |
| Oct 02, 2026 | 29 | ±4.4% | 19.5% | 4,451 |
| Oct 09, 2026 | 36 | ±5.0% | 19.7% | 726 |
| Oct 16, 2026 | 43 | ±5.5% | 19.9% | 462.0K |
| Oct 23, 2026 | 50 | ±6.1% | 20.4% | 0 |
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 · 145.7K58 P · 129.1K65 C · 99.8K70 C · 84.4K50 P · 83.0K
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 4 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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