EWZ implied volatility
From the closing options book · October 20, 2026 · updated after every close
EWZ's at-the-money implied volatility was 66.8% at the October 20, 2026 close. Over the past 186 sessions it ranged from 21.8% to 73.4%, putting today's level at an IV rank of 87 and IV percentile of 99.
EWZ at-the-money IV, last 60 sessions
Options were pricing more movement than EWZ actually delivered over the last 20 sessions (66.8% implied against 48.2% 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 EWZ's own closing history.
These are the October 20, 2026 closing numbers. Members see EWZ's map move live all session.
Common questions
66.8% at the money at the October 20, 2026 close.
87 over the past 186 sessions (IV percentile 99).
Its IV percentile is 99: high 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.