← Back to Stock / ETF implied volatility screener

EEM

iShares MSCI Emerging Markets ETF

$39.54
-0.96% ($1.72)
Market Cap: $23.53B
Open Interest: 6.4M
Option Volume: 311.8K
Dividend
2.46% ($0.94)
6/7/2023 (2d) !
Next Earnings
1/1/1970 (NaNd)
Implied Volatility
17.4%
IV Min 1y:
15.4%
IV Max 1y:
115.9%
IV Rank 1y
2
IV Percentile 1y
7
IV ZScore 1y
-0.85
Historical Volatility 30d
16.78%
IV/HV
1.04
Put/Call Ratio
0.72
iShares MSCI Emerging Markets ETF has an Implied Volatility (IV) of 17.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for EEM is 2 and the Implied Volatility Percentile (IVP) is 7. The current Implied Volatility Index for EEM is -0.8 standard deviations away from its 1 year mean of 24.5%.
Data as of 6/2/2023

This stock chart shows EEM Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for EEM iShares MSCI Emerging Markets ETF over a one year time horizon.