EMB implied volatility

From the closing options book · October 20, 2026 · updated after every close

EMB's at-the-money implied volatility was 7.2% at the October 20, 2026 close. Over the past 248 sessions it ranged from 4.8% to 66.0%, putting today's level at an IV rank of 4 and IV percentile of 6.

7.2%
ATM IV
4
IV rank
0 = low, 100 = high
6
IV percentile
7.5%
Realized (20d)

EMB at-the-money IV, last 60 sessions

Jul 28Oct 20

Options were pricing less movement than EMB actually delivered over the last 20 sessions (7.2% implied against 7.5% realized).

IV rank places today's IV between the period's low (0) and high (100); IV percentile is the share of sessions with lower IV. Both use EMB's own closing history.

These are the October 20, 2026 closing numbers. Members see EMB's map move live all session.

Common questions

What is EMB's implied volatility?

7.2% at the money at the October 20, 2026 close.

What is EMB's IV rank?

4 over the past 248 sessions (IV percentile 6).

Is EMB's IV high?

Its IV percentile is 6: low against its own past year.

Compare: implied volatility on other tickers

Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.