IEFA implied volatility
From the closing options book · October 20, 2026 · updated after every close
IEFA's at-the-money implied volatility was 15.2% at the October 20, 2026 close. Over the past 211 sessions it ranged from 6.2% to 66.1%, putting today's level at an IV rank of 15 and IV percentile of 23.
IEFA at-the-money IV, last 60 sessions
Options were pricing more movement than IEFA actually delivered over the last 20 sessions (15.2% implied against 11.9% 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 IEFA's own closing history.
These are the October 20, 2026 closing numbers. Members see IEFA's map move live all session.
Common questions
15.2% at the money at the October 20, 2026 close.
15 over the past 211 sessions (IV percentile 23).
Its IV percentile is 23: 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.